Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,625 |
9,715 |
90 |
0.9% |
9,830 |
High |
9,725 |
9,730 |
5 |
0.1% |
9,935 |
Low |
9,600 |
9,605 |
5 |
0.1% |
9,560 |
Close |
9,705 |
9,625 |
-80 |
-0.8% |
9,590 |
Range |
125 |
125 |
0 |
0.0% |
375 |
ATR |
167 |
164 |
-3 |
-1.8% |
0 |
Volume |
5,258 |
5,218 |
-40 |
-0.8% |
40,946 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,028 |
9,952 |
9,694 |
|
R3 |
9,903 |
9,827 |
9,660 |
|
R2 |
9,778 |
9,778 |
9,648 |
|
R1 |
9,702 |
9,702 |
9,637 |
9,678 |
PP |
9,653 |
9,653 |
9,653 |
9,641 |
S1 |
9,577 |
9,577 |
9,614 |
9,553 |
S2 |
9,528 |
9,528 |
9,602 |
|
S3 |
9,403 |
9,452 |
9,591 |
|
S4 |
9,278 |
9,327 |
9,556 |
|
|
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 |
9,785 |
9,510 |
275 |
2.9% |
140 |
1.5% |
42% |
False |
False |
7,249 |
10 |
9,935 |
9,510 |
425 |
4.4% |
154 |
1.6% |
27% |
False |
False |
7,834 |
20 |
10,055 |
9,510 |
545 |
5.7% |
148 |
1.5% |
21% |
False |
False |
7,628 |
40 |
10,055 |
9,330 |
725 |
7.5% |
168 |
1.7% |
41% |
False |
False |
8,715 |
60 |
10,760 |
8,200 |
2,560 |
26.6% |
227 |
2.4% |
56% |
False |
False |
11,749 |
80 |
10,855 |
8,200 |
2,655 |
27.6% |
175 |
1.8% |
54% |
False |
False |
8,822 |
100 |
10,855 |
8,200 |
2,655 |
27.6% |
140 |
1.5% |
54% |
False |
False |
7,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,261 |
2.618 |
10,057 |
1.618 |
9,932 |
1.000 |
9,855 |
0.618 |
9,807 |
HIGH |
9,730 |
0.618 |
9,682 |
0.500 |
9,668 |
0.382 |
9,653 |
LOW |
9,605 |
0.618 |
9,528 |
1.000 |
9,480 |
1.618 |
9,403 |
2.618 |
9,278 |
4.250 |
9,074 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,668 |
9,623 |
PP |
9,653 |
9,622 |
S1 |
9,639 |
9,620 |
|