Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,345.0 |
7,384.0 |
39.0 |
0.5% |
7,348.0 |
High |
7,429.0 |
7,417.5 |
-11.5 |
-0.2% |
7,429.0 |
Low |
7,321.0 |
7,232.5 |
-88.5 |
-1.2% |
7,232.5 |
Close |
7,353.5 |
7,271.5 |
-82.0 |
-1.1% |
7,271.5 |
Range |
108.0 |
185.0 |
77.0 |
71.3% |
196.5 |
ATR |
118.3 |
123.1 |
4.8 |
4.0% |
0.0 |
Volume |
156,016 |
159,677 |
3,661 |
2.3% |
593,903 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,862.2 |
7,751.8 |
7,373.3 |
|
R3 |
7,677.2 |
7,566.8 |
7,322.4 |
|
R2 |
7,492.2 |
7,492.2 |
7,305.4 |
|
R1 |
7,381.8 |
7,381.8 |
7,288.5 |
7,344.5 |
PP |
7,307.2 |
7,307.2 |
7,307.2 |
7,288.5 |
S1 |
7,196.8 |
7,196.8 |
7,254.5 |
7,159.5 |
S2 |
7,122.2 |
7,122.2 |
7,237.6 |
|
S3 |
6,937.2 |
7,011.8 |
7,220.6 |
|
S4 |
6,752.2 |
6,826.8 |
7,169.8 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,900.5 |
7,782.5 |
7,379.6 |
|
R3 |
7,704.0 |
7,586.0 |
7,325.5 |
|
R2 |
7,507.5 |
7,507.5 |
7,307.5 |
|
R1 |
7,389.5 |
7,389.5 |
7,289.5 |
7,350.3 |
PP |
7,311.0 |
7,311.0 |
7,311.0 |
7,291.4 |
S1 |
7,193.0 |
7,193.0 |
7,253.5 |
7,153.8 |
S2 |
7,114.5 |
7,114.5 |
7,235.5 |
|
S3 |
6,918.0 |
6,996.5 |
7,217.5 |
|
S4 |
6,721.5 |
6,800.0 |
7,163.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,429.0 |
7,232.5 |
196.5 |
2.7% |
124.0 |
1.7% |
20% |
False |
True |
118,780 |
10 |
7,579.5 |
7,232.5 |
347.0 |
4.8% |
128.4 |
1.8% |
11% |
False |
True |
131,885 |
20 |
7,624.0 |
7,232.5 |
391.5 |
5.4% |
115.5 |
1.6% |
10% |
False |
True |
125,616 |
40 |
7,624.0 |
6,805.5 |
818.5 |
11.3% |
101.7 |
1.4% |
57% |
False |
False |
118,274 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.3% |
111.7 |
1.5% |
70% |
False |
False |
97,563 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.3% |
101.7 |
1.4% |
70% |
False |
False |
73,431 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.3% |
96.4 |
1.3% |
70% |
False |
False |
58,812 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.3% |
90.4 |
1.2% |
70% |
False |
False |
49,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,203.8 |
2.618 |
7,901.8 |
1.618 |
7,716.8 |
1.000 |
7,602.5 |
0.618 |
7,531.8 |
HIGH |
7,417.5 |
0.618 |
7,346.8 |
0.500 |
7,325.0 |
0.382 |
7,303.2 |
LOW |
7,232.5 |
0.618 |
7,118.2 |
1.000 |
7,047.5 |
1.618 |
6,933.2 |
2.618 |
6,748.2 |
4.250 |
6,446.3 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,325.0 |
7,330.8 |
PP |
7,307.2 |
7,311.0 |
S1 |
7,289.3 |
7,291.3 |
|