Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,673 |
12,535 |
-138 |
-1.1% |
12,586 |
High |
12,713 |
12,610 |
-103 |
-0.8% |
12,740 |
Low |
12,507 |
12,489 |
-18 |
-0.1% |
12,504 |
Close |
12,556 |
12,509 |
-47 |
-0.4% |
12,556 |
Range |
206 |
121 |
-85 |
-41.3% |
236 |
ATR |
153 |
150 |
-2 |
-1.5% |
0 |
Volume |
126,384 |
112,415 |
-13,969 |
-11.1% |
573,176 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,899 |
12,825 |
12,576 |
|
R3 |
12,778 |
12,704 |
12,542 |
|
R2 |
12,657 |
12,657 |
12,531 |
|
R1 |
12,583 |
12,583 |
12,520 |
12,560 |
PP |
12,536 |
12,536 |
12,536 |
12,524 |
S1 |
12,462 |
12,462 |
12,498 |
12,439 |
S2 |
12,415 |
12,415 |
12,487 |
|
S3 |
12,294 |
12,341 |
12,476 |
|
S4 |
12,173 |
12,220 |
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 |
12,489 |
251 |
2.0% |
169 |
1.3% |
8% |
False |
True |
116,111 |
10 |
12,790 |
12,467 |
323 |
2.6% |
162 |
1.3% |
13% |
False |
False |
125,908 |
20 |
12,873 |
12,036 |
837 |
6.7% |
155 |
1.2% |
57% |
False |
False |
109,923 |
40 |
12,873 |
11,802 |
1,071 |
8.6% |
134 |
1.1% |
66% |
False |
False |
100,802 |
60 |
12,873 |
11,451 |
1,422 |
11.4% |
156 |
1.2% |
74% |
False |
False |
84,729 |
80 |
12,873 |
11,451 |
1,422 |
11.4% |
141 |
1.1% |
74% |
False |
False |
63,562 |
100 |
12,873 |
11,397 |
1,476 |
11.8% |
128 |
1.0% |
75% |
False |
False |
50,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,124 |
2.618 |
12,927 |
1.618 |
12,806 |
1.000 |
12,731 |
0.618 |
12,685 |
HIGH |
12,610 |
0.618 |
12,564 |
0.500 |
12,550 |
0.382 |
12,535 |
LOW |
12,489 |
0.618 |
12,414 |
1.000 |
12,368 |
1.618 |
12,293 |
2.618 |
12,172 |
4.250 |
11,975 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,550 |
12,601 |
PP |
12,536 |
12,570 |
S1 |
12,523 |
12,540 |
|