Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,510 |
9,625 |
115 |
1.2% |
9,830 |
High |
9,625 |
9,725 |
100 |
1.0% |
9,935 |
Low |
9,510 |
9,600 |
90 |
0.9% |
9,560 |
Close |
9,610 |
9,705 |
95 |
1.0% |
9,590 |
Range |
115 |
125 |
10 |
8.7% |
375 |
ATR |
170 |
167 |
-3 |
-1.9% |
0 |
Volume |
8,954 |
5,258 |
-3,696 |
-41.3% |
40,946 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,052 |
10,003 |
9,774 |
|
R3 |
9,927 |
9,878 |
9,740 |
|
R2 |
9,802 |
9,802 |
9,728 |
|
R1 |
9,753 |
9,753 |
9,717 |
9,778 |
PP |
9,677 |
9,677 |
9,677 |
9,689 |
S1 |
9,628 |
9,628 |
9,694 |
9,653 |
S2 |
9,552 |
9,552 |
9,682 |
|
S3 |
9,427 |
9,503 |
9,671 |
|
S4 |
9,302 |
9,378 |
9,636 |
|
|
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 |
9,845 |
9,510 |
335 |
3.5% |
152 |
1.6% |
58% |
False |
False |
8,169 |
10 |
9,935 |
9,510 |
425 |
4.4% |
162 |
1.7% |
46% |
False |
False |
8,522 |
20 |
10,055 |
9,505 |
550 |
5.7% |
153 |
1.6% |
36% |
False |
False |
7,771 |
40 |
10,055 |
9,330 |
725 |
7.5% |
170 |
1.8% |
52% |
False |
False |
8,866 |
60 |
10,760 |
8,200 |
2,560 |
26.4% |
225 |
2.3% |
59% |
False |
False |
11,667 |
80 |
10,855 |
8,200 |
2,655 |
27.4% |
173 |
1.8% |
57% |
False |
False |
8,757 |
100 |
10,855 |
8,200 |
2,655 |
27.4% |
139 |
1.4% |
57% |
False |
False |
7,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,256 |
2.618 |
10,052 |
1.618 |
9,927 |
1.000 |
9,850 |
0.618 |
9,802 |
HIGH |
9,725 |
0.618 |
9,677 |
0.500 |
9,663 |
0.382 |
9,648 |
LOW |
9,600 |
0.618 |
9,523 |
1.000 |
9,475 |
1.618 |
9,398 |
2.618 |
9,273 |
4.250 |
9,069 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,691 |
9,676 |
PP |
9,677 |
9,647 |
S1 |
9,663 |
9,618 |
|