Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,353.75 |
1,339.25 |
-14.50 |
-1.1% |
1,363.25 |
High |
1,358.25 |
1,348.75 |
-9.50 |
-0.7% |
1,373.50 |
Low |
1,333.00 |
1,328.75 |
-4.25 |
-0.3% |
1,325.25 |
Close |
1,338.75 |
1,347.50 |
8.75 |
0.7% |
1,334.50 |
Range |
25.25 |
20.00 |
-5.25 |
-20.8% |
48.25 |
ATR |
16.69 |
16.93 |
0.24 |
1.4% |
0.00 |
Volume |
2,190,906 |
2,253,407 |
62,501 |
2.9% |
11,343,490 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.75 |
1,394.50 |
1,358.50 |
|
R3 |
1,381.75 |
1,374.50 |
1,353.00 |
|
R2 |
1,361.75 |
1,361.75 |
1,351.25 |
|
R1 |
1,354.50 |
1,354.50 |
1,349.25 |
1,358.00 |
PP |
1,341.75 |
1,341.75 |
1,341.75 |
1,343.50 |
S1 |
1,334.50 |
1,334.50 |
1,345.75 |
1,338.00 |
S2 |
1,321.75 |
1,321.75 |
1,343.75 |
|
S3 |
1,301.75 |
1,314.50 |
1,342.00 |
|
S4 |
1,281.75 |
1,294.50 |
1,336.50 |
|
|
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 |
1,328.75 |
29.50 |
2.2% |
19.00 |
1.4% |
64% |
False |
True |
2,070,539 |
10 |
1,373.50 |
1,325.25 |
48.25 |
3.6% |
17.75 |
1.3% |
46% |
False |
False |
2,029,494 |
20 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
16.75 |
1.2% |
69% |
False |
False |
1,831,229 |
40 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
15.75 |
1.2% |
80% |
False |
False |
1,787,100 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
18.00 |
1.3% |
80% |
False |
False |
1,451,326 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.00 |
1.3% |
80% |
False |
False |
1,088,818 |
100 |
1,373.50 |
1,229.50 |
144.00 |
10.7% |
15.50 |
1.2% |
82% |
False |
False |
871,216 |
120 |
1,373.50 |
1,163.00 |
210.50 |
15.6% |
15.25 |
1.1% |
88% |
False |
False |
726,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.75 |
2.618 |
1,401.00 |
1.618 |
1,381.00 |
1.000 |
1,368.75 |
0.618 |
1,361.00 |
HIGH |
1,348.75 |
0.618 |
1,341.00 |
0.500 |
1,338.75 |
0.382 |
1,336.50 |
LOW |
1,328.75 |
0.618 |
1,316.50 |
1.000 |
1,308.75 |
1.618 |
1,296.50 |
2.618 |
1,276.50 |
4.250 |
1,243.75 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,344.50 |
1,346.25 |
PP |
1,341.75 |
1,344.75 |
S1 |
1,338.75 |
1,343.50 |
|