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 |
9,805 |
9,910 |
105 |
1.1% |
9,925 |
High |
9,930 |
9,935 |
5 |
0.1% |
10,055 |
Low |
9,770 |
9,725 |
-45 |
-0.5% |
9,690 |
Close |
9,910 |
9,790 |
-120 |
-1.2% |
9,800 |
Range |
160 |
210 |
50 |
31.3% |
365 |
ATR |
172 |
175 |
3 |
1.6% |
0 |
Volume |
6,685 |
9,753 |
3,068 |
45.9% |
43,896 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,447 |
10,328 |
9,906 |
|
R3 |
10,237 |
10,118 |
9,848 |
|
R2 |
10,027 |
10,027 |
9,829 |
|
R1 |
9,908 |
9,908 |
9,809 |
9,863 |
PP |
9,817 |
9,817 |
9,817 |
9,794 |
S1 |
9,698 |
9,698 |
9,771 |
9,653 |
S2 |
9,607 |
9,607 |
9,752 |
|
S3 |
9,397 |
9,488 |
9,732 |
|
S4 |
9,187 |
9,278 |
9,675 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,943 |
10,737 |
10,001 |
|
R3 |
10,578 |
10,372 |
9,901 |
|
R2 |
10,213 |
10,213 |
9,867 |
|
R1 |
10,007 |
10,007 |
9,834 |
9,928 |
PP |
9,848 |
9,848 |
9,848 |
9,809 |
S1 |
9,642 |
9,642 |
9,767 |
9,563 |
S2 |
9,483 |
9,483 |
9,733 |
|
S3 |
9,118 |
9,277 |
9,700 |
|
S4 |
8,753 |
8,912 |
9,599 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,935 |
9,690 |
245 |
2.5% |
171 |
1.7% |
41% |
True |
False |
8,876 |
10 |
10,055 |
9,690 |
365 |
3.7% |
155 |
1.6% |
27% |
False |
False |
7,772 |
20 |
10,055 |
9,375 |
680 |
6.9% |
154 |
1.6% |
61% |
False |
False |
7,842 |
40 |
10,055 |
8,200 |
1,855 |
18.9% |
217 |
2.2% |
86% |
False |
False |
11,420 |
60 |
10,855 |
8,200 |
2,655 |
27.1% |
216 |
2.2% |
60% |
False |
False |
10,988 |
80 |
10,855 |
8,200 |
2,655 |
27.1% |
164 |
1.7% |
60% |
False |
False |
8,246 |
100 |
10,855 |
8,200 |
2,655 |
27.1% |
131 |
1.3% |
60% |
False |
False |
6,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,828 |
2.618 |
10,485 |
1.618 |
10,275 |
1.000 |
10,145 |
0.618 |
10,065 |
HIGH |
9,935 |
0.618 |
9,855 |
0.500 |
9,830 |
0.382 |
9,805 |
LOW |
9,725 |
0.618 |
9,595 |
1.000 |
9,515 |
1.618 |
9,385 |
2.618 |
9,175 |
4.250 |
8,833 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,830 |
9,830 |
PP |
9,817 |
9,817 |
S1 |
9,803 |
9,803 |
|