Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,515.9 |
1,499.2 |
-16.7 |
-1.1% |
1,566.8 |
High |
1,526.8 |
1,509.7 |
-17.1 |
-1.1% |
1,577.4 |
Low |
1,495.4 |
1,477.6 |
-17.8 |
-1.2% |
1,462.5 |
Close |
1,501.4 |
1,506.8 |
5.4 |
0.4% |
1,491.6 |
Range |
31.4 |
32.1 |
0.7 |
2.2% |
114.9 |
ATR |
25.8 |
26.3 |
0.4 |
1.7% |
0.0 |
Volume |
189,114 |
195,518 |
6,404 |
3.4% |
1,188,831 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,594.3 |
1,582.7 |
1,524.5 |
|
R3 |
1,562.2 |
1,550.6 |
1,515.6 |
|
R2 |
1,530.1 |
1,530.1 |
1,512.7 |
|
R1 |
1,518.5 |
1,518.5 |
1,509.7 |
1,524.3 |
PP |
1,498.0 |
1,498.0 |
1,498.0 |
1,501.0 |
S1 |
1,486.4 |
1,486.4 |
1,503.9 |
1,492.2 |
S2 |
1,465.9 |
1,465.9 |
1,500.9 |
|
S3 |
1,433.8 |
1,454.3 |
1,498.0 |
|
S4 |
1,401.7 |
1,422.2 |
1,489.1 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.2 |
1,788.3 |
1,554.8 |
|
R3 |
1,740.3 |
1,673.4 |
1,523.2 |
|
R2 |
1,625.4 |
1,625.4 |
1,512.7 |
|
R1 |
1,558.5 |
1,558.5 |
1,502.1 |
1,534.5 |
PP |
1,510.5 |
1,510.5 |
1,510.5 |
1,498.5 |
S1 |
1,443.6 |
1,443.6 |
1,481.1 |
1,419.6 |
S2 |
1,395.6 |
1,395.6 |
1,470.5 |
|
S3 |
1,280.7 |
1,328.7 |
1,460.0 |
|
S4 |
1,165.8 |
1,213.8 |
1,428.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,526.8 |
1,471.1 |
55.7 |
3.7% |
26.1 |
1.7% |
64% |
False |
False |
182,762 |
10 |
1,577.4 |
1,462.5 |
114.9 |
7.6% |
33.8 |
2.2% |
39% |
False |
False |
200,314 |
20 |
1,577.4 |
1,453.2 |
124.2 |
8.2% |
25.4 |
1.7% |
43% |
False |
False |
171,891 |
40 |
1,577.4 |
1,388.4 |
189.0 |
12.5% |
21.5 |
1.4% |
63% |
False |
False |
131,343 |
60 |
1,577.4 |
1,370.0 |
207.4 |
13.8% |
20.6 |
1.4% |
66% |
False |
False |
91,530 |
80 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
20.2 |
1.3% |
74% |
False |
False |
69,741 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
19.4 |
1.3% |
74% |
False |
False |
56,265 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
19.5 |
1.3% |
74% |
False |
False |
47,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,646.1 |
2.618 |
1,593.7 |
1.618 |
1,561.6 |
1.000 |
1,541.8 |
0.618 |
1,529.5 |
HIGH |
1,509.7 |
0.618 |
1,497.4 |
0.500 |
1,493.7 |
0.382 |
1,489.9 |
LOW |
1,477.6 |
0.618 |
1,457.8 |
1.000 |
1,445.5 |
1.618 |
1,425.7 |
2.618 |
1,393.6 |
4.250 |
1,341.2 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,502.4 |
1,505.3 |
PP |
1,498.0 |
1,503.7 |
S1 |
1,493.7 |
1,502.2 |
|