Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,342.50 |
1,353.75 |
11.25 |
0.8% |
1,363.25 |
High |
1,356.50 |
1,358.25 |
1.75 |
0.1% |
1,373.50 |
Low |
1,339.00 |
1,333.00 |
-6.00 |
-0.4% |
1,325.25 |
Close |
1,353.75 |
1,338.75 |
-15.00 |
-1.1% |
1,334.50 |
Range |
17.50 |
25.25 |
7.75 |
44.3% |
48.25 |
ATR |
16.03 |
16.69 |
0.66 |
4.1% |
0.00 |
Volume |
1,571,216 |
2,190,906 |
619,690 |
39.4% |
11,343,490 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.00 |
1,404.25 |
1,352.75 |
|
R3 |
1,393.75 |
1,379.00 |
1,345.75 |
|
R2 |
1,368.50 |
1,368.50 |
1,343.50 |
|
R1 |
1,353.75 |
1,353.75 |
1,341.00 |
1,348.50 |
PP |
1,343.25 |
1,343.25 |
1,343.25 |
1,340.75 |
S1 |
1,328.50 |
1,328.50 |
1,336.50 |
1,323.25 |
S2 |
1,318.00 |
1,318.00 |
1,334.00 |
|
S3 |
1,292.75 |
1,303.25 |
1,331.75 |
|
S4 |
1,267.50 |
1,278.00 |
1,324.75 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.25 |
1,460.00 |
1,361.00 |
|
R3 |
1,441.00 |
1,411.75 |
1,347.75 |
|
R2 |
1,392.75 |
1,392.75 |
1,343.25 |
|
R1 |
1,363.50 |
1,363.50 |
1,339.00 |
1,354.00 |
PP |
1,344.50 |
1,344.50 |
1,344.50 |
1,339.50 |
S1 |
1,315.25 |
1,315.25 |
1,330.00 |
1,305.75 |
S2 |
1,296.25 |
1,296.25 |
1,325.75 |
|
S3 |
1,248.00 |
1,267.00 |
1,321.25 |
|
S4 |
1,199.75 |
1,218.75 |
1,308.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,358.25 |
1,325.25 |
33.00 |
2.5% |
19.50 |
1.5% |
41% |
True |
False |
2,202,635 |
10 |
1,373.50 |
1,325.25 |
48.25 |
3.6% |
17.00 |
1.3% |
28% |
False |
False |
1,974,655 |
20 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
16.50 |
1.2% |
58% |
False |
False |
1,813,263 |
40 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
16.25 |
1.2% |
74% |
False |
False |
1,835,800 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.75 |
1.3% |
74% |
False |
False |
1,413,782 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
16.75 |
1.3% |
74% |
False |
False |
1,060,669 |
100 |
1,373.50 |
1,229.50 |
144.00 |
10.8% |
15.50 |
1.1% |
76% |
False |
False |
848,685 |
120 |
1,373.50 |
1,163.00 |
210.50 |
15.7% |
15.25 |
1.1% |
83% |
False |
False |
707,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.50 |
2.618 |
1,424.25 |
1.618 |
1,399.00 |
1.000 |
1,383.50 |
0.618 |
1,373.75 |
HIGH |
1,358.25 |
0.618 |
1,348.50 |
0.500 |
1,345.50 |
0.382 |
1,342.75 |
LOW |
1,333.00 |
0.618 |
1,317.50 |
1.000 |
1,307.75 |
1.618 |
1,292.25 |
2.618 |
1,267.00 |
4.250 |
1,225.75 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,345.50 |
1,345.50 |
PP |
1,343.25 |
1,343.25 |
S1 |
1,341.00 |
1,341.00 |
|