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 |
1,338.25 |
1,341.50 |
3.25 |
0.2% |
1,332.00 |
High |
1,345.50 |
1,344.00 |
-1.50 |
-0.1% |
1,345.50 |
Low |
1,334.50 |
1,327.00 |
-7.50 |
-0.6% |
1,316.25 |
Close |
1,341.75 |
1,327.75 |
-14.00 |
-1.0% |
1,327.75 |
Range |
11.00 |
17.00 |
6.00 |
54.5% |
29.25 |
ATR |
16.61 |
16.64 |
0.03 |
0.2% |
0.00 |
Volume |
1,825,276 |
2,247,208 |
421,932 |
23.1% |
10,149,194 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.00 |
1,372.75 |
1,337.00 |
|
R3 |
1,367.00 |
1,355.75 |
1,332.50 |
|
R2 |
1,350.00 |
1,350.00 |
1,330.75 |
|
R1 |
1,338.75 |
1,338.75 |
1,329.25 |
1,336.00 |
PP |
1,333.00 |
1,333.00 |
1,333.00 |
1,331.50 |
S1 |
1,321.75 |
1,321.75 |
1,326.25 |
1,319.00 |
S2 |
1,316.00 |
1,316.00 |
1,324.75 |
|
S3 |
1,299.00 |
1,304.75 |
1,323.00 |
|
S4 |
1,282.00 |
1,287.75 |
1,318.50 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.50 |
1,402.00 |
1,343.75 |
|
R3 |
1,388.25 |
1,372.75 |
1,335.75 |
|
R2 |
1,359.00 |
1,359.00 |
1,333.00 |
|
R1 |
1,343.50 |
1,343.50 |
1,330.50 |
1,336.50 |
PP |
1,329.75 |
1,329.75 |
1,329.75 |
1,326.50 |
S1 |
1,314.25 |
1,314.25 |
1,325.00 |
1,307.50 |
S2 |
1,300.50 |
1,300.50 |
1,322.50 |
|
S3 |
1,271.25 |
1,285.00 |
1,319.75 |
|
S4 |
1,242.00 |
1,255.75 |
1,311.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,345.50 |
1,316.25 |
29.25 |
2.2% |
15.25 |
1.1% |
39% |
False |
False |
2,029,838 |
10 |
1,358.25 |
1,316.25 |
42.00 |
3.2% |
17.25 |
1.3% |
27% |
False |
False |
2,006,402 |
20 |
1,373.50 |
1,316.25 |
57.25 |
4.3% |
16.50 |
1.2% |
20% |
False |
False |
1,921,359 |
40 |
1,373.50 |
1,290.50 |
83.00 |
6.3% |
15.25 |
1.1% |
45% |
False |
False |
1,802,011 |
60 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
18.00 |
1.4% |
65% |
False |
False |
1,657,402 |
80 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
17.00 |
1.3% |
65% |
False |
False |
1,243,532 |
100 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
16.00 |
1.2% |
65% |
False |
False |
995,018 |
120 |
1,373.50 |
1,163.75 |
209.75 |
15.8% |
15.25 |
1.1% |
78% |
False |
False |
829,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.25 |
2.618 |
1,388.50 |
1.618 |
1,371.50 |
1.000 |
1,361.00 |
0.618 |
1,354.50 |
HIGH |
1,344.00 |
0.618 |
1,337.50 |
0.500 |
1,335.50 |
0.382 |
1,333.50 |
LOW |
1,327.00 |
0.618 |
1,316.50 |
1.000 |
1,310.00 |
1.618 |
1,299.50 |
2.618 |
1,282.50 |
4.250 |
1,254.75 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,335.50 |
1,335.00 |
PP |
1,333.00 |
1,332.50 |
S1 |
1,330.25 |
1,330.25 |
|