Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,334.00 |
1,341.25 |
7.25 |
0.5% |
1,335.00 |
High |
1,343.00 |
1,347.00 |
4.00 |
0.3% |
1,352.75 |
Low |
1,323.75 |
1,325.50 |
1.75 |
0.1% |
1,323.75 |
Close |
1,342.00 |
1,328.50 |
-13.50 |
-1.0% |
1,328.50 |
Range |
19.25 |
21.50 |
2.25 |
11.7% |
29.00 |
ATR |
16.31 |
16.68 |
0.37 |
2.3% |
0.00 |
Volume |
987 |
847 |
-140 |
-14.2% |
8,852 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.25 |
1,384.75 |
1,340.25 |
|
R3 |
1,376.75 |
1,363.25 |
1,334.50 |
|
R2 |
1,355.25 |
1,355.25 |
1,332.50 |
|
R1 |
1,341.75 |
1,341.75 |
1,330.50 |
1,337.75 |
PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,331.50 |
S1 |
1,320.25 |
1,320.25 |
1,326.50 |
1,316.25 |
S2 |
1,312.25 |
1,312.25 |
1,324.50 |
|
S3 |
1,290.75 |
1,298.75 |
1,322.50 |
|
S4 |
1,269.25 |
1,277.25 |
1,316.75 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.00 |
1,404.25 |
1,344.50 |
|
R3 |
1,393.00 |
1,375.25 |
1,336.50 |
|
R2 |
1,364.00 |
1,364.00 |
1,333.75 |
|
R1 |
1,346.25 |
1,346.25 |
1,331.25 |
1,340.50 |
PP |
1,335.00 |
1,335.00 |
1,335.00 |
1,332.25 |
S1 |
1,317.25 |
1,317.25 |
1,325.75 |
1,311.50 |
S2 |
1,306.00 |
1,306.00 |
1,323.25 |
|
S3 |
1,277.00 |
1,288.25 |
1,320.50 |
|
S4 |
1,248.00 |
1,259.25 |
1,312.50 |
|
|
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 |
1,323.75 |
29.00 |
2.2% |
18.75 |
1.4% |
16% |
False |
False |
1,770 |
10 |
1,367.50 |
1,319.75 |
47.75 |
3.6% |
18.25 |
1.4% |
18% |
False |
False |
1,676 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
16.50 |
1.2% |
53% |
False |
False |
1,791 |
40 |
1,367.50 |
1,256.50 |
111.00 |
8.4% |
15.00 |
1.1% |
65% |
False |
False |
1,489 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
17.25 |
1.3% |
70% |
False |
False |
1,021 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.00 |
1.2% |
70% |
False |
False |
768 |
100 |
1,367.50 |
1,236.50 |
131.00 |
9.9% |
14.50 |
1.1% |
70% |
False |
False |
631 |
120 |
1,367.50 |
1,168.25 |
199.25 |
15.0% |
12.25 |
0.9% |
80% |
False |
False |
526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.50 |
2.618 |
1,403.25 |
1.618 |
1,381.75 |
1.000 |
1,368.50 |
0.618 |
1,360.25 |
HIGH |
1,347.00 |
0.618 |
1,338.75 |
0.500 |
1,336.25 |
0.382 |
1,333.75 |
LOW |
1,325.50 |
0.618 |
1,312.25 |
1.000 |
1,304.00 |
1.618 |
1,290.75 |
2.618 |
1,269.25 |
4.250 |
1,234.00 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,336.25 |
1,338.25 |
PP |
1,333.75 |
1,335.00 |
S1 |
1,331.00 |
1,331.75 |
|