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 |
12,695.65 |
12,594.77 |
-100.88 |
-0.8% |
12,637.83 |
High |
12,714.50 |
12,642.90 |
-71.60 |
-0.6% |
12,781.06 |
Low |
12,543.19 |
12,530.81 |
-12.38 |
-0.1% |
12,537.17 |
Close |
12,595.75 |
12,548.37 |
-47.38 |
-0.4% |
12,595.75 |
Range |
171.31 |
112.09 |
-59.22 |
-34.6% |
243.89 |
ATR |
133.11 |
131.61 |
-1.50 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,910.30 |
12,841.42 |
12,610.02 |
|
R3 |
12,798.21 |
12,729.33 |
12,579.19 |
|
R2 |
12,686.12 |
12,686.12 |
12,568.92 |
|
R1 |
12,617.24 |
12,617.24 |
12,558.64 |
12,595.64 |
PP |
12,574.03 |
12,574.03 |
12,574.03 |
12,563.22 |
S1 |
12,505.15 |
12,505.15 |
12,538.10 |
12,483.55 |
S2 |
12,461.94 |
12,461.94 |
12,527.82 |
|
S3 |
12,349.85 |
12,393.06 |
12,517.55 |
|
S4 |
12,237.76 |
12,280.97 |
12,486.72 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,369.66 |
13,226.60 |
12,729.89 |
|
R3 |
13,125.77 |
12,982.71 |
12,662.82 |
|
R2 |
12,881.88 |
12,881.88 |
12,640.46 |
|
R1 |
12,738.82 |
12,738.82 |
12,618.11 |
12,688.41 |
PP |
12,637.99 |
12,637.99 |
12,637.99 |
12,612.79 |
S1 |
12,494.93 |
12,494.93 |
12,573.39 |
12,444.52 |
S2 |
12,394.10 |
12,394.10 |
12,551.04 |
|
S3 |
12,150.21 |
12,251.04 |
12,528.68 |
|
S4 |
11,906.32 |
12,007.15 |
12,461.61 |
|
|
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 |
12,530.81 |
250.25 |
2.0% |
147.04 |
1.2% |
7% |
False |
True |
|
10 |
12,840.66 |
12,521.28 |
319.38 |
2.5% |
144.40 |
1.2% |
8% |
False |
False |
|
20 |
12,876.00 |
12,093.89 |
782.11 |
6.2% |
131.27 |
1.0% |
58% |
False |
False |
|
40 |
12,876.00 |
11,860.11 |
1,015.89 |
8.1% |
117.43 |
0.9% |
68% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
135.86 |
1.1% |
75% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
123.82 |
1.0% |
75% |
False |
False |
|
100 |
12,876.00 |
11,518.44 |
1,357.56 |
10.8% |
114.09 |
0.9% |
76% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.5% |
112.21 |
0.9% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,119.28 |
2.618 |
12,936.35 |
1.618 |
12,824.26 |
1.000 |
12,754.99 |
0.618 |
12,712.17 |
HIGH |
12,642.90 |
0.618 |
12,600.08 |
0.500 |
12,586.86 |
0.382 |
12,573.63 |
LOW |
12,530.81 |
0.618 |
12,461.54 |
1.000 |
12,418.72 |
1.618 |
12,349.45 |
2.618 |
12,237.36 |
4.250 |
12,054.43 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,586.86 |
12,624.70 |
PP |
12,574.03 |
12,599.25 |
S1 |
12,561.20 |
12,573.81 |
|