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 |
12,685.13 |
12,745.87 |
60.74 |
0.5% |
12,810.16 |
High |
12,781.06 |
12,748.21 |
-32.85 |
-0.3% |
12,876.00 |
Low |
12,681.65 |
12,577.21 |
-104.44 |
-0.8% |
12,521.28 |
Close |
12,760.36 |
12,630.03 |
-130.33 |
-1.0% |
12,638.74 |
Range |
99.41 |
171.00 |
71.59 |
72.0% |
354.72 |
ATR |
121.85 |
126.23 |
4.38 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,164.82 |
13,068.42 |
12,724.08 |
|
R3 |
12,993.82 |
12,897.42 |
12,677.06 |
|
R2 |
12,822.82 |
12,822.82 |
12,661.38 |
|
R1 |
12,726.42 |
12,726.42 |
12,645.71 |
12,689.12 |
PP |
12,651.82 |
12,651.82 |
12,651.82 |
12,633.17 |
S1 |
12,555.42 |
12,555.42 |
12,614.36 |
12,518.12 |
S2 |
12,480.82 |
12,480.82 |
12,598.68 |
|
S3 |
12,309.82 |
12,384.42 |
12,583.01 |
|
S4 |
12,138.82 |
12,213.42 |
12,535.98 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,742.83 |
13,545.51 |
12,833.84 |
|
R3 |
13,388.11 |
13,190.79 |
12,736.29 |
|
R2 |
13,033.39 |
13,033.39 |
12,703.77 |
|
R1 |
12,836.07 |
12,836.07 |
12,671.26 |
12,757.37 |
PP |
12,678.67 |
12,678.67 |
12,678.67 |
12,639.33 |
S1 |
12,481.35 |
12,481.35 |
12,606.22 |
12,402.65 |
S2 |
12,323.95 |
12,323.95 |
12,573.71 |
|
S3 |
11,969.23 |
12,126.63 |
12,541.19 |
|
S4 |
11,614.51 |
11,771.91 |
12,443.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,781.06 |
12,521.28 |
259.78 |
2.1% |
150.97 |
1.2% |
42% |
False |
False |
|
10 |
12,876.00 |
12,521.28 |
354.72 |
2.8% |
125.39 |
1.0% |
31% |
False |
False |
|
20 |
12,876.00 |
12,093.89 |
782.11 |
6.2% |
125.48 |
1.0% |
69% |
False |
False |
|
40 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
121.73 |
1.0% |
81% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
132.04 |
1.0% |
81% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
121.06 |
1.0% |
81% |
False |
False |
|
100 |
12,876.00 |
11,442.68 |
1,433.32 |
11.3% |
111.41 |
0.9% |
83% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.4% |
111.90 |
0.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,474.96 |
2.618 |
13,195.89 |
1.618 |
13,024.89 |
1.000 |
12,919.21 |
0.618 |
12,853.89 |
HIGH |
12,748.21 |
0.618 |
12,682.89 |
0.500 |
12,662.71 |
0.382 |
12,642.53 |
LOW |
12,577.21 |
0.618 |
12,471.53 |
1.000 |
12,406.21 |
1.618 |
12,300.53 |
2.618 |
12,129.53 |
4.250 |
11,850.46 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,662.71 |
12,679.14 |
PP |
12,651.82 |
12,662.77 |
S1 |
12,640.92 |
12,646.40 |
|