Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,735 |
9,785 |
50 |
0.5% |
9,830 |
High |
9,845 |
9,785 |
-60 |
-0.6% |
9,935 |
Low |
9,660 |
9,560 |
-100 |
-1.0% |
9,560 |
Close |
9,775 |
9,590 |
-185 |
-1.9% |
9,590 |
Range |
185 |
225 |
40 |
21.6% |
375 |
ATR |
176 |
179 |
4 |
2.0% |
0 |
Volume |
9,818 |
9,974 |
156 |
1.6% |
40,946 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,320 |
10,180 |
9,714 |
|
R3 |
10,095 |
9,955 |
9,652 |
|
R2 |
9,870 |
9,870 |
9,631 |
|
R1 |
9,730 |
9,730 |
9,611 |
9,688 |
PP |
9,645 |
9,645 |
9,645 |
9,624 |
S1 |
9,505 |
9,505 |
9,570 |
9,463 |
S2 |
9,420 |
9,420 |
9,549 |
|
S3 |
9,195 |
9,280 |
9,528 |
|
S4 |
8,970 |
9,055 |
9,466 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,820 |
10,580 |
9,796 |
|
R3 |
10,445 |
10,205 |
9,693 |
|
R2 |
10,070 |
10,070 |
9,659 |
|
R1 |
9,830 |
9,830 |
9,625 |
9,763 |
PP |
9,695 |
9,695 |
9,695 |
9,661 |
S1 |
9,455 |
9,455 |
9,556 |
9,388 |
S2 |
9,320 |
9,320 |
9,521 |
|
S3 |
8,945 |
9,080 |
9,487 |
|
S4 |
8,570 |
8,705 |
9,384 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,935 |
9,560 |
375 |
3.9% |
179 |
1.9% |
8% |
False |
True |
8,189 |
10 |
10,055 |
9,560 |
495 |
5.2% |
165 |
1.7% |
6% |
False |
True |
8,484 |
20 |
10,055 |
9,375 |
680 |
7.1% |
158 |
1.6% |
32% |
False |
False |
8,032 |
40 |
10,055 |
8,835 |
1,220 |
12.7% |
187 |
1.9% |
62% |
False |
False |
9,747 |
60 |
10,855 |
8,200 |
2,655 |
27.7% |
223 |
2.3% |
52% |
False |
False |
11,317 |
80 |
10,855 |
8,200 |
2,655 |
27.7% |
169 |
1.8% |
52% |
False |
False |
8,493 |
100 |
10,855 |
8,200 |
2,655 |
27.7% |
135 |
1.4% |
52% |
False |
False |
6,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,741 |
2.618 |
10,374 |
1.618 |
10,149 |
1.000 |
10,010 |
0.618 |
9,924 |
HIGH |
9,785 |
0.618 |
9,699 |
0.500 |
9,673 |
0.382 |
9,646 |
LOW |
9,560 |
0.618 |
9,421 |
1.000 |
9,335 |
1.618 |
9,196 |
2.618 |
8,971 |
4.250 |
8,604 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,673 |
9,748 |
PP |
9,645 |
9,695 |
S1 |
9,618 |
9,643 |
|