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 |
1,518.1 |
1,500.0 |
-18.1 |
-1.2% |
1,565.6 |
High |
1,527.9 |
1,510.0 |
-17.9 |
-1.2% |
1,577.7 |
Low |
1,497.1 |
1,479.0 |
-18.1 |
-1.2% |
1,464.1 |
Close |
1,502.7 |
1,508.0 |
5.3 |
0.4% |
1,492.9 |
Range |
30.8 |
31.0 |
0.2 |
0.6% |
113.6 |
ATR |
24.9 |
25.3 |
0.4 |
1.7% |
0.0 |
Volume |
10,430 |
10,511 |
81 |
0.8% |
54,012 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.0 |
1,581.0 |
1,525.1 |
|
R3 |
1,561.0 |
1,550.0 |
1,516.5 |
|
R2 |
1,530.0 |
1,530.0 |
1,513.7 |
|
R1 |
1,519.0 |
1,519.0 |
1,510.8 |
1,524.5 |
PP |
1,499.0 |
1,499.0 |
1,499.0 |
1,501.8 |
S1 |
1,488.0 |
1,488.0 |
1,505.2 |
1,493.5 |
S2 |
1,468.0 |
1,468.0 |
1,502.3 |
|
S3 |
1,437.0 |
1,457.0 |
1,499.5 |
|
S4 |
1,406.0 |
1,426.0 |
1,491.0 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.4 |
1,786.2 |
1,555.4 |
|
R3 |
1,738.8 |
1,672.6 |
1,524.1 |
|
R2 |
1,625.2 |
1,625.2 |
1,513.7 |
|
R1 |
1,559.0 |
1,559.0 |
1,503.3 |
1,535.3 |
PP |
1,511.6 |
1,511.6 |
1,511.6 |
1,499.7 |
S1 |
1,445.4 |
1,445.4 |
1,482.5 |
1,421.7 |
S2 |
1,398.0 |
1,398.0 |
1,472.1 |
|
S3 |
1,284.4 |
1,331.8 |
1,461.7 |
|
S4 |
1,170.8 |
1,218.2 |
1,430.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,527.9 |
1,473.4 |
54.5 |
3.6% |
25.0 |
1.7% |
63% |
False |
False |
13,874 |
10 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
32.8 |
2.2% |
39% |
False |
False |
11,096 |
20 |
1,577.7 |
1,454.7 |
123.0 |
8.2% |
24.5 |
1.6% |
43% |
False |
False |
8,705 |
40 |
1,577.7 |
1,389.8 |
187.9 |
12.5% |
20.2 |
1.3% |
63% |
False |
False |
5,905 |
60 |
1,577.7 |
1,374.5 |
203.2 |
13.5% |
18.7 |
1.2% |
66% |
False |
False |
4,409 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
18.2 |
1.2% |
74% |
False |
False |
3,643 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
17.1 |
1.1% |
74% |
False |
False |
3,016 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
16.8 |
1.1% |
74% |
False |
False |
2,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,641.8 |
2.618 |
1,591.2 |
1.618 |
1,560.2 |
1.000 |
1,541.0 |
0.618 |
1,529.2 |
HIGH |
1,510.0 |
0.618 |
1,498.2 |
0.500 |
1,494.5 |
0.382 |
1,490.8 |
LOW |
1,479.0 |
0.618 |
1,459.8 |
1.000 |
1,448.0 |
1.618 |
1,428.8 |
2.618 |
1,397.8 |
4.250 |
1,347.3 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,503.5 |
1,506.5 |
PP |
1,499.0 |
1,505.0 |
S1 |
1,494.5 |
1,503.5 |
|