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 |
1,326.25 |
1,338.25 |
12.00 |
0.9% |
1,337.25 |
High |
1,340.50 |
1,345.50 |
5.00 |
0.4% |
1,358.25 |
Low |
1,324.50 |
1,334.50 |
10.00 |
0.8% |
1,328.75 |
Close |
1,338.50 |
1,341.75 |
3.25 |
0.2% |
1,334.00 |
Range |
16.00 |
11.00 |
-5.00 |
-31.3% |
29.50 |
ATR |
17.05 |
16.61 |
-0.43 |
-2.5% |
0.00 |
Volume |
1,610,420 |
1,825,276 |
214,856 |
13.3% |
9,914,828 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.50 |
1,368.75 |
1,347.75 |
|
R3 |
1,362.50 |
1,357.75 |
1,344.75 |
|
R2 |
1,351.50 |
1,351.50 |
1,343.75 |
|
R1 |
1,346.75 |
1,346.75 |
1,342.75 |
1,349.00 |
PP |
1,340.50 |
1,340.50 |
1,340.50 |
1,341.75 |
S1 |
1,335.75 |
1,335.75 |
1,340.75 |
1,338.00 |
S2 |
1,329.50 |
1,329.50 |
1,339.75 |
|
S3 |
1,318.50 |
1,324.75 |
1,338.75 |
|
S4 |
1,307.50 |
1,313.75 |
1,335.75 |
|
|
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% |
16.25 |
1.2% |
70% |
False |
False |
2,027,167 |
10 |
1,358.25 |
1,316.25 |
42.00 |
3.1% |
17.50 |
1.3% |
61% |
False |
False |
2,048,853 |
20 |
1,373.50 |
1,316.25 |
57.25 |
4.3% |
16.00 |
1.2% |
45% |
False |
False |
1,872,568 |
40 |
1,373.50 |
1,289.25 |
84.25 |
6.3% |
15.25 |
1.1% |
62% |
False |
False |
1,791,545 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
18.00 |
1.3% |
76% |
False |
False |
1,620,043 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.00 |
1.3% |
76% |
False |
False |
1,215,455 |
100 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
16.00 |
1.2% |
76% |
False |
False |
972,547 |
120 |
1,373.50 |
1,163.00 |
210.50 |
15.7% |
15.25 |
1.1% |
85% |
False |
False |
810,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.25 |
2.618 |
1,374.25 |
1.618 |
1,363.25 |
1.000 |
1,356.50 |
0.618 |
1,352.25 |
HIGH |
1,345.50 |
0.618 |
1,341.25 |
0.500 |
1,340.00 |
0.382 |
1,338.75 |
LOW |
1,334.50 |
0.618 |
1,327.75 |
1.000 |
1,323.50 |
1.618 |
1,316.75 |
2.618 |
1,305.75 |
4.250 |
1,287.75 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,341.25 |
1,338.00 |
PP |
1,340.50 |
1,334.50 |
S1 |
1,340.00 |
1,331.00 |
|