Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
4,755.0 |
4,774.0 |
19.0 |
0.4% |
4,835.0 |
High |
4,783.0 |
4,786.0 |
3.0 |
0.1% |
4,841.0 |
Low |
4,714.0 |
4,747.0 |
33.0 |
0.7% |
4,700.0 |
Close |
4,719.0 |
4,784.0 |
65.0 |
1.4% |
4,743.0 |
Range |
69.0 |
39.0 |
-30.0 |
-43.5% |
141.0 |
ATR |
59.3 |
59.8 |
0.6 |
0.9% |
0.0 |
Volume |
32,715 |
30,484 |
-2,231 |
-6.8% |
186,164 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,889.3 |
4,875.7 |
4,805.5 |
|
R3 |
4,850.3 |
4,836.7 |
4,794.7 |
|
R2 |
4,811.3 |
4,811.3 |
4,791.2 |
|
R1 |
4,797.7 |
4,797.7 |
4,787.6 |
4,804.5 |
PP |
4,772.3 |
4,772.3 |
4,772.3 |
4,775.8 |
S1 |
4,758.7 |
4,758.7 |
4,780.4 |
4,765.5 |
S2 |
4,733.3 |
4,733.3 |
4,776.9 |
|
S3 |
4,694.3 |
4,719.7 |
4,773.3 |
|
S4 |
4,655.3 |
4,680.7 |
4,762.6 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,184.3 |
5,104.7 |
4,820.6 |
|
R3 |
5,043.3 |
4,963.7 |
4,781.8 |
|
R2 |
4,902.3 |
4,902.3 |
4,768.9 |
|
R1 |
4,822.7 |
4,822.7 |
4,755.9 |
4,792.0 |
PP |
4,761.3 |
4,761.3 |
4,761.3 |
4,746.0 |
S1 |
4,681.7 |
4,681.7 |
4,730.1 |
4,651.0 |
S2 |
4,620.3 |
4,620.3 |
4,717.2 |
|
S3 |
4,479.3 |
4,540.7 |
4,704.2 |
|
S4 |
4,338.3 |
4,399.7 |
4,665.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,797.0 |
4,700.0 |
97.0 |
2.0% |
53.0 |
1.1% |
87% |
False |
False |
33,631 |
10 |
4,924.0 |
4,700.0 |
224.0 |
4.7% |
56.9 |
1.2% |
38% |
False |
False |
35,343 |
20 |
5,001.0 |
4,700.0 |
301.0 |
6.3% |
53.5 |
1.1% |
28% |
False |
False |
34,485 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.8% |
54.1 |
1.1% |
58% |
False |
False |
36,405 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.8% |
44.7 |
0.9% |
58% |
False |
False |
24,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,951.8 |
2.618 |
4,888.1 |
1.618 |
4,849.1 |
1.000 |
4,825.0 |
0.618 |
4,810.1 |
HIGH |
4,786.0 |
0.618 |
4,771.1 |
0.500 |
4,766.5 |
0.382 |
4,761.9 |
LOW |
4,747.0 |
0.618 |
4,722.9 |
1.000 |
4,708.0 |
1.618 |
4,683.9 |
2.618 |
4,644.9 |
4.250 |
4,581.3 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,778.2 |
4,774.5 |
PP |
4,772.3 |
4,765.0 |
S1 |
4,766.5 |
4,755.5 |
|