Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,497.6 |
1,495.9 |
-1.7 |
-0.1% |
1,494.0 |
High |
1,500.6 |
1,517.0 |
16.4 |
1.1% |
1,517.0 |
Low |
1,487.2 |
1,487.8 |
0.6 |
0.0% |
1,472.6 |
Close |
1,493.6 |
1,510.0 |
16.4 |
1.1% |
1,510.0 |
Range |
13.4 |
29.2 |
15.8 |
117.9% |
44.4 |
ATR |
24.1 |
24.5 |
0.4 |
1.5% |
0.0 |
Volume |
37,415 |
22,812 |
-14,603 |
-39.0% |
95,722 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.5 |
1,580.5 |
1,526.1 |
|
R3 |
1,563.3 |
1,551.3 |
1,518.0 |
|
R2 |
1,534.1 |
1,534.1 |
1,515.4 |
|
R1 |
1,522.1 |
1,522.1 |
1,512.7 |
1,528.1 |
PP |
1,504.9 |
1,504.9 |
1,504.9 |
1,508.0 |
S1 |
1,492.9 |
1,492.9 |
1,507.3 |
1,498.9 |
S2 |
1,475.7 |
1,475.7 |
1,504.6 |
|
S3 |
1,446.5 |
1,463.7 |
1,502.0 |
|
S4 |
1,417.3 |
1,434.5 |
1,493.9 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.1 |
1,615.9 |
1,534.4 |
|
R3 |
1,588.7 |
1,571.5 |
1,522.2 |
|
R2 |
1,544.3 |
1,544.3 |
1,518.1 |
|
R1 |
1,527.1 |
1,527.1 |
1,514.1 |
1,535.7 |
PP |
1,499.9 |
1,499.9 |
1,499.9 |
1,504.2 |
S1 |
1,482.7 |
1,482.7 |
1,505.9 |
1,491.3 |
S2 |
1,455.5 |
1,455.5 |
1,501.9 |
|
S3 |
1,411.1 |
1,438.3 |
1,497.8 |
|
S4 |
1,366.7 |
1,393.9 |
1,485.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,517.0 |
1,472.6 |
44.4 |
2.9% |
20.1 |
1.3% |
84% |
True |
False |
19,144 |
10 |
1,527.9 |
1,472.6 |
55.3 |
3.7% |
23.2 |
1.5% |
68% |
False |
False |
16,557 |
20 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
26.6 |
1.8% |
40% |
False |
False |
12,705 |
40 |
1,577.7 |
1,413.5 |
164.2 |
10.9% |
21.2 |
1.4% |
59% |
False |
False |
8,562 |
60 |
1,577.7 |
1,389.8 |
187.9 |
12.4% |
19.6 |
1.3% |
64% |
False |
False |
6,229 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
18.7 |
1.2% |
74% |
False |
False |
5,004 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
18.0 |
1.2% |
74% |
False |
False |
4,145 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
17.1 |
1.1% |
74% |
False |
False |
3,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,641.1 |
2.618 |
1,593.4 |
1.618 |
1,564.2 |
1.000 |
1,546.2 |
0.618 |
1,535.0 |
HIGH |
1,517.0 |
0.618 |
1,505.8 |
0.500 |
1,502.4 |
0.382 |
1,499.0 |
LOW |
1,487.8 |
0.618 |
1,469.8 |
1.000 |
1,458.6 |
1.618 |
1,440.6 |
2.618 |
1,411.4 |
4.250 |
1,363.7 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,507.5 |
1,507.2 |
PP |
1,504.9 |
1,504.4 |
S1 |
1,502.4 |
1,501.6 |
|