Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,495.5 |
1,493.5 |
-2.0 |
-0.1% |
1,494.6 |
High |
1,499.6 |
1,515.8 |
16.2 |
1.1% |
1,515.8 |
Low |
1,485.8 |
1,486.4 |
0.6 |
0.0% |
1,471.1 |
Close |
1,492.4 |
1,508.9 |
16.5 |
1.1% |
1,508.9 |
Range |
13.8 |
29.4 |
15.6 |
113.0% |
44.7 |
ATR |
24.9 |
25.3 |
0.3 |
1.3% |
0.0 |
Volume |
150,645 |
186,074 |
35,429 |
23.5% |
768,777 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,591.9 |
1,579.8 |
1,525.1 |
|
R3 |
1,562.5 |
1,550.4 |
1,517.0 |
|
R2 |
1,533.1 |
1,533.1 |
1,514.3 |
|
R1 |
1,521.0 |
1,521.0 |
1,511.6 |
1,527.1 |
PP |
1,503.7 |
1,503.7 |
1,503.7 |
1,506.7 |
S1 |
1,491.6 |
1,491.6 |
1,506.2 |
1,497.7 |
S2 |
1,474.3 |
1,474.3 |
1,503.5 |
|
S3 |
1,444.9 |
1,462.2 |
1,500.8 |
|
S4 |
1,415.5 |
1,432.8 |
1,492.7 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,632.7 |
1,615.5 |
1,533.5 |
|
R3 |
1,588.0 |
1,570.8 |
1,521.2 |
|
R2 |
1,543.3 |
1,543.3 |
1,517.1 |
|
R1 |
1,526.1 |
1,526.1 |
1,513.0 |
1,534.7 |
PP |
1,498.6 |
1,498.6 |
1,498.6 |
1,502.9 |
S1 |
1,481.4 |
1,481.4 |
1,504.8 |
1,490.0 |
S2 |
1,453.9 |
1,453.9 |
1,500.7 |
|
S3 |
1,409.2 |
1,436.7 |
1,496.6 |
|
S4 |
1,364.5 |
1,392.0 |
1,484.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,515.8 |
1,471.1 |
44.7 |
3.0% |
20.6 |
1.4% |
85% |
True |
False |
153,755 |
10 |
1,526.8 |
1,471.1 |
55.7 |
3.7% |
24.1 |
1.6% |
68% |
False |
False |
161,096 |
20 |
1,577.4 |
1,462.5 |
114.9 |
7.6% |
27.6 |
1.8% |
40% |
False |
False |
177,019 |
40 |
1,577.4 |
1,411.5 |
165.9 |
11.0% |
22.3 |
1.5% |
59% |
False |
False |
151,601 |
60 |
1,577.4 |
1,382.4 |
195.0 |
12.9% |
21.2 |
1.4% |
65% |
False |
False |
106,726 |
80 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
20.6 |
1.4% |
74% |
False |
False |
81,270 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
20.1 |
1.3% |
74% |
False |
False |
65,646 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
19.8 |
1.3% |
74% |
False |
False |
55,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,640.8 |
2.618 |
1,592.8 |
1.618 |
1,563.4 |
1.000 |
1,545.2 |
0.618 |
1,534.0 |
HIGH |
1,515.8 |
0.618 |
1,504.6 |
0.500 |
1,501.1 |
0.382 |
1,497.6 |
LOW |
1,486.4 |
0.618 |
1,468.2 |
1.000 |
1,457.0 |
1.618 |
1,438.8 |
2.618 |
1,409.4 |
4.250 |
1,361.5 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,506.3 |
1,506.0 |
PP |
1,503.7 |
1,503.1 |
S1 |
1,501.1 |
1,500.2 |
|