Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,338.75 |
1,348.00 |
9.25 |
0.7% |
1,359.00 |
High |
1,350.75 |
1,352.75 |
2.00 |
0.1% |
1,367.50 |
Low |
1,334.00 |
1,328.00 |
-6.00 |
-0.4% |
1,319.75 |
Close |
1,348.50 |
1,333.25 |
-15.25 |
-1.1% |
1,329.25 |
Range |
16.75 |
24.75 |
8.00 |
47.8% |
47.75 |
ATR |
15.42 |
16.08 |
0.67 |
4.3% |
0.00 |
Volume |
2,238 |
842 |
-1,396 |
-62.4% |
7,908 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.25 |
1,397.50 |
1,346.75 |
|
R3 |
1,387.50 |
1,372.75 |
1,340.00 |
|
R2 |
1,362.75 |
1,362.75 |
1,337.75 |
|
R1 |
1,348.00 |
1,348.00 |
1,335.50 |
1,343.00 |
PP |
1,338.00 |
1,338.00 |
1,338.00 |
1,335.50 |
S1 |
1,323.25 |
1,323.25 |
1,331.00 |
1,318.25 |
S2 |
1,313.25 |
1,313.25 |
1,328.75 |
|
S3 |
1,288.50 |
1,298.50 |
1,326.50 |
|
S4 |
1,263.75 |
1,273.75 |
1,319.75 |
|
|
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 |
1,352.75 |
1,319.75 |
33.00 |
2.5% |
19.00 |
1.4% |
41% |
True |
False |
2,093 |
10 |
1,367.50 |
1,319.75 |
47.75 |
3.6% |
16.50 |
1.2% |
28% |
False |
False |
1,701 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
15.75 |
1.2% |
58% |
False |
False |
1,843 |
40 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
15.50 |
1.2% |
74% |
False |
False |
1,450 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.75 |
1.3% |
74% |
False |
False |
991 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
15.75 |
1.2% |
74% |
False |
False |
745 |
100 |
1,367.50 |
1,226.00 |
141.50 |
10.6% |
14.25 |
1.1% |
76% |
False |
False |
613 |
120 |
1,367.50 |
1,168.25 |
199.25 |
14.9% |
12.00 |
0.9% |
83% |
False |
False |
511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.00 |
2.618 |
1,417.50 |
1.618 |
1,392.75 |
1.000 |
1,377.50 |
0.618 |
1,368.00 |
HIGH |
1,352.75 |
0.618 |
1,343.25 |
0.500 |
1,340.50 |
0.382 |
1,337.50 |
LOW |
1,328.00 |
0.618 |
1,312.75 |
1.000 |
1,303.25 |
1.618 |
1,288.00 |
2.618 |
1,263.25 |
4.250 |
1,222.75 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,340.50 |
1,340.50 |
PP |
1,338.00 |
1,338.00 |
S1 |
1,335.50 |
1,335.50 |
|