Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,500.0 |
1,508.0 |
8.0 |
0.5% |
1,495.5 |
High |
1,510.0 |
1,517.3 |
7.3 |
0.5% |
1,527.9 |
Low |
1,479.0 |
1,484.5 |
5.5 |
0.4% |
1,479.0 |
Close |
1,508.0 |
1,494.8 |
-13.2 |
-0.9% |
1,494.8 |
Range |
31.0 |
32.8 |
1.8 |
5.8% |
48.9 |
ATR |
25.3 |
25.9 |
0.5 |
2.1% |
0.0 |
Volume |
10,511 |
18,789 |
8,278 |
78.8% |
69,852 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,597.3 |
1,578.8 |
1,512.8 |
|
R3 |
1,564.5 |
1,546.0 |
1,503.8 |
|
R2 |
1,531.7 |
1,531.7 |
1,500.8 |
|
R1 |
1,513.2 |
1,513.2 |
1,497.8 |
1,506.1 |
PP |
1,498.9 |
1,498.9 |
1,498.9 |
1,495.3 |
S1 |
1,480.4 |
1,480.4 |
1,491.8 |
1,473.3 |
S2 |
1,466.1 |
1,466.1 |
1,488.8 |
|
S3 |
1,433.3 |
1,447.6 |
1,485.8 |
|
S4 |
1,400.5 |
1,414.8 |
1,476.8 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,647.3 |
1,619.9 |
1,521.7 |
|
R3 |
1,598.4 |
1,571.0 |
1,508.2 |
|
R2 |
1,549.5 |
1,549.5 |
1,503.8 |
|
R1 |
1,522.1 |
1,522.1 |
1,499.3 |
1,511.4 |
PP |
1,500.6 |
1,500.6 |
1,500.6 |
1,495.2 |
S1 |
1,473.2 |
1,473.2 |
1,490.3 |
1,462.5 |
S2 |
1,451.7 |
1,451.7 |
1,485.8 |
|
S3 |
1,402.8 |
1,424.3 |
1,481.4 |
|
S4 |
1,353.9 |
1,375.4 |
1,467.9 |
|
|
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 |
1,479.0 |
48.9 |
3.3% |
26.3 |
1.8% |
32% |
False |
False |
13,970 |
10 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
32.5 |
2.2% |
27% |
False |
False |
12,386 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
25.0 |
1.7% |
27% |
False |
False |
8,989 |
40 |
1,577.7 |
1,411.0 |
166.7 |
11.2% |
20.5 |
1.4% |
50% |
False |
False |
6,364 |
60 |
1,577.7 |
1,380.5 |
197.2 |
13.2% |
19.1 |
1.3% |
58% |
False |
False |
4,710 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
18.5 |
1.2% |
69% |
False |
False |
3,849 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
17.3 |
1.2% |
69% |
False |
False |
3,202 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
16.9 |
1.1% |
69% |
False |
False |
2,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,656.7 |
2.618 |
1,603.2 |
1.618 |
1,570.4 |
1.000 |
1,550.1 |
0.618 |
1,537.6 |
HIGH |
1,517.3 |
0.618 |
1,504.8 |
0.500 |
1,500.9 |
0.382 |
1,497.0 |
LOW |
1,484.5 |
0.618 |
1,464.2 |
1.000 |
1,451.7 |
1.618 |
1,431.4 |
2.618 |
1,398.6 |
4.250 |
1,345.1 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,500.9 |
1,503.5 |
PP |
1,498.9 |
1,500.6 |
S1 |
1,496.8 |
1,497.7 |
|