Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,506.5 |
1,494.6 |
-11.9 |
-0.8% |
1,496.6 |
High |
1,516.4 |
1,504.3 |
-12.1 |
-0.8% |
1,526.8 |
Low |
1,482.0 |
1,486.0 |
4.0 |
0.3% |
1,477.6 |
Close |
1,493.6 |
1,490.6 |
-3.0 |
-0.2% |
1,493.6 |
Range |
34.4 |
18.3 |
-16.1 |
-46.8% |
49.2 |
ATR |
26.9 |
26.2 |
-0.6 |
-2.3% |
0.0 |
Volume |
177,140 |
120,034 |
-57,106 |
-32.2% |
842,186 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.5 |
1,537.9 |
1,500.7 |
|
R3 |
1,530.2 |
1,519.6 |
1,495.6 |
|
R2 |
1,511.9 |
1,511.9 |
1,494.0 |
|
R1 |
1,501.3 |
1,501.3 |
1,492.3 |
1,497.5 |
PP |
1,493.6 |
1,493.6 |
1,493.6 |
1,491.7 |
S1 |
1,483.0 |
1,483.0 |
1,488.9 |
1,479.2 |
S2 |
1,475.3 |
1,475.3 |
1,487.2 |
|
S3 |
1,457.0 |
1,464.7 |
1,485.6 |
|
S4 |
1,438.7 |
1,446.4 |
1,480.5 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.9 |
1,619.5 |
1,520.7 |
|
R3 |
1,597.7 |
1,570.3 |
1,507.1 |
|
R2 |
1,548.5 |
1,548.5 |
1,502.6 |
|
R1 |
1,521.1 |
1,521.1 |
1,498.1 |
1,510.2 |
PP |
1,499.3 |
1,499.3 |
1,499.3 |
1,493.9 |
S1 |
1,471.9 |
1,471.9 |
1,489.1 |
1,461.0 |
S2 |
1,450.1 |
1,450.1 |
1,484.6 |
|
S3 |
1,400.9 |
1,422.7 |
1,480.1 |
|
S4 |
1,351.7 |
1,373.5 |
1,466.5 |
|
|
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 |
1,477.6 |
49.2 |
3.3% |
26.2 |
1.8% |
26% |
False |
False |
163,201 |
10 |
1,551.4 |
1,462.5 |
88.9 |
6.0% |
31.6 |
2.1% |
32% |
False |
False |
194,913 |
20 |
1,577.4 |
1,462.5 |
114.9 |
7.7% |
26.1 |
1.7% |
24% |
False |
False |
172,728 |
40 |
1,577.4 |
1,411.5 |
165.9 |
11.1% |
21.8 |
1.5% |
48% |
False |
False |
138,288 |
60 |
1,577.4 |
1,382.4 |
195.0 |
13.1% |
21.1 |
1.4% |
55% |
False |
False |
96,432 |
80 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
20.4 |
1.4% |
67% |
False |
False |
73,337 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
19.8 |
1.3% |
67% |
False |
False |
59,199 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
19.7 |
1.3% |
67% |
False |
False |
49,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,582.1 |
2.618 |
1,552.2 |
1.618 |
1,533.9 |
1.000 |
1,522.6 |
0.618 |
1,515.6 |
HIGH |
1,504.3 |
0.618 |
1,497.3 |
0.500 |
1,495.2 |
0.382 |
1,493.0 |
LOW |
1,486.0 |
0.618 |
1,474.7 |
1.000 |
1,467.7 |
1.618 |
1,456.4 |
2.618 |
1,438.1 |
4.250 |
1,408.2 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,495.2 |
1,497.0 |
PP |
1,493.6 |
1,494.9 |
S1 |
1,492.1 |
1,492.7 |
|