Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,785 |
9,550 |
-235 |
-2.4% |
9,830 |
High |
9,785 |
9,630 |
-155 |
-1.6% |
9,935 |
Low |
9,560 |
9,520 |
-40 |
-0.4% |
9,560 |
Close |
9,590 |
9,530 |
-60 |
-0.6% |
9,590 |
Range |
225 |
110 |
-115 |
-51.1% |
375 |
ATR |
179 |
174 |
-5 |
-2.8% |
0 |
Volume |
9,974 |
6,845 |
-3,129 |
-31.4% |
40,946 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,890 |
9,820 |
9,591 |
|
R3 |
9,780 |
9,710 |
9,560 |
|
R2 |
9,670 |
9,670 |
9,550 |
|
R1 |
9,600 |
9,600 |
9,540 |
9,580 |
PP |
9,560 |
9,560 |
9,560 |
9,550 |
S1 |
9,490 |
9,490 |
9,520 |
9,470 |
S2 |
9,450 |
9,450 |
9,510 |
|
S3 |
9,340 |
9,380 |
9,500 |
|
S4 |
9,230 |
9,270 |
9,470 |
|
|
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 |
9,520 |
415 |
4.4% |
178 |
1.9% |
2% |
False |
True |
8,615 |
10 |
9,990 |
9,520 |
470 |
4.9% |
163 |
1.7% |
2% |
False |
True |
8,609 |
20 |
10,055 |
9,375 |
680 |
7.1% |
159 |
1.7% |
23% |
False |
False |
8,049 |
40 |
10,055 |
9,270 |
785 |
8.2% |
177 |
1.9% |
33% |
False |
False |
9,395 |
60 |
10,850 |
8,200 |
2,650 |
27.8% |
225 |
2.4% |
50% |
False |
False |
11,431 |
80 |
10,855 |
8,200 |
2,655 |
27.9% |
170 |
1.8% |
50% |
False |
False |
8,579 |
100 |
10,855 |
8,200 |
2,655 |
27.9% |
136 |
1.4% |
50% |
False |
False |
6,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,098 |
2.618 |
9,918 |
1.618 |
9,808 |
1.000 |
9,740 |
0.618 |
9,698 |
HIGH |
9,630 |
0.618 |
9,588 |
0.500 |
9,575 |
0.382 |
9,562 |
LOW |
9,520 |
0.618 |
9,452 |
1.000 |
9,410 |
1.618 |
9,342 |
2.618 |
9,232 |
4.250 |
9,053 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,575 |
9,683 |
PP |
9,560 |
9,632 |
S1 |
9,545 |
9,581 |
|