Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,330.0 |
7,345.0 |
15.0 |
0.2% |
7,452.5 |
High |
7,350.0 |
7,429.0 |
79.0 |
1.1% |
7,579.5 |
Low |
7,268.0 |
7,321.0 |
53.0 |
0.7% |
7,356.5 |
Close |
7,313.0 |
7,353.5 |
40.5 |
0.6% |
7,410.5 |
Range |
82.0 |
108.0 |
26.0 |
31.7% |
223.0 |
ATR |
118.5 |
118.3 |
-0.2 |
-0.2% |
0.0 |
Volume |
128,740 |
156,016 |
27,276 |
21.2% |
724,952 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,691.8 |
7,630.7 |
7,412.9 |
|
R3 |
7,583.8 |
7,522.7 |
7,383.2 |
|
R2 |
7,475.8 |
7,475.8 |
7,373.3 |
|
R1 |
7,414.7 |
7,414.7 |
7,363.4 |
7,445.3 |
PP |
7,367.8 |
7,367.8 |
7,367.8 |
7,383.1 |
S1 |
7,306.7 |
7,306.7 |
7,343.6 |
7,337.3 |
S2 |
7,259.8 |
7,259.8 |
7,333.7 |
|
S3 |
7,151.8 |
7,198.7 |
7,323.8 |
|
S4 |
7,043.8 |
7,090.7 |
7,294.1 |
|
|
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 |
7,519.5 |
7,251.5 |
268.0 |
3.6% |
119.6 |
1.6% |
38% |
False |
False |
118,359 |
10 |
7,579.5 |
7,251.5 |
328.0 |
4.5% |
124.0 |
1.7% |
31% |
False |
False |
131,011 |
20 |
7,624.0 |
7,128.0 |
496.0 |
6.7% |
114.0 |
1.5% |
45% |
False |
False |
125,153 |
40 |
7,624.0 |
6,738.5 |
885.5 |
12.0% |
99.7 |
1.4% |
69% |
False |
False |
118,351 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
111.4 |
1.5% |
77% |
False |
False |
94,977 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
100.3 |
1.4% |
77% |
False |
False |
71,440 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
94.9 |
1.3% |
77% |
False |
False |
57,215 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.2% |
90.6 |
1.2% |
77% |
False |
False |
47,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,888.0 |
2.618 |
7,711.7 |
1.618 |
7,603.7 |
1.000 |
7,537.0 |
0.618 |
7,495.7 |
HIGH |
7,429.0 |
0.618 |
7,387.7 |
0.500 |
7,375.0 |
0.382 |
7,362.3 |
LOW |
7,321.0 |
0.618 |
7,254.3 |
1.000 |
7,213.0 |
1.618 |
7,146.3 |
2.618 |
7,038.3 |
4.250 |
6,862.0 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,375.0 |
7,349.1 |
PP |
7,367.8 |
7,344.7 |
S1 |
7,360.7 |
7,340.3 |
|