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 |
7,360.5 |
7,371.0 |
10.5 |
0.1% |
7,490.5 |
High |
7,370.0 |
7,450.0 |
80.0 |
1.1% |
7,604.0 |
Low |
7,300.0 |
7,351.0 |
51.0 |
0.7% |
7,385.5 |
Close |
7,338.0 |
7,378.5 |
40.5 |
0.6% |
7,436.0 |
Range |
70.0 |
99.0 |
29.0 |
41.4% |
218.5 |
ATR |
112.1 |
112.1 |
0.0 |
0.0% |
0.0 |
Volume |
690 |
1,146 |
456 |
66.1% |
1,604 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,690.2 |
7,633.3 |
7,433.0 |
|
R3 |
7,591.2 |
7,534.3 |
7,405.7 |
|
R2 |
7,492.2 |
7,492.2 |
7,396.7 |
|
R1 |
7,435.3 |
7,435.3 |
7,387.6 |
7,463.8 |
PP |
7,393.2 |
7,393.2 |
7,393.2 |
7,407.4 |
S1 |
7,336.3 |
7,336.3 |
7,369.4 |
7,364.8 |
S2 |
7,294.2 |
7,294.2 |
7,360.4 |
|
S3 |
7,195.2 |
7,237.3 |
7,351.3 |
|
S4 |
7,096.2 |
7,138.3 |
7,324.1 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,130.7 |
8,001.8 |
7,556.2 |
|
R3 |
7,912.2 |
7,783.3 |
7,496.1 |
|
R2 |
7,693.7 |
7,693.7 |
7,476.1 |
|
R1 |
7,564.8 |
7,564.8 |
7,456.0 |
7,520.0 |
PP |
7,475.2 |
7,475.2 |
7,475.2 |
7,452.8 |
S1 |
7,346.3 |
7,346.3 |
7,416.0 |
7,301.5 |
S2 |
7,256.7 |
7,256.7 |
7,395.9 |
|
S3 |
7,038.2 |
7,127.8 |
7,375.9 |
|
S4 |
6,819.7 |
6,909.3 |
7,315.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,540.0 |
7,279.5 |
260.5 |
3.5% |
110.1 |
1.5% |
38% |
False |
False |
796 |
10 |
7,604.0 |
7,279.5 |
324.5 |
4.4% |
114.2 |
1.5% |
31% |
False |
False |
526 |
20 |
7,650.0 |
7,151.0 |
499.0 |
6.8% |
106.1 |
1.4% |
46% |
False |
False |
502 |
40 |
7,650.0 |
6,765.5 |
884.5 |
12.0% |
91.5 |
1.2% |
69% |
False |
False |
362 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
15.8% |
99.1 |
1.3% |
77% |
False |
False |
1,221 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.8% |
85.8 |
1.2% |
77% |
False |
False |
934 |
100 |
7,650.0 |
6,486.5 |
1,163.5 |
15.8% |
78.4 |
1.1% |
77% |
False |
False |
757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,870.8 |
2.618 |
7,709.2 |
1.618 |
7,610.2 |
1.000 |
7,549.0 |
0.618 |
7,511.2 |
HIGH |
7,450.0 |
0.618 |
7,412.2 |
0.500 |
7,400.5 |
0.382 |
7,388.8 |
LOW |
7,351.0 |
0.618 |
7,289.8 |
1.000 |
7,252.0 |
1.618 |
7,190.8 |
2.618 |
7,091.8 |
4.250 |
6,930.3 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,400.5 |
7,373.9 |
PP |
7,393.2 |
7,369.3 |
S1 |
7,385.8 |
7,364.8 |
|