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 |
1,325.25 |
1,326.25 |
1.00 |
0.1% |
1,337.25 |
High |
1,332.00 |
1,340.50 |
8.50 |
0.6% |
1,358.25 |
Low |
1,316.25 |
1,324.50 |
8.25 |
0.6% |
1,328.75 |
Close |
1,325.50 |
1,338.50 |
13.00 |
1.0% |
1,334.00 |
Range |
15.75 |
16.00 |
0.25 |
1.6% |
29.50 |
ATR |
17.13 |
17.05 |
-0.08 |
-0.5% |
0.00 |
Volume |
2,289,944 |
1,610,420 |
-679,524 |
-29.7% |
9,914,828 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.50 |
1,376.50 |
1,347.25 |
|
R3 |
1,366.50 |
1,360.50 |
1,343.00 |
|
R2 |
1,350.50 |
1,350.50 |
1,341.50 |
|
R1 |
1,344.50 |
1,344.50 |
1,340.00 |
1,347.50 |
PP |
1,334.50 |
1,334.50 |
1,334.50 |
1,336.00 |
S1 |
1,328.50 |
1,328.50 |
1,337.00 |
1,331.50 |
S2 |
1,318.50 |
1,318.50 |
1,335.50 |
|
S3 |
1,302.50 |
1,312.50 |
1,334.00 |
|
S4 |
1,286.50 |
1,296.50 |
1,329.75 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.75 |
1,411.00 |
1,350.25 |
|
R3 |
1,399.25 |
1,381.50 |
1,342.00 |
|
R2 |
1,369.75 |
1,369.75 |
1,339.50 |
|
R1 |
1,352.00 |
1,352.00 |
1,336.75 |
1,346.00 |
PP |
1,340.25 |
1,340.25 |
1,340.25 |
1,337.50 |
S1 |
1,322.50 |
1,322.50 |
1,331.25 |
1,316.50 |
S2 |
1,310.75 |
1,310.75 |
1,328.50 |
|
S3 |
1,281.25 |
1,293.00 |
1,326.00 |
|
S4 |
1,251.75 |
1,263.50 |
1,317.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,352.50 |
1,316.25 |
36.25 |
2.7% |
18.00 |
1.3% |
61% |
False |
False |
2,112,793 |
10 |
1,358.25 |
1,316.25 |
42.00 |
3.1% |
18.75 |
1.4% |
53% |
False |
False |
2,157,714 |
20 |
1,373.50 |
1,308.50 |
65.00 |
4.9% |
16.50 |
1.2% |
46% |
False |
False |
1,874,815 |
40 |
1,373.50 |
1,279.00 |
94.50 |
7.1% |
15.25 |
1.1% |
63% |
False |
False |
1,794,371 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
18.25 |
1.4% |
74% |
False |
False |
1,589,679 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.00 |
1.3% |
74% |
False |
False |
1,192,649 |
100 |
1,373.50 |
1,241.00 |
132.50 |
9.9% |
16.00 |
1.2% |
74% |
False |
False |
954,297 |
120 |
1,373.50 |
1,163.00 |
210.50 |
15.7% |
15.25 |
1.1% |
83% |
False |
False |
795,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.50 |
2.618 |
1,382.50 |
1.618 |
1,366.50 |
1.000 |
1,356.50 |
0.618 |
1,350.50 |
HIGH |
1,340.50 |
0.618 |
1,334.50 |
0.500 |
1,332.50 |
0.382 |
1,330.50 |
LOW |
1,324.50 |
0.618 |
1,314.50 |
1.000 |
1,308.50 |
1.618 |
1,298.50 |
2.618 |
1,282.50 |
4.250 |
1,256.50 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,336.50 |
1,335.25 |
PP |
1,334.50 |
1,332.00 |
S1 |
1,332.50 |
1,328.75 |
|