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 |
7,429.5 |
7,535.0 |
105.5 |
1.4% |
7,599.5 |
High |
7,547.0 |
7,579.5 |
32.5 |
0.4% |
7,624.0 |
Low |
7,426.0 |
7,450.0 |
24.0 |
0.3% |
7,309.0 |
Close |
7,507.0 |
7,513.5 |
6.5 |
0.1% |
7,504.5 |
Range |
121.0 |
129.5 |
8.5 |
7.0% |
315.0 |
ATR |
113.3 |
114.5 |
1.2 |
1.0% |
0.0 |
Volume |
134,840 |
135,220 |
380 |
0.3% |
719,926 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,902.8 |
7,837.7 |
7,584.7 |
|
R3 |
7,773.3 |
7,708.2 |
7,549.1 |
|
R2 |
7,643.8 |
7,643.8 |
7,537.2 |
|
R1 |
7,578.7 |
7,578.7 |
7,525.4 |
7,546.5 |
PP |
7,514.3 |
7,514.3 |
7,514.3 |
7,498.3 |
S1 |
7,449.2 |
7,449.2 |
7,501.6 |
7,417.0 |
S2 |
7,384.8 |
7,384.8 |
7,489.8 |
|
S3 |
7,255.3 |
7,319.7 |
7,477.9 |
|
S4 |
7,125.8 |
7,190.2 |
7,442.3 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,424.2 |
8,279.3 |
7,677.8 |
|
R3 |
8,109.2 |
7,964.3 |
7,591.1 |
|
R2 |
7,794.2 |
7,794.2 |
7,562.3 |
|
R1 |
7,649.3 |
7,649.3 |
7,533.4 |
7,564.3 |
PP |
7,479.2 |
7,479.2 |
7,479.2 |
7,436.6 |
S1 |
7,334.3 |
7,334.3 |
7,475.6 |
7,249.3 |
S2 |
7,164.2 |
7,164.2 |
7,446.8 |
|
S3 |
6,849.2 |
7,019.3 |
7,417.9 |
|
S4 |
6,534.2 |
6,704.3 |
7,331.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,579.5 |
7,309.0 |
270.5 |
3.6% |
127.5 |
1.7% |
76% |
True |
False |
145,082 |
10 |
7,624.0 |
7,309.0 |
315.0 |
4.2% |
114.1 |
1.5% |
65% |
False |
False |
130,467 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.2% |
105.1 |
1.4% |
82% |
False |
False |
114,108 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
107.6 |
1.4% |
91% |
False |
False |
119,477 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
105.8 |
1.4% |
91% |
False |
False |
82,527 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
96.6 |
1.3% |
91% |
False |
False |
62,031 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
90.8 |
1.2% |
91% |
False |
False |
49,719 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
89.2 |
1.2% |
91% |
False |
False |
41,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,129.9 |
2.618 |
7,918.5 |
1.618 |
7,789.0 |
1.000 |
7,709.0 |
0.618 |
7,659.5 |
HIGH |
7,579.5 |
0.618 |
7,530.0 |
0.500 |
7,514.8 |
0.382 |
7,499.5 |
LOW |
7,450.0 |
0.618 |
7,370.0 |
1.000 |
7,320.5 |
1.618 |
7,240.5 |
2.618 |
7,111.0 |
4.250 |
6,899.6 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,514.8 |
7,504.0 |
PP |
7,514.3 |
7,494.5 |
S1 |
7,513.9 |
7,485.0 |
|