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 |
1,494.0 |
1,491.1 |
-2.9 |
-0.2% |
1,495.5 |
High |
1,505.3 |
1,498.8 |
-6.5 |
-0.4% |
1,527.9 |
Low |
1,488.0 |
1,472.6 |
-15.4 |
-1.0% |
1,479.0 |
Close |
1,491.8 |
1,481.2 |
-10.6 |
-0.7% |
1,494.8 |
Range |
17.3 |
26.2 |
8.9 |
51.4% |
48.9 |
ATR |
25.3 |
25.3 |
0.1 |
0.3% |
0.0 |
Volume |
9,523 |
11,885 |
2,362 |
24.8% |
69,852 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.8 |
1,548.2 |
1,495.6 |
|
R3 |
1,536.6 |
1,522.0 |
1,488.4 |
|
R2 |
1,510.4 |
1,510.4 |
1,486.0 |
|
R1 |
1,495.8 |
1,495.8 |
1,483.6 |
1,490.0 |
PP |
1,484.2 |
1,484.2 |
1,484.2 |
1,481.3 |
S1 |
1,469.6 |
1,469.6 |
1,478.8 |
1,463.8 |
S2 |
1,458.0 |
1,458.0 |
1,476.4 |
|
S3 |
1,431.8 |
1,443.4 |
1,474.0 |
|
S4 |
1,405.6 |
1,417.2 |
1,466.8 |
|
|
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 |
1,472.6 |
55.3 |
3.7% |
27.6 |
1.9% |
16% |
False |
True |
12,227 |
10 |
1,544.7 |
1,464.1 |
80.6 |
5.4% |
29.8 |
2.0% |
21% |
False |
False |
13,235 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.7% |
25.4 |
1.7% |
15% |
False |
False |
9,710 |
40 |
1,577.7 |
1,413.5 |
164.2 |
11.1% |
21.0 |
1.4% |
41% |
False |
False |
6,814 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.7% |
19.5 |
1.3% |
49% |
False |
False |
5,022 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.8% |
18.7 |
1.3% |
63% |
False |
False |
4,100 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.8% |
17.7 |
1.2% |
63% |
False |
False |
3,412 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.8% |
16.9 |
1.1% |
63% |
False |
False |
2,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.2 |
2.618 |
1,567.4 |
1.618 |
1,541.2 |
1.000 |
1,525.0 |
0.618 |
1,515.0 |
HIGH |
1,498.8 |
0.618 |
1,488.8 |
0.500 |
1,485.7 |
0.382 |
1,482.6 |
LOW |
1,472.6 |
0.618 |
1,456.4 |
1.000 |
1,446.4 |
1.618 |
1,430.2 |
2.618 |
1,404.0 |
4.250 |
1,361.3 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,485.7 |
1,495.0 |
PP |
1,484.2 |
1,490.4 |
S1 |
1,482.7 |
1,485.8 |
|