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 |
9,910 |
9,735 |
-175 |
-1.8% |
9,925 |
High |
9,935 |
9,845 |
-90 |
-0.9% |
10,055 |
Low |
9,725 |
9,660 |
-65 |
-0.7% |
9,690 |
Close |
9,790 |
9,775 |
-15 |
-0.2% |
9,800 |
Range |
210 |
185 |
-25 |
-11.9% |
365 |
ATR |
175 |
176 |
1 |
0.4% |
0 |
Volume |
9,753 |
9,818 |
65 |
0.7% |
43,896 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,315 |
10,230 |
9,877 |
|
R3 |
10,130 |
10,045 |
9,826 |
|
R2 |
9,945 |
9,945 |
9,809 |
|
R1 |
9,860 |
9,860 |
9,792 |
9,903 |
PP |
9,760 |
9,760 |
9,760 |
9,781 |
S1 |
9,675 |
9,675 |
9,758 |
9,718 |
S2 |
9,575 |
9,575 |
9,741 |
|
S3 |
9,390 |
9,490 |
9,724 |
|
S4 |
9,205 |
9,305 |
9,673 |
|
|
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 |
9,660 |
275 |
2.8% |
167 |
1.7% |
42% |
False |
True |
8,418 |
10 |
10,055 |
9,660 |
395 |
4.0% |
150 |
1.5% |
29% |
False |
True |
7,968 |
20 |
10,055 |
9,375 |
680 |
7.0% |
153 |
1.6% |
59% |
False |
False |
7,887 |
40 |
10,055 |
8,200 |
1,855 |
19.0% |
202 |
2.1% |
85% |
False |
False |
10,425 |
60 |
10,855 |
8,200 |
2,655 |
27.2% |
219 |
2.2% |
59% |
False |
False |
11,151 |
80 |
10,855 |
8,200 |
2,655 |
27.2% |
166 |
1.7% |
59% |
False |
False |
8,369 |
100 |
10,855 |
8,200 |
2,655 |
27.2% |
133 |
1.4% |
59% |
False |
False |
6,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,631 |
2.618 |
10,329 |
1.618 |
10,144 |
1.000 |
10,030 |
0.618 |
9,959 |
HIGH |
9,845 |
0.618 |
9,774 |
0.500 |
9,753 |
0.382 |
9,731 |
LOW |
9,660 |
0.618 |
9,546 |
1.000 |
9,475 |
1.618 |
9,361 |
2.618 |
9,176 |
4.250 |
8,874 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,768 |
9,798 |
PP |
9,760 |
9,790 |
S1 |
9,753 |
9,783 |
|