Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,589 |
12,448 |
-141 |
-1.1% |
12,535 |
High |
12,603 |
12,455 |
-148 |
-1.2% |
12,615 |
Low |
12,459 |
12,311 |
-148 |
-1.2% |
12,350 |
Close |
12,466 |
12,362 |
-104 |
-0.8% |
12,466 |
Range |
144 |
144 |
0 |
0.0% |
265 |
ATR |
150 |
150 |
0 |
0.3% |
0 |
Volume |
121,204 |
116,413 |
-4,791 |
-4.0% |
578,185 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,808 |
12,729 |
12,441 |
|
R3 |
12,664 |
12,585 |
12,402 |
|
R2 |
12,520 |
12,520 |
12,389 |
|
R1 |
12,441 |
12,441 |
12,375 |
12,409 |
PP |
12,376 |
12,376 |
12,376 |
12,360 |
S1 |
12,297 |
12,297 |
12,349 |
12,265 |
S2 |
12,232 |
12,232 |
12,336 |
|
S3 |
12,088 |
12,153 |
12,323 |
|
S4 |
11,944 |
12,009 |
12,283 |
|
|
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 |
12,311 |
304 |
2.5% |
148 |
1.2% |
17% |
False |
True |
116,436 |
10 |
12,740 |
12,311 |
429 |
3.5% |
159 |
1.3% |
12% |
False |
True |
116,274 |
20 |
12,873 |
12,311 |
562 |
4.5% |
152 |
1.2% |
9% |
False |
True |
114,762 |
40 |
12,873 |
12,036 |
837 |
6.8% |
136 |
1.1% |
39% |
False |
False |
102,571 |
60 |
12,873 |
11,451 |
1,422 |
11.5% |
156 |
1.3% |
64% |
False |
False |
94,424 |
80 |
12,873 |
11,451 |
1,422 |
11.5% |
145 |
1.2% |
64% |
False |
False |
70,836 |
100 |
12,873 |
11,410 |
1,463 |
11.8% |
133 |
1.1% |
65% |
False |
False |
56,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,067 |
2.618 |
12,832 |
1.618 |
12,688 |
1.000 |
12,599 |
0.618 |
12,544 |
HIGH |
12,455 |
0.618 |
12,400 |
0.500 |
12,383 |
0.382 |
12,366 |
LOW |
12,311 |
0.618 |
12,222 |
1.000 |
12,167 |
1.618 |
12,078 |
2.618 |
11,934 |
4.250 |
11,699 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,383 |
12,463 |
PP |
12,376 |
12,429 |
S1 |
12,369 |
12,396 |
|