Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,441 |
12,533 |
92 |
0.7% |
12,586 |
High |
12,553 |
12,615 |
62 |
0.5% |
12,740 |
Low |
12,422 |
12,505 |
83 |
0.7% |
12,504 |
Close |
12,532 |
12,591 |
59 |
0.5% |
12,556 |
Range |
131 |
110 |
-21 |
-16.0% |
236 |
ATR |
153 |
150 |
-3 |
-2.0% |
0 |
Volume |
87,861 |
101,769 |
13,908 |
15.8% |
573,176 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,900 |
12,856 |
12,652 |
|
R3 |
12,790 |
12,746 |
12,621 |
|
R2 |
12,680 |
12,680 |
12,611 |
|
R1 |
12,636 |
12,636 |
12,601 |
12,658 |
PP |
12,570 |
12,570 |
12,570 |
12,582 |
S1 |
12,526 |
12,526 |
12,581 |
12,548 |
S2 |
12,460 |
12,460 |
12,571 |
|
S3 |
12,350 |
12,416 |
12,561 |
|
S4 |
12,240 |
12,306 |
12,531 |
|
|
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% |
156 |
1.2% |
66% |
False |
False |
116,673 |
10 |
12,740 |
12,350 |
390 |
3.1% |
157 |
1.2% |
62% |
False |
False |
119,633 |
20 |
12,873 |
12,350 |
523 |
4.2% |
145 |
1.2% |
46% |
False |
False |
109,601 |
40 |
12,873 |
12,003 |
870 |
6.9% |
135 |
1.1% |
68% |
False |
False |
101,679 |
60 |
12,873 |
11,451 |
1,422 |
11.3% |
155 |
1.2% |
80% |
False |
False |
90,467 |
80 |
12,873 |
11,451 |
1,422 |
11.3% |
142 |
1.1% |
80% |
False |
False |
67,867 |
100 |
12,873 |
11,410 |
1,463 |
11.6% |
131 |
1.0% |
81% |
False |
False |
54,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,083 |
2.618 |
12,903 |
1.618 |
12,793 |
1.000 |
12,725 |
0.618 |
12,683 |
HIGH |
12,615 |
0.618 |
12,573 |
0.500 |
12,560 |
0.382 |
12,547 |
LOW |
12,505 |
0.618 |
12,437 |
1.000 |
12,395 |
1.618 |
12,327 |
2.618 |
12,217 |
4.250 |
12,038 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,581 |
12,555 |
PP |
12,570 |
12,519 |
S1 |
12,560 |
12,483 |
|