Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,319.00 |
1,319.75 |
0.75 |
0.1% |
1,335.00 |
High |
1,326.25 |
1,334.75 |
8.50 |
0.6% |
1,352.75 |
Low |
1,311.00 |
1,319.25 |
8.25 |
0.6% |
1,323.75 |
Close |
1,320.00 |
1,333.25 |
13.25 |
1.0% |
1,328.50 |
Range |
15.25 |
15.50 |
0.25 |
1.6% |
29.00 |
ATR |
16.53 |
16.46 |
-0.07 |
-0.4% |
0.00 |
Volume |
10,483 |
3,724 |
-6,759 |
-64.5% |
8,852 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.50 |
1,370.00 |
1,341.75 |
|
R3 |
1,360.00 |
1,354.50 |
1,337.50 |
|
R2 |
1,344.50 |
1,344.50 |
1,336.00 |
|
R1 |
1,339.00 |
1,339.00 |
1,334.75 |
1,341.75 |
PP |
1,329.00 |
1,329.00 |
1,329.00 |
1,330.50 |
S1 |
1,323.50 |
1,323.50 |
1,331.75 |
1,326.25 |
S2 |
1,313.50 |
1,313.50 |
1,330.50 |
|
S3 |
1,298.00 |
1,308.00 |
1,329.00 |
|
S4 |
1,282.50 |
1,292.50 |
1,324.75 |
|
|
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 |
1,347.00 |
1,311.00 |
36.00 |
2.7% |
17.50 |
1.3% |
62% |
False |
False |
3,362 |
10 |
1,352.75 |
1,311.00 |
41.75 |
3.1% |
18.25 |
1.4% |
53% |
False |
False |
2,727 |
20 |
1,367.50 |
1,303.50 |
64.00 |
4.8% |
16.00 |
1.2% |
46% |
False |
False |
2,111 |
40 |
1,367.50 |
1,274.25 |
93.25 |
7.0% |
14.75 |
1.1% |
63% |
False |
False |
1,794 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
17.25 |
1.3% |
74% |
False |
False |
1,270 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.00 |
1.2% |
74% |
False |
False |
955 |
100 |
1,367.50 |
1,236.50 |
131.00 |
9.8% |
14.75 |
1.1% |
74% |
False |
False |
780 |
120 |
1,367.50 |
1,168.25 |
199.25 |
14.9% |
12.75 |
1.0% |
83% |
False |
False |
651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.50 |
2.618 |
1,375.25 |
1.618 |
1,359.75 |
1.000 |
1,350.25 |
0.618 |
1,344.25 |
HIGH |
1,334.75 |
0.618 |
1,328.75 |
0.500 |
1,327.00 |
0.382 |
1,325.25 |
LOW |
1,319.25 |
0.618 |
1,309.75 |
1.000 |
1,303.75 |
1.618 |
1,294.25 |
2.618 |
1,278.75 |
4.250 |
1,253.50 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,331.25 |
1,330.00 |
PP |
1,329.00 |
1,326.50 |
S1 |
1,327.00 |
1,323.25 |
|