Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,550 |
9,510 |
-40 |
-0.4% |
9,830 |
High |
9,630 |
9,625 |
-5 |
-0.1% |
9,935 |
Low |
9,520 |
9,510 |
-10 |
-0.1% |
9,560 |
Close |
9,530 |
9,610 |
80 |
0.8% |
9,590 |
Range |
110 |
115 |
5 |
4.5% |
375 |
ATR |
174 |
170 |
-4 |
-2.4% |
0 |
Volume |
6,845 |
8,954 |
2,109 |
30.8% |
40,946 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,927 |
9,883 |
9,673 |
|
R3 |
9,812 |
9,768 |
9,642 |
|
R2 |
9,697 |
9,697 |
9,631 |
|
R1 |
9,653 |
9,653 |
9,621 |
9,675 |
PP |
9,582 |
9,582 |
9,582 |
9,593 |
S1 |
9,538 |
9,538 |
9,600 |
9,560 |
S2 |
9,467 |
9,467 |
9,589 |
|
S3 |
9,352 |
9,423 |
9,579 |
|
S4 |
9,237 |
9,308 |
9,547 |
|
|
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 |
9,510 |
425 |
4.4% |
169 |
1.8% |
24% |
False |
True |
9,068 |
10 |
9,955 |
9,510 |
445 |
4.6% |
164 |
1.7% |
22% |
False |
True |
8,866 |
20 |
10,055 |
9,410 |
645 |
6.7% |
152 |
1.6% |
31% |
False |
False |
7,936 |
40 |
10,055 |
9,330 |
725 |
7.5% |
172 |
1.8% |
39% |
False |
False |
9,043 |
60 |
10,760 |
8,200 |
2,560 |
26.6% |
227 |
2.4% |
55% |
False |
False |
11,580 |
80 |
10,855 |
8,200 |
2,655 |
27.6% |
172 |
1.8% |
53% |
False |
False |
8,691 |
100 |
10,855 |
8,200 |
2,655 |
27.6% |
137 |
1.4% |
53% |
False |
False |
6,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,114 |
2.618 |
9,926 |
1.618 |
9,811 |
1.000 |
9,740 |
0.618 |
9,696 |
HIGH |
9,625 |
0.618 |
9,581 |
0.500 |
9,568 |
0.382 |
9,554 |
LOW |
9,510 |
0.618 |
9,439 |
1.000 |
9,395 |
1.618 |
9,324 |
2.618 |
9,209 |
4.250 |
9,021 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,596 |
9,648 |
PP |
9,582 |
9,635 |
S1 |
9,568 |
9,623 |
|