Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,454.0 |
7,499.5 |
45.5 |
0.6% |
7,452.5 |
High |
7,504.5 |
7,519.5 |
15.0 |
0.2% |
7,579.5 |
Low |
7,366.0 |
7,356.5 |
-9.5 |
-0.1% |
7,356.5 |
Close |
7,452.5 |
7,410.5 |
-42.0 |
-0.6% |
7,410.5 |
Range |
138.5 |
163.0 |
24.5 |
17.7% |
223.0 |
ATR |
116.8 |
120.1 |
3.3 |
2.8% |
0.0 |
Volume |
163,730 |
157,570 |
-6,160 |
-3.8% |
724,952 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,917.8 |
7,827.2 |
7,500.2 |
|
R3 |
7,754.8 |
7,664.2 |
7,455.3 |
|
R2 |
7,591.8 |
7,591.8 |
7,440.4 |
|
R1 |
7,501.2 |
7,501.2 |
7,425.4 |
7,465.0 |
PP |
7,428.8 |
7,428.8 |
7,428.8 |
7,410.8 |
S1 |
7,338.2 |
7,338.2 |
7,395.6 |
7,302.0 |
S2 |
7,265.8 |
7,265.8 |
7,380.6 |
|
S3 |
7,102.8 |
7,175.2 |
7,365.7 |
|
S4 |
6,939.8 |
7,012.2 |
7,320.9 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,117.8 |
7,987.2 |
7,533.2 |
|
R3 |
7,894.8 |
7,764.2 |
7,471.8 |
|
R2 |
7,671.8 |
7,671.8 |
7,451.4 |
|
R1 |
7,541.2 |
7,541.2 |
7,430.9 |
7,495.0 |
PP |
7,448.8 |
7,448.8 |
7,448.8 |
7,425.8 |
S1 |
7,318.2 |
7,318.2 |
7,390.1 |
7,272.0 |
S2 |
7,225.8 |
7,225.8 |
7,369.6 |
|
S3 |
7,002.8 |
7,095.2 |
7,349.2 |
|
S4 |
6,779.8 |
6,872.2 |
7,287.9 |
|
|
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 |
7,356.5 |
223.0 |
3.0% |
132.7 |
1.8% |
24% |
False |
True |
144,990 |
10 |
7,624.0 |
7,309.0 |
315.0 |
4.3% |
130.4 |
1.8% |
32% |
False |
False |
144,487 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.3% |
111.7 |
1.5% |
65% |
False |
False |
116,132 |
40 |
7,624.0 |
6,538.0 |
1,086.0 |
14.7% |
101.2 |
1.4% |
80% |
False |
False |
121,362 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
109.7 |
1.5% |
82% |
False |
False |
87,870 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
98.2 |
1.3% |
82% |
False |
False |
66,028 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
92.5 |
1.2% |
82% |
False |
False |
52,896 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.0% |
90.3 |
1.2% |
82% |
False |
False |
44,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,212.3 |
2.618 |
7,946.2 |
1.618 |
7,783.2 |
1.000 |
7,682.5 |
0.618 |
7,620.2 |
HIGH |
7,519.5 |
0.618 |
7,457.2 |
0.500 |
7,438.0 |
0.382 |
7,418.8 |
LOW |
7,356.5 |
0.618 |
7,255.8 |
1.000 |
7,193.5 |
1.618 |
7,092.8 |
2.618 |
6,929.8 |
4.250 |
6,663.8 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,438.0 |
7,468.0 |
PP |
7,428.8 |
7,448.8 |
S1 |
7,419.7 |
7,429.7 |
|