Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,333.25 |
1,336.25 |
3.00 |
0.2% |
1,325.00 |
High |
1,339.75 |
1,338.50 |
-1.25 |
-0.1% |
1,339.75 |
Low |
1,329.25 |
1,321.25 |
-8.00 |
-0.6% |
1,311.00 |
Close |
1,336.25 |
1,322.50 |
-13.75 |
-1.0% |
1,322.50 |
Range |
10.50 |
17.25 |
6.75 |
64.3% |
28.75 |
ATR |
16.03 |
16.12 |
0.09 |
0.5% |
0.00 |
Volume |
4,397 |
1,757 |
-2,640 |
-60.0% |
21,131 |
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.25 |
1,368.00 |
1,332.00 |
|
R3 |
1,362.00 |
1,350.75 |
1,327.25 |
|
R2 |
1,344.75 |
1,344.75 |
1,325.75 |
|
R1 |
1,333.50 |
1,333.50 |
1,324.00 |
1,330.50 |
PP |
1,327.50 |
1,327.50 |
1,327.50 |
1,326.00 |
S1 |
1,316.25 |
1,316.25 |
1,321.00 |
1,313.25 |
S2 |
1,310.25 |
1,310.25 |
1,319.25 |
|
S3 |
1,293.00 |
1,299.00 |
1,317.75 |
|
S4 |
1,275.75 |
1,281.75 |
1,313.00 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.75 |
1,395.25 |
1,338.25 |
|
R3 |
1,382.00 |
1,366.50 |
1,330.50 |
|
R2 |
1,353.25 |
1,353.25 |
1,327.75 |
|
R1 |
1,337.75 |
1,337.75 |
1,325.25 |
1,331.00 |
PP |
1,324.50 |
1,324.50 |
1,324.50 |
1,321.00 |
S1 |
1,309.00 |
1,309.00 |
1,319.75 |
1,302.50 |
S2 |
1,295.75 |
1,295.75 |
1,317.25 |
|
S3 |
1,267.00 |
1,280.25 |
1,314.50 |
|
S4 |
1,238.25 |
1,251.50 |
1,306.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,339.75 |
1,311.00 |
28.75 |
2.2% |
15.00 |
1.1% |
40% |
False |
False |
4,226 |
10 |
1,352.75 |
1,311.00 |
41.75 |
3.2% |
16.75 |
1.3% |
28% |
False |
False |
2,998 |
20 |
1,367.50 |
1,311.00 |
56.50 |
4.3% |
16.00 |
1.2% |
20% |
False |
False |
2,325 |
40 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
14.50 |
1.1% |
45% |
False |
False |
1,913 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
17.25 |
1.3% |
65% |
False |
False |
1,372 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.25 |
1.2% |
65% |
False |
False |
1,032 |
100 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
15.00 |
1.1% |
65% |
False |
False |
841 |
120 |
1,367.50 |
1,168.25 |
199.25 |
15.1% |
13.00 |
1.0% |
77% |
False |
False |
702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.75 |
2.618 |
1,383.75 |
1.618 |
1,366.50 |
1.000 |
1,355.75 |
0.618 |
1,349.25 |
HIGH |
1,338.50 |
0.618 |
1,332.00 |
0.500 |
1,330.00 |
0.382 |
1,327.75 |
LOW |
1,321.25 |
0.618 |
1,310.50 |
1.000 |
1,304.00 |
1.618 |
1,293.25 |
2.618 |
1,276.00 |
4.250 |
1,248.00 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,330.00 |
1,329.50 |
PP |
1,327.50 |
1,327.25 |
S1 |
1,325.00 |
1,324.75 |
|