Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,342.0 |
7,330.0 |
-12.0 |
-0.2% |
7,452.5 |
High |
7,377.5 |
7,350.0 |
-27.5 |
-0.4% |
7,579.5 |
Low |
7,251.5 |
7,268.0 |
16.5 |
0.2% |
7,356.5 |
Close |
7,298.5 |
7,313.0 |
14.5 |
0.2% |
7,410.5 |
Range |
126.0 |
82.0 |
-44.0 |
-34.9% |
223.0 |
ATR |
121.3 |
118.5 |
-2.8 |
-2.3% |
0.0 |
Volume |
0 |
128,740 |
128,740 |
|
724,952 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,556.3 |
7,516.7 |
7,358.1 |
|
R3 |
7,474.3 |
7,434.7 |
7,335.6 |
|
R2 |
7,392.3 |
7,392.3 |
7,328.0 |
|
R1 |
7,352.7 |
7,352.7 |
7,320.5 |
7,331.5 |
PP |
7,310.3 |
7,310.3 |
7,310.3 |
7,299.8 |
S1 |
7,270.7 |
7,270.7 |
7,305.5 |
7,249.5 |
S2 |
7,228.3 |
7,228.3 |
7,298.0 |
|
S3 |
7,146.3 |
7,188.7 |
7,290.5 |
|
S4 |
7,064.3 |
7,106.7 |
7,267.9 |
|
|
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 |
7,519.5 |
7,251.5 |
268.0 |
3.7% |
125.7 |
1.7% |
23% |
False |
False |
119,902 |
10 |
7,579.5 |
7,251.5 |
328.0 |
4.5% |
126.6 |
1.7% |
19% |
False |
False |
132,492 |
20 |
7,624.0 |
7,043.5 |
580.5 |
7.9% |
111.3 |
1.5% |
46% |
False |
False |
122,688 |
40 |
7,624.0 |
6,738.5 |
885.5 |
12.1% |
98.5 |
1.3% |
65% |
False |
False |
117,726 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
111.3 |
1.5% |
74% |
False |
False |
92,477 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
99.6 |
1.4% |
74% |
False |
False |
69,493 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
95.0 |
1.3% |
74% |
False |
False |
55,661 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
90.4 |
1.2% |
74% |
False |
False |
46,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,698.5 |
2.618 |
7,564.7 |
1.618 |
7,482.7 |
1.000 |
7,432.0 |
0.618 |
7,400.7 |
HIGH |
7,350.0 |
0.618 |
7,318.7 |
0.500 |
7,309.0 |
0.382 |
7,299.3 |
LOW |
7,268.0 |
0.618 |
7,217.3 |
1.000 |
7,186.0 |
1.618 |
7,135.3 |
2.618 |
7,053.3 |
4.250 |
6,919.5 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,311.7 |
7,331.5 |
PP |
7,310.3 |
7,325.3 |
S1 |
7,309.0 |
7,319.2 |
|