Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,339.00 |
1,330.25 |
-8.75 |
-0.7% |
1,359.00 |
High |
1,343.00 |
1,346.00 |
3.00 |
0.2% |
1,367.50 |
Low |
1,319.75 |
1,326.50 |
6.75 |
0.5% |
1,319.75 |
Close |
1,329.50 |
1,329.25 |
-0.25 |
0.0% |
1,329.25 |
Range |
23.25 |
19.50 |
-3.75 |
-16.1% |
47.75 |
ATR |
15.31 |
15.61 |
0.30 |
2.0% |
0.00 |
Volume |
537 |
2,911 |
2,374 |
442.1% |
7,908 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.50 |
1,380.25 |
1,340.00 |
|
R3 |
1,373.00 |
1,360.75 |
1,334.50 |
|
R2 |
1,353.50 |
1,353.50 |
1,332.75 |
|
R1 |
1,341.25 |
1,341.25 |
1,331.00 |
1,337.50 |
PP |
1,334.00 |
1,334.00 |
1,334.00 |
1,332.00 |
S1 |
1,321.75 |
1,321.75 |
1,327.50 |
1,318.00 |
S2 |
1,314.50 |
1,314.50 |
1,325.75 |
|
S3 |
1,295.00 |
1,302.25 |
1,324.00 |
|
S4 |
1,275.50 |
1,282.75 |
1,318.50 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.00 |
1,453.50 |
1,355.50 |
|
R3 |
1,434.25 |
1,405.75 |
1,342.50 |
|
R2 |
1,386.50 |
1,386.50 |
1,338.00 |
|
R1 |
1,358.00 |
1,358.00 |
1,333.75 |
1,348.50 |
PP |
1,338.75 |
1,338.75 |
1,338.75 |
1,334.00 |
S1 |
1,310.25 |
1,310.25 |
1,324.75 |
1,300.50 |
S2 |
1,291.00 |
1,291.00 |
1,320.50 |
|
S3 |
1,243.25 |
1,262.50 |
1,316.00 |
|
S4 |
1,195.50 |
1,214.75 |
1,303.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,367.50 |
1,319.75 |
47.75 |
3.6% |
18.00 |
1.4% |
20% |
False |
False |
1,581 |
10 |
1,367.50 |
1,319.75 |
47.75 |
3.6% |
15.00 |
1.1% |
20% |
False |
False |
1,653 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
15.25 |
1.2% |
53% |
False |
False |
1,761 |
40 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.25 |
1.2% |
71% |
False |
False |
1,280 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.50 |
1.2% |
71% |
False |
False |
875 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
15.50 |
1.2% |
71% |
False |
False |
668 |
100 |
1,367.50 |
1,225.00 |
142.50 |
10.7% |
13.75 |
1.0% |
73% |
False |
False |
542 |
120 |
1,367.50 |
1,162.75 |
204.75 |
15.4% |
11.50 |
0.9% |
81% |
False |
False |
452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.00 |
2.618 |
1,397.00 |
1.618 |
1,377.50 |
1.000 |
1,365.50 |
0.618 |
1,358.00 |
HIGH |
1,346.00 |
0.618 |
1,338.50 |
0.500 |
1,336.25 |
0.382 |
1,334.00 |
LOW |
1,326.50 |
0.618 |
1,314.50 |
1.000 |
1,307.00 |
1.618 |
1,295.00 |
2.618 |
1,275.50 |
4.250 |
1,243.50 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,336.25 |
1,334.50 |
PP |
1,334.00 |
1,332.75 |
S1 |
1,331.50 |
1,331.00 |
|