Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,533 |
12,589 |
56 |
0.4% |
12,535 |
High |
12,615 |
12,603 |
-12 |
-0.1% |
12,615 |
Low |
12,505 |
12,459 |
-46 |
-0.4% |
12,350 |
Close |
12,591 |
12,466 |
-125 |
-1.0% |
12,466 |
Range |
110 |
144 |
34 |
30.9% |
265 |
ATR |
150 |
150 |
0 |
-0.3% |
0 |
Volume |
101,769 |
121,204 |
19,435 |
19.1% |
578,185 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,941 |
12,848 |
12,545 |
|
R3 |
12,797 |
12,704 |
12,506 |
|
R2 |
12,653 |
12,653 |
12,493 |
|
R1 |
12,560 |
12,560 |
12,479 |
12,535 |
PP |
12,509 |
12,509 |
12,509 |
12,497 |
S1 |
12,416 |
12,416 |
12,453 |
12,391 |
S2 |
12,365 |
12,365 |
12,440 |
|
S3 |
12,221 |
12,272 |
12,427 |
|
S4 |
12,077 |
12,128 |
12,387 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,272 |
13,134 |
12,612 |
|
R3 |
13,007 |
12,869 |
12,539 |
|
R2 |
12,742 |
12,742 |
12,515 |
|
R1 |
12,604 |
12,604 |
12,490 |
12,541 |
PP |
12,477 |
12,477 |
12,477 |
12,445 |
S1 |
12,339 |
12,339 |
12,442 |
12,276 |
S2 |
12,212 |
12,212 |
12,418 |
|
S3 |
11,947 |
12,074 |
12,393 |
|
S4 |
11,682 |
11,809 |
12,320 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,615 |
12,350 |
265 |
2.1% |
144 |
1.2% |
44% |
False |
False |
115,637 |
10 |
12,740 |
12,350 |
390 |
3.1% |
155 |
1.2% |
30% |
False |
False |
115,136 |
20 |
12,873 |
12,350 |
523 |
4.2% |
148 |
1.2% |
22% |
False |
False |
112,301 |
40 |
12,873 |
12,036 |
837 |
6.7% |
135 |
1.1% |
51% |
False |
False |
102,017 |
60 |
12,873 |
11,451 |
1,422 |
11.4% |
155 |
1.2% |
71% |
False |
False |
92,485 |
80 |
12,873 |
11,451 |
1,422 |
11.4% |
144 |
1.2% |
71% |
False |
False |
69,381 |
100 |
12,873 |
11,410 |
1,463 |
11.7% |
132 |
1.1% |
72% |
False |
False |
55,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,215 |
2.618 |
12,980 |
1.618 |
12,836 |
1.000 |
12,747 |
0.618 |
12,692 |
HIGH |
12,603 |
0.618 |
12,548 |
0.500 |
12,531 |
0.382 |
12,514 |
LOW |
12,459 |
0.618 |
12,370 |
1.000 |
12,315 |
1.618 |
12,226 |
2.618 |
12,082 |
4.250 |
11,847 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,531 |
12,519 |
PP |
12,509 |
12,501 |
S1 |
12,488 |
12,484 |
|