Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,535.0 |
7,454.0 |
-81.0 |
-1.1% |
7,599.5 |
High |
7,579.5 |
7,504.5 |
-75.0 |
-1.0% |
7,624.0 |
Low |
7,450.0 |
7,366.0 |
-84.0 |
-1.1% |
7,309.0 |
Close |
7,513.5 |
7,452.5 |
-61.0 |
-0.8% |
7,504.5 |
Range |
129.5 |
138.5 |
9.0 |
6.9% |
315.0 |
ATR |
114.5 |
116.8 |
2.4 |
2.1% |
0.0 |
Volume |
135,220 |
163,730 |
28,510 |
21.1% |
719,926 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,856.5 |
7,793.0 |
7,528.7 |
|
R3 |
7,718.0 |
7,654.5 |
7,490.6 |
|
R2 |
7,579.5 |
7,579.5 |
7,477.9 |
|
R1 |
7,516.0 |
7,516.0 |
7,465.2 |
7,478.5 |
PP |
7,441.0 |
7,441.0 |
7,441.0 |
7,422.3 |
S1 |
7,377.5 |
7,377.5 |
7,439.8 |
7,340.0 |
S2 |
7,302.5 |
7,302.5 |
7,427.1 |
|
S3 |
7,164.0 |
7,239.0 |
7,414.4 |
|
S4 |
7,025.5 |
7,100.5 |
7,376.3 |
|
|
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 |
7,366.0 |
213.5 |
2.9% |
128.3 |
1.7% |
41% |
False |
True |
143,664 |
10 |
7,624.0 |
7,309.0 |
315.0 |
4.2% |
120.6 |
1.6% |
46% |
False |
False |
135,556 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.3% |
107.5 |
1.4% |
72% |
False |
False |
114,972 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
15.9% |
105.2 |
1.4% |
86% |
False |
False |
120,955 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
15.9% |
107.5 |
1.4% |
86% |
False |
False |
85,249 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
15.9% |
97.4 |
1.3% |
86% |
False |
False |
64,076 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
15.9% |
91.7 |
1.2% |
86% |
False |
False |
51,321 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
15.9% |
89.8 |
1.2% |
86% |
False |
False |
43,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,093.1 |
2.618 |
7,867.1 |
1.618 |
7,728.6 |
1.000 |
7,643.0 |
0.618 |
7,590.1 |
HIGH |
7,504.5 |
0.618 |
7,451.6 |
0.500 |
7,435.3 |
0.382 |
7,418.9 |
LOW |
7,366.0 |
0.618 |
7,280.4 |
1.000 |
7,227.5 |
1.618 |
7,141.9 |
2.618 |
7,003.4 |
4.250 |
6,777.4 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,446.8 |
7,472.8 |
PP |
7,441.0 |
7,466.0 |
S1 |
7,435.3 |
7,459.3 |
|