Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,487.1 |
1,497.6 |
10.5 |
0.7% |
1,495.5 |
High |
1,500.8 |
1,500.6 |
-0.2 |
0.0% |
1,527.9 |
Low |
1,486.2 |
1,487.2 |
1.0 |
0.1% |
1,479.0 |
Close |
1,497.1 |
1,493.6 |
-3.5 |
-0.2% |
1,494.8 |
Range |
14.6 |
13.4 |
-1.2 |
-8.2% |
48.9 |
ATR |
24.9 |
24.1 |
-0.8 |
-3.3% |
0.0 |
Volume |
14,087 |
37,415 |
23,328 |
165.6% |
69,852 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.0 |
1,527.2 |
1,501.0 |
|
R3 |
1,520.6 |
1,513.8 |
1,497.3 |
|
R2 |
1,507.2 |
1,507.2 |
1,496.1 |
|
R1 |
1,500.4 |
1,500.4 |
1,494.8 |
1,497.1 |
PP |
1,493.8 |
1,493.8 |
1,493.8 |
1,492.2 |
S1 |
1,487.0 |
1,487.0 |
1,492.4 |
1,483.7 |
S2 |
1,480.4 |
1,480.4 |
1,491.1 |
|
S3 |
1,467.0 |
1,473.6 |
1,489.9 |
|
S4 |
1,453.6 |
1,460.2 |
1,486.2 |
|
|
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 |
1,517.3 |
1,472.6 |
44.7 |
3.0% |
20.9 |
1.4% |
47% |
False |
False |
18,339 |
10 |
1,527.9 |
1,472.6 |
55.3 |
3.7% |
22.9 |
1.5% |
38% |
False |
False |
16,107 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
25.6 |
1.7% |
26% |
False |
False |
12,012 |
40 |
1,577.7 |
1,413.5 |
164.2 |
11.0% |
21.1 |
1.4% |
49% |
False |
False |
8,024 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.6% |
19.5 |
1.3% |
55% |
False |
False |
5,877 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
18.6 |
1.2% |
68% |
False |
False |
4,729 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
17.8 |
1.2% |
68% |
False |
False |
3,919 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.6% |
17.0 |
1.1% |
68% |
False |
False |
3,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,557.6 |
2.618 |
1,535.7 |
1.618 |
1,522.3 |
1.000 |
1,514.0 |
0.618 |
1,508.9 |
HIGH |
1,500.6 |
0.618 |
1,495.5 |
0.500 |
1,493.9 |
0.382 |
1,492.3 |
LOW |
1,487.2 |
0.618 |
1,478.9 |
1.000 |
1,473.8 |
1.618 |
1,465.5 |
2.618 |
1,452.1 |
4.250 |
1,430.3 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,493.9 |
1,491.3 |
PP |
1,493.8 |
1,489.0 |
S1 |
1,493.7 |
1,486.7 |
|