Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,348.0 |
7,342.0 |
-6.0 |
-0.1% |
7,452.5 |
High |
7,411.5 |
7,377.5 |
-34.0 |
-0.5% |
7,579.5 |
Low |
7,292.5 |
7,251.5 |
-41.0 |
-0.6% |
7,356.5 |
Close |
7,389.5 |
7,298.5 |
-91.0 |
-1.2% |
7,410.5 |
Range |
119.0 |
126.0 |
7.0 |
5.9% |
223.0 |
ATR |
120.1 |
121.3 |
1.3 |
1.1% |
0.0 |
Volume |
149,470 |
0 |
-149,470 |
-100.0% |
724,952 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,687.2 |
7,618.8 |
7,367.8 |
|
R3 |
7,561.2 |
7,492.8 |
7,333.2 |
|
R2 |
7,435.2 |
7,435.2 |
7,321.6 |
|
R1 |
7,366.8 |
7,366.8 |
7,310.1 |
7,338.0 |
PP |
7,309.2 |
7,309.2 |
7,309.2 |
7,294.8 |
S1 |
7,240.8 |
7,240.8 |
7,287.0 |
7,212.0 |
S2 |
7,183.2 |
7,183.2 |
7,275.4 |
|
S3 |
7,057.2 |
7,114.8 |
7,263.9 |
|
S4 |
6,931.2 |
6,988.8 |
7,229.2 |
|
|
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 |
7,251.5 |
328.0 |
4.5% |
135.2 |
1.9% |
14% |
False |
True |
121,198 |
10 |
7,579.5 |
7,251.5 |
328.0 |
4.5% |
136.7 |
1.9% |
14% |
False |
True |
137,560 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.4% |
116.8 |
1.6% |
47% |
False |
False |
116,251 |
40 |
7,624.0 |
6,733.0 |
891.0 |
12.2% |
99.4 |
1.4% |
63% |
False |
False |
117,960 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.3% |
112.1 |
1.5% |
73% |
False |
False |
90,350 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.3% |
99.5 |
1.4% |
73% |
False |
False |
67,887 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.3% |
94.4 |
1.3% |
73% |
False |
False |
54,385 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.3% |
90.2 |
1.2% |
73% |
False |
False |
45,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,913.0 |
2.618 |
7,707.4 |
1.618 |
7,581.4 |
1.000 |
7,503.5 |
0.618 |
7,455.4 |
HIGH |
7,377.5 |
0.618 |
7,329.4 |
0.500 |
7,314.5 |
0.382 |
7,299.6 |
LOW |
7,251.5 |
0.618 |
7,173.6 |
1.000 |
7,125.5 |
1.618 |
7,047.6 |
2.618 |
6,921.6 |
4.250 |
6,716.0 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,314.5 |
7,385.5 |
PP |
7,309.2 |
7,356.5 |
S1 |
7,303.8 |
7,327.5 |
|