Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,704 |
12,597 |
-107 |
-0.8% |
12,787 |
High |
12,740 |
12,687 |
-53 |
-0.4% |
12,873 |
Low |
12,542 |
12,504 |
-38 |
-0.3% |
12,467 |
Close |
12,597 |
12,672 |
75 |
0.6% |
12,569 |
Range |
198 |
183 |
-15 |
-7.6% |
406 |
ATR |
146 |
149 |
3 |
1.8% |
0 |
Volume |
124,193 |
134,107 |
9,914 |
8.0% |
677,398 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,170 |
13,104 |
12,773 |
|
R3 |
12,987 |
12,921 |
12,722 |
|
R2 |
12,804 |
12,804 |
12,706 |
|
R1 |
12,738 |
12,738 |
12,689 |
12,771 |
PP |
12,621 |
12,621 |
12,621 |
12,638 |
S1 |
12,555 |
12,555 |
12,655 |
12,588 |
S2 |
12,438 |
12,438 |
12,639 |
|
S3 |
12,255 |
12,372 |
12,622 |
|
S4 |
12,072 |
12,189 |
12,571 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,854 |
13,618 |
12,792 |
|
R3 |
13,448 |
13,212 |
12,681 |
|
R2 |
13,042 |
13,042 |
12,644 |
|
R1 |
12,806 |
12,806 |
12,606 |
12,721 |
PP |
12,636 |
12,636 |
12,636 |
12,594 |
S1 |
12,400 |
12,400 |
12,532 |
12,315 |
S2 |
12,230 |
12,230 |
12,495 |
|
S3 |
11,824 |
11,994 |
12,457 |
|
S4 |
11,418 |
11,588 |
12,346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,740 |
12,504 |
236 |
1.9% |
158 |
1.2% |
71% |
False |
True |
122,593 |
10 |
12,873 |
12,467 |
406 |
3.2% |
154 |
1.2% |
50% |
False |
False |
120,259 |
20 |
12,873 |
12,036 |
837 |
6.6% |
152 |
1.2% |
76% |
False |
False |
108,165 |
40 |
12,873 |
11,451 |
1,422 |
11.2% |
138 |
1.1% |
86% |
False |
False |
101,560 |
60 |
12,873 |
11,451 |
1,422 |
11.2% |
153 |
1.2% |
86% |
False |
False |
80,754 |
80 |
12,873 |
11,451 |
1,422 |
11.2% |
139 |
1.1% |
86% |
False |
False |
60,577 |
100 |
12,873 |
11,336 |
1,537 |
12.1% |
125 |
1.0% |
87% |
False |
False |
48,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,465 |
2.618 |
13,166 |
1.618 |
12,983 |
1.000 |
12,870 |
0.618 |
12,800 |
HIGH |
12,687 |
0.618 |
12,617 |
0.500 |
12,596 |
0.382 |
12,574 |
LOW |
12,504 |
0.618 |
12,391 |
1.000 |
12,321 |
1.618 |
12,208 |
2.618 |
12,025 |
4.250 |
11,726 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,647 |
12,655 |
PP |
12,621 |
12,639 |
S1 |
12,596 |
12,622 |
|