Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,597 |
12,673 |
76 |
0.6% |
12,586 |
High |
12,687 |
12,713 |
26 |
0.2% |
12,740 |
Low |
12,504 |
12,507 |
3 |
0.0% |
12,504 |
Close |
12,672 |
12,556 |
-116 |
-0.9% |
12,556 |
Range |
183 |
206 |
23 |
12.6% |
236 |
ATR |
149 |
153 |
4 |
2.8% |
0 |
Volume |
134,107 |
126,384 |
-7,723 |
-5.8% |
573,176 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,210 |
13,089 |
12,669 |
|
R3 |
13,004 |
12,883 |
12,613 |
|
R2 |
12,798 |
12,798 |
12,594 |
|
R1 |
12,677 |
12,677 |
12,575 |
12,635 |
PP |
12,592 |
12,592 |
12,592 |
12,571 |
S1 |
12,471 |
12,471 |
12,537 |
12,429 |
S2 |
12,386 |
12,386 |
12,518 |
|
S3 |
12,180 |
12,265 |
12,499 |
|
S4 |
11,974 |
12,059 |
12,443 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,308 |
13,168 |
12,686 |
|
R3 |
13,072 |
12,932 |
12,621 |
|
R2 |
12,836 |
12,836 |
12,599 |
|
R1 |
12,696 |
12,696 |
12,578 |
12,648 |
PP |
12,600 |
12,600 |
12,600 |
12,576 |
S1 |
12,460 |
12,460 |
12,534 |
12,412 |
S2 |
12,364 |
12,364 |
12,513 |
|
S3 |
12,128 |
12,224 |
12,491 |
|
S4 |
11,892 |
11,988 |
12,426 |
|
|
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% |
166 |
1.3% |
22% |
False |
False |
114,635 |
10 |
12,873 |
12,467 |
406 |
3.2% |
164 |
1.3% |
22% |
False |
False |
125,057 |
20 |
12,873 |
12,036 |
837 |
6.7% |
155 |
1.2% |
62% |
False |
False |
108,685 |
40 |
12,873 |
11,656 |
1,217 |
9.7% |
136 |
1.1% |
74% |
False |
False |
100,928 |
60 |
12,873 |
11,451 |
1,422 |
11.3% |
155 |
1.2% |
78% |
False |
False |
82,859 |
80 |
12,873 |
11,451 |
1,422 |
11.3% |
141 |
1.1% |
78% |
False |
False |
62,157 |
100 |
12,873 |
11,387 |
1,486 |
11.8% |
127 |
1.0% |
79% |
False |
False |
49,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,589 |
2.618 |
13,252 |
1.618 |
13,046 |
1.000 |
12,919 |
0.618 |
12,840 |
HIGH |
12,713 |
0.618 |
12,634 |
0.500 |
12,610 |
0.382 |
12,586 |
LOW |
12,507 |
0.618 |
12,380 |
1.000 |
12,301 |
1.618 |
12,174 |
2.618 |
11,968 |
4.250 |
11,632 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,610 |
12,622 |
PP |
12,592 |
12,600 |
S1 |
12,574 |
12,578 |
|