Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,745.87 |
12,629.96 |
-115.91 |
-0.9% |
12,810.16 |
High |
12,748.21 |
12,718.58 |
-29.63 |
-0.2% |
12,876.00 |
Low |
12,577.21 |
12,537.17 |
-40.04 |
-0.3% |
12,521.28 |
Close |
12,630.03 |
12,695.92 |
65.89 |
0.5% |
12,638.74 |
Range |
171.00 |
181.41 |
10.41 |
6.1% |
354.72 |
ATR |
126.23 |
130.17 |
3.94 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,194.79 |
13,126.76 |
12,795.70 |
|
R3 |
13,013.38 |
12,945.35 |
12,745.81 |
|
R2 |
12,831.97 |
12,831.97 |
12,729.18 |
|
R1 |
12,763.94 |
12,763.94 |
12,712.55 |
12,797.96 |
PP |
12,650.56 |
12,650.56 |
12,650.56 |
12,667.56 |
S1 |
12,582.53 |
12,582.53 |
12,679.29 |
12,616.55 |
S2 |
12,469.15 |
12,469.15 |
12,662.66 |
|
S3 |
12,287.74 |
12,401.12 |
12,646.03 |
|
S4 |
12,106.33 |
12,219.71 |
12,596.14 |
|
|
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 |
12,537.17 |
243.89 |
1.9% |
146.60 |
1.2% |
65% |
False |
True |
|
10 |
12,876.00 |
12,521.28 |
354.72 |
2.8% |
133.37 |
1.1% |
49% |
False |
False |
|
20 |
12,876.00 |
12,093.89 |
782.11 |
6.2% |
129.02 |
1.0% |
77% |
False |
False |
|
40 |
12,876.00 |
11,614.82 |
1,261.18 |
9.9% |
118.73 |
0.9% |
86% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
133.83 |
1.1% |
86% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
122.31 |
1.0% |
86% |
False |
False |
|
100 |
12,876.00 |
11,442.68 |
1,433.32 |
11.3% |
112.71 |
0.9% |
87% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.3% |
111.83 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,489.57 |
2.618 |
13,193.51 |
1.618 |
13,012.10 |
1.000 |
12,899.99 |
0.618 |
12,830.69 |
HIGH |
12,718.58 |
0.618 |
12,649.28 |
0.500 |
12,627.88 |
0.382 |
12,606.47 |
LOW |
12,537.17 |
0.618 |
12,425.06 |
1.000 |
12,355.76 |
1.618 |
12,243.65 |
2.618 |
12,062.24 |
4.250 |
11,766.18 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,673.24 |
12,683.65 |
PP |
12,650.56 |
12,671.38 |
S1 |
12,627.88 |
12,659.12 |
|