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 |
1,508.0 |
1,494.0 |
-14.0 |
-0.9% |
1,495.5 |
High |
1,517.3 |
1,505.3 |
-12.0 |
-0.8% |
1,527.9 |
Low |
1,484.5 |
1,488.0 |
3.5 |
0.2% |
1,479.0 |
Close |
1,494.8 |
1,491.8 |
-3.0 |
-0.2% |
1,494.8 |
Range |
32.8 |
17.3 |
-15.5 |
-47.3% |
48.9 |
ATR |
25.9 |
25.3 |
-0.6 |
-2.4% |
0.0 |
Volume |
18,789 |
9,523 |
-9,266 |
-49.3% |
69,852 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.9 |
1,536.7 |
1,501.3 |
|
R3 |
1,529.6 |
1,519.4 |
1,496.6 |
|
R2 |
1,512.3 |
1,512.3 |
1,495.0 |
|
R1 |
1,502.1 |
1,502.1 |
1,493.4 |
1,498.6 |
PP |
1,495.0 |
1,495.0 |
1,495.0 |
1,493.3 |
S1 |
1,484.8 |
1,484.8 |
1,490.2 |
1,481.3 |
S2 |
1,477.7 |
1,477.7 |
1,488.6 |
|
S3 |
1,460.4 |
1,467.5 |
1,487.0 |
|
S4 |
1,443.1 |
1,450.2 |
1,482.3 |
|
|
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% |
25.2 |
1.7% |
26% |
False |
False |
12,666 |
10 |
1,552.0 |
1,464.1 |
87.9 |
5.9% |
30.7 |
2.1% |
32% |
False |
False |
12,631 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
25.1 |
1.7% |
24% |
False |
False |
9,348 |
40 |
1,577.7 |
1,413.5 |
164.2 |
11.0% |
20.6 |
1.4% |
48% |
False |
False |
6,553 |
60 |
1,577.7 |
1,385.6 |
192.1 |
12.9% |
19.2 |
1.3% |
55% |
False |
False |
4,844 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.7% |
18.4 |
1.2% |
67% |
False |
False |
3,961 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.7% |
17.5 |
1.2% |
67% |
False |
False |
3,294 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.7% |
16.9 |
1.1% |
67% |
False |
False |
2,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,578.8 |
2.618 |
1,550.6 |
1.618 |
1,533.3 |
1.000 |
1,522.6 |
0.618 |
1,516.0 |
HIGH |
1,505.3 |
0.618 |
1,498.7 |
0.500 |
1,496.7 |
0.382 |
1,494.6 |
LOW |
1,488.0 |
0.618 |
1,477.3 |
1.000 |
1,470.7 |
1.618 |
1,460.0 |
2.618 |
1,442.7 |
4.250 |
1,414.5 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,496.7 |
1,498.2 |
PP |
1,495.0 |
1,496.0 |
S1 |
1,493.4 |
1,493.9 |
|