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 |
4,686.0 |
4,726.0 |
40.0 |
0.9% |
4,766.0 |
High |
4,716.0 |
4,773.0 |
57.0 |
1.2% |
4,797.0 |
Low |
4,677.0 |
4,725.0 |
48.0 |
1.0% |
4,675.0 |
Close |
4,697.0 |
4,759.0 |
62.0 |
1.3% |
4,713.0 |
Range |
39.0 |
48.0 |
9.0 |
23.1% |
122.0 |
ATR |
58.7 |
60.0 |
1.2 |
2.1% |
0.0 |
Volume |
27,930 |
34,903 |
6,973 |
25.0% |
167,093 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,896.3 |
4,875.7 |
4,785.4 |
|
R3 |
4,848.3 |
4,827.7 |
4,772.2 |
|
R2 |
4,800.3 |
4,800.3 |
4,767.8 |
|
R1 |
4,779.7 |
4,779.7 |
4,763.4 |
4,790.0 |
PP |
4,752.3 |
4,752.3 |
4,752.3 |
4,757.5 |
S1 |
4,731.7 |
4,731.7 |
4,754.6 |
4,742.0 |
S2 |
4,704.3 |
4,704.3 |
4,750.2 |
|
S3 |
4,656.3 |
4,683.7 |
4,745.8 |
|
S4 |
4,608.3 |
4,635.7 |
4,732.6 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,094.3 |
5,025.7 |
4,780.1 |
|
R3 |
4,972.3 |
4,903.7 |
4,746.6 |
|
R2 |
4,850.3 |
4,850.3 |
4,735.4 |
|
R1 |
4,781.7 |
4,781.7 |
4,724.2 |
4,755.0 |
PP |
4,728.3 |
4,728.3 |
4,728.3 |
4,715.0 |
S1 |
4,659.7 |
4,659.7 |
4,701.8 |
4,633.0 |
S2 |
4,606.3 |
4,606.3 |
4,690.6 |
|
S3 |
4,484.3 |
4,537.7 |
4,679.5 |
|
S4 |
4,362.3 |
4,415.7 |
4,645.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,773.0 |
4,650.0 |
123.0 |
2.6% |
40.2 |
0.8% |
89% |
True |
False |
30,448 |
10 |
4,797.0 |
4,650.0 |
147.0 |
3.1% |
45.4 |
1.0% |
74% |
False |
False |
32,562 |
20 |
4,951.0 |
4,650.0 |
301.0 |
6.3% |
50.4 |
1.1% |
36% |
False |
False |
33,595 |
40 |
5,001.0 |
4,650.0 |
351.0 |
7.4% |
46.3 |
1.0% |
31% |
False |
False |
32,044 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.9% |
46.9 |
1.0% |
53% |
False |
False |
27,612 |
80 |
5,001.0 |
4,484.0 |
517.0 |
10.9% |
36.9 |
0.8% |
53% |
False |
False |
20,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,977.0 |
2.618 |
4,898.7 |
1.618 |
4,850.7 |
1.000 |
4,821.0 |
0.618 |
4,802.7 |
HIGH |
4,773.0 |
0.618 |
4,754.7 |
0.500 |
4,749.0 |
0.382 |
4,743.3 |
LOW |
4,725.0 |
0.618 |
4,695.3 |
1.000 |
4,677.0 |
1.618 |
4,647.3 |
2.618 |
4,599.3 |
4.250 |
4,521.0 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,755.7 |
4,743.2 |
PP |
4,752.3 |
4,727.3 |
S1 |
4,749.0 |
4,711.5 |
|