Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,499.5 |
7,348.0 |
-151.5 |
-2.0% |
7,452.5 |
High |
7,519.5 |
7,411.5 |
-108.0 |
-1.4% |
7,579.5 |
Low |
7,356.5 |
7,292.5 |
-64.0 |
-0.9% |
7,356.5 |
Close |
7,410.5 |
7,389.5 |
-21.0 |
-0.3% |
7,410.5 |
Range |
163.0 |
119.0 |
-44.0 |
-27.0% |
223.0 |
ATR |
120.1 |
120.1 |
-0.1 |
-0.1% |
0.0 |
Volume |
157,570 |
149,470 |
-8,100 |
-5.1% |
724,952 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,721.5 |
7,674.5 |
7,455.0 |
|
R3 |
7,602.5 |
7,555.5 |
7,422.2 |
|
R2 |
7,483.5 |
7,483.5 |
7,411.3 |
|
R1 |
7,436.5 |
7,436.5 |
7,400.4 |
7,460.0 |
PP |
7,364.5 |
7,364.5 |
7,364.5 |
7,376.3 |
S1 |
7,317.5 |
7,317.5 |
7,378.6 |
7,341.0 |
S2 |
7,245.5 |
7,245.5 |
7,367.7 |
|
S3 |
7,126.5 |
7,198.5 |
7,356.8 |
|
S4 |
7,007.5 |
7,079.5 |
7,324.1 |
|
|
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 |
7,292.5 |
287.0 |
3.9% |
134.2 |
1.8% |
34% |
False |
True |
148,166 |
10 |
7,579.5 |
7,292.5 |
287.0 |
3.9% |
131.7 |
1.8% |
34% |
False |
True |
149,587 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.3% |
113.1 |
1.5% |
62% |
False |
False |
116,251 |
40 |
7,624.0 |
6,644.0 |
980.0 |
13.3% |
99.7 |
1.3% |
76% |
False |
False |
122,589 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
110.6 |
1.5% |
80% |
False |
False |
90,356 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
99.0 |
1.3% |
80% |
False |
False |
67,892 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
93.3 |
1.3% |
80% |
False |
False |
54,388 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
90.3 |
1.2% |
80% |
False |
False |
45,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,917.3 |
2.618 |
7,723.0 |
1.618 |
7,604.0 |
1.000 |
7,530.5 |
0.618 |
7,485.0 |
HIGH |
7,411.5 |
0.618 |
7,366.0 |
0.500 |
7,352.0 |
0.382 |
7,338.0 |
LOW |
7,292.5 |
0.618 |
7,219.0 |
1.000 |
7,173.5 |
1.618 |
7,100.0 |
2.618 |
6,981.0 |
4.250 |
6,786.8 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,377.0 |
7,406.0 |
PP |
7,364.5 |
7,400.5 |
S1 |
7,352.0 |
7,395.0 |
|