Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,494.6 |
1,490.0 |
-4.6 |
-0.3% |
1,496.6 |
High |
1,504.3 |
1,497.5 |
-6.8 |
-0.5% |
1,526.8 |
Low |
1,486.0 |
1,471.1 |
-14.9 |
-1.0% |
1,477.6 |
Close |
1,490.6 |
1,480.0 |
-10.6 |
-0.7% |
1,493.6 |
Range |
18.3 |
26.4 |
8.1 |
44.3% |
49.2 |
ATR |
26.2 |
26.3 |
0.0 |
0.0% |
0.0 |
Volume |
120,034 |
177,888 |
57,854 |
48.2% |
842,186 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.1 |
1,547.4 |
1,494.5 |
|
R3 |
1,535.7 |
1,521.0 |
1,487.3 |
|
R2 |
1,509.3 |
1,509.3 |
1,484.8 |
|
R1 |
1,494.6 |
1,494.6 |
1,482.4 |
1,488.8 |
PP |
1,482.9 |
1,482.9 |
1,482.9 |
1,479.9 |
S1 |
1,468.2 |
1,468.2 |
1,477.6 |
1,462.4 |
S2 |
1,456.5 |
1,456.5 |
1,475.2 |
|
S3 |
1,430.1 |
1,441.8 |
1,472.7 |
|
S4 |
1,403.7 |
1,415.4 |
1,465.5 |
|
|
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 |
1,471.1 |
55.7 |
3.8% |
28.5 |
1.9% |
16% |
False |
True |
171,938 |
10 |
1,543.5 |
1,462.5 |
81.0 |
5.5% |
30.7 |
2.1% |
22% |
False |
False |
192,728 |
20 |
1,577.4 |
1,462.5 |
114.9 |
7.8% |
26.4 |
1.8% |
15% |
False |
False |
172,187 |
40 |
1,577.4 |
1,411.5 |
165.9 |
11.2% |
22.2 |
1.5% |
41% |
False |
False |
142,112 |
60 |
1,577.4 |
1,382.4 |
195.0 |
13.2% |
21.4 |
1.4% |
50% |
False |
False |
99,376 |
80 |
1,577.4 |
1,310.9 |
266.5 |
18.0% |
20.6 |
1.4% |
63% |
False |
False |
75,481 |
100 |
1,577.4 |
1,310.9 |
266.5 |
18.0% |
20.0 |
1.3% |
63% |
False |
False |
60,970 |
120 |
1,577.4 |
1,310.9 |
266.5 |
18.0% |
19.7 |
1.3% |
63% |
False |
False |
51,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,609.7 |
2.618 |
1,566.6 |
1.618 |
1,540.2 |
1.000 |
1,523.9 |
0.618 |
1,513.8 |
HIGH |
1,497.5 |
0.618 |
1,487.4 |
0.500 |
1,484.3 |
0.382 |
1,481.2 |
LOW |
1,471.1 |
0.618 |
1,454.8 |
1.000 |
1,444.7 |
1.618 |
1,428.4 |
2.618 |
1,402.0 |
4.250 |
1,358.9 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,484.3 |
1,493.8 |
PP |
1,482.9 |
1,489.2 |
S1 |
1,481.4 |
1,484.6 |
|