Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
9,715 |
9,625 |
-90 |
-0.9% |
9,550 |
High |
9,730 |
9,670 |
-60 |
-0.6% |
9,730 |
Low |
9,605 |
9,530 |
-75 |
-0.8% |
9,510 |
Close |
9,625 |
9,535 |
-90 |
-0.9% |
9,535 |
Range |
125 |
140 |
15 |
12.0% |
220 |
ATR |
164 |
162 |
-2 |
-1.0% |
0 |
Volume |
5,218 |
6,883 |
1,665 |
31.9% |
33,158 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,998 |
9,907 |
9,612 |
|
R3 |
9,858 |
9,767 |
9,574 |
|
R2 |
9,718 |
9,718 |
9,561 |
|
R1 |
9,627 |
9,627 |
9,548 |
9,603 |
PP |
9,578 |
9,578 |
9,578 |
9,566 |
S1 |
9,487 |
9,487 |
9,522 |
9,463 |
S2 |
9,438 |
9,438 |
9,509 |
|
S3 |
9,298 |
9,347 |
9,497 |
|
S4 |
9,158 |
9,207 |
9,458 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,252 |
10,113 |
9,656 |
|
R3 |
10,032 |
9,893 |
9,596 |
|
R2 |
9,812 |
9,812 |
9,575 |
|
R1 |
9,673 |
9,673 |
9,555 |
9,633 |
PP |
9,592 |
9,592 |
9,592 |
9,571 |
S1 |
9,453 |
9,453 |
9,515 |
9,413 |
S2 |
9,372 |
9,372 |
9,495 |
|
S3 |
9,152 |
9,233 |
9,475 |
|
S4 |
8,932 |
9,013 |
9,414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,730 |
9,510 |
220 |
2.3% |
123 |
1.3% |
11% |
False |
False |
6,631 |
10 |
9,935 |
9,510 |
425 |
4.5% |
151 |
1.6% |
6% |
False |
False |
7,410 |
20 |
10,055 |
9,510 |
545 |
5.7% |
149 |
1.6% |
5% |
False |
False |
7,643 |
40 |
10,055 |
9,330 |
725 |
7.6% |
165 |
1.7% |
28% |
False |
False |
8,647 |
60 |
10,760 |
8,200 |
2,560 |
26.8% |
226 |
2.4% |
52% |
False |
False |
11,862 |
80 |
10,855 |
8,200 |
2,655 |
27.8% |
177 |
1.9% |
50% |
False |
False |
8,908 |
100 |
10,855 |
8,200 |
2,655 |
27.8% |
141 |
1.5% |
50% |
False |
False |
7,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,265 |
2.618 |
10,037 |
1.618 |
9,897 |
1.000 |
9,810 |
0.618 |
9,757 |
HIGH |
9,670 |
0.618 |
9,617 |
0.500 |
9,600 |
0.382 |
9,584 |
LOW |
9,530 |
0.618 |
9,444 |
1.000 |
9,390 |
1.618 |
9,304 |
2.618 |
9,164 |
4.250 |
8,935 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,600 |
9,630 |
PP |
9,578 |
9,598 |
S1 |
9,557 |
9,567 |
|