Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,535 |
12,507 |
-28 |
-0.2% |
12,586 |
High |
12,610 |
12,562 |
-48 |
-0.4% |
12,740 |
Low |
12,489 |
12,350 |
-139 |
-1.1% |
12,504 |
Close |
12,509 |
12,437 |
-72 |
-0.6% |
12,556 |
Range |
121 |
212 |
91 |
75.2% |
236 |
ATR |
150 |
155 |
4 |
2.9% |
0 |
Volume |
112,415 |
154,936 |
42,521 |
37.8% |
573,176 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,086 |
12,973 |
12,554 |
|
R3 |
12,874 |
12,761 |
12,495 |
|
R2 |
12,662 |
12,662 |
12,476 |
|
R1 |
12,549 |
12,549 |
12,457 |
12,500 |
PP |
12,450 |
12,450 |
12,450 |
12,425 |
S1 |
12,337 |
12,337 |
12,418 |
12,288 |
S2 |
12,238 |
12,238 |
12,398 |
|
S3 |
12,026 |
12,125 |
12,379 |
|
S4 |
11,814 |
11,913 |
12,321 |
|
|
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 |
12,350 |
390 |
3.1% |
184 |
1.5% |
22% |
False |
True |
130,407 |
10 |
12,777 |
12,350 |
427 |
3.4% |
174 |
1.4% |
20% |
False |
True |
131,017 |
20 |
12,873 |
12,090 |
783 |
6.3% |
152 |
1.2% |
44% |
False |
False |
110,332 |
40 |
12,873 |
11,907 |
966 |
7.8% |
134 |
1.1% |
55% |
False |
False |
101,839 |
60 |
12,873 |
11,451 |
1,422 |
11.4% |
158 |
1.3% |
69% |
False |
False |
87,311 |
80 |
12,873 |
11,451 |
1,422 |
11.4% |
142 |
1.1% |
69% |
False |
False |
65,498 |
100 |
12,873 |
11,397 |
1,476 |
11.9% |
129 |
1.0% |
70% |
False |
False |
52,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,463 |
2.618 |
13,117 |
1.618 |
12,905 |
1.000 |
12,774 |
0.618 |
12,693 |
HIGH |
12,562 |
0.618 |
12,481 |
0.500 |
12,456 |
0.382 |
12,431 |
LOW |
12,350 |
0.618 |
12,219 |
1.000 |
12,138 |
1.618 |
12,007 |
2.618 |
11,795 |
4.250 |
11,449 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,456 |
12,532 |
PP |
12,450 |
12,500 |
S1 |
12,443 |
12,469 |
|