Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,341.25 |
1,325.00 |
-16.25 |
-1.2% |
1,335.00 |
High |
1,347.00 |
1,335.50 |
-11.50 |
-0.9% |
1,352.75 |
Low |
1,325.50 |
1,319.50 |
-6.00 |
-0.5% |
1,323.75 |
Close |
1,328.50 |
1,320.25 |
-8.25 |
-0.6% |
1,328.50 |
Range |
21.50 |
16.00 |
-5.50 |
-25.6% |
29.00 |
ATR |
16.68 |
16.63 |
-0.05 |
-0.3% |
0.00 |
Volume |
847 |
770 |
-77 |
-9.1% |
8,852 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.00 |
1,362.75 |
1,329.00 |
|
R3 |
1,357.00 |
1,346.75 |
1,324.75 |
|
R2 |
1,341.00 |
1,341.00 |
1,323.25 |
|
R1 |
1,330.75 |
1,330.75 |
1,321.75 |
1,328.00 |
PP |
1,325.00 |
1,325.00 |
1,325.00 |
1,323.75 |
S1 |
1,314.75 |
1,314.75 |
1,318.75 |
1,312.00 |
S2 |
1,309.00 |
1,309.00 |
1,317.25 |
|
S3 |
1,293.00 |
1,298.75 |
1,315.75 |
|
S4 |
1,277.00 |
1,282.75 |
1,311.50 |
|
|
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 |
1,319.50 |
33.25 |
2.5% |
19.75 |
1.5% |
2% |
False |
True |
1,136 |
10 |
1,352.75 |
1,319.50 |
33.25 |
2.5% |
18.00 |
1.4% |
2% |
False |
True |
1,672 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
16.50 |
1.3% |
43% |
False |
False |
1,777 |
40 |
1,367.50 |
1,269.75 |
97.75 |
7.4% |
14.75 |
1.1% |
52% |
False |
False |
1,497 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
17.25 |
1.3% |
64% |
False |
False |
1,034 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
16.00 |
1.2% |
64% |
False |
False |
778 |
100 |
1,367.50 |
1,236.50 |
131.00 |
9.9% |
14.75 |
1.1% |
64% |
False |
False |
639 |
120 |
1,367.50 |
1,168.25 |
199.25 |
15.1% |
12.50 |
0.9% |
76% |
False |
False |
532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.50 |
2.618 |
1,377.50 |
1.618 |
1,361.50 |
1.000 |
1,351.50 |
0.618 |
1,345.50 |
HIGH |
1,335.50 |
0.618 |
1,329.50 |
0.500 |
1,327.50 |
0.382 |
1,325.50 |
LOW |
1,319.50 |
0.618 |
1,309.50 |
1.000 |
1,303.50 |
1.618 |
1,293.50 |
2.618 |
1,277.50 |
4.250 |
1,251.50 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,327.50 |
1,333.25 |
PP |
1,325.00 |
1,329.00 |
S1 |
1,322.75 |
1,324.50 |
|