Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,507 |
12,441 |
-66 |
-0.5% |
12,586 |
High |
12,562 |
12,553 |
-9 |
-0.1% |
12,740 |
Low |
12,350 |
12,422 |
72 |
0.6% |
12,504 |
Close |
12,437 |
12,532 |
95 |
0.8% |
12,556 |
Range |
212 |
131 |
-81 |
-38.2% |
236 |
ATR |
155 |
153 |
-2 |
-1.1% |
0 |
Volume |
154,936 |
87,861 |
-67,075 |
-43.3% |
573,176 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,895 |
12,845 |
12,604 |
|
R3 |
12,764 |
12,714 |
12,568 |
|
R2 |
12,633 |
12,633 |
12,556 |
|
R1 |
12,583 |
12,583 |
12,544 |
12,608 |
PP |
12,502 |
12,502 |
12,502 |
12,515 |
S1 |
12,452 |
12,452 |
12,520 |
12,477 |
S2 |
12,371 |
12,371 |
12,508 |
|
S3 |
12,240 |
12,321 |
12,496 |
|
S4 |
12,109 |
12,190 |
12,460 |
|
|
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 |
12,713 |
12,350 |
363 |
2.9% |
171 |
1.4% |
50% |
False |
False |
123,140 |
10 |
12,740 |
12,350 |
390 |
3.1% |
171 |
1.4% |
47% |
False |
False |
125,422 |
20 |
12,873 |
12,204 |
669 |
5.3% |
151 |
1.2% |
49% |
False |
False |
109,995 |
40 |
12,873 |
11,907 |
966 |
7.7% |
136 |
1.1% |
65% |
False |
False |
101,994 |
60 |
12,873 |
11,451 |
1,422 |
11.3% |
157 |
1.2% |
76% |
False |
False |
88,773 |
80 |
12,873 |
11,451 |
1,422 |
11.3% |
142 |
1.1% |
76% |
False |
False |
66,596 |
100 |
12,873 |
11,397 |
1,476 |
11.8% |
130 |
1.0% |
77% |
False |
False |
53,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,110 |
2.618 |
12,896 |
1.618 |
12,765 |
1.000 |
12,684 |
0.618 |
12,634 |
HIGH |
12,553 |
0.618 |
12,503 |
0.500 |
12,488 |
0.382 |
12,472 |
LOW |
12,422 |
0.618 |
12,341 |
1.000 |
12,291 |
1.618 |
12,210 |
2.618 |
12,079 |
4.250 |
11,865 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,517 |
12,515 |
PP |
12,502 |
12,497 |
S1 |
12,488 |
12,480 |
|