Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,594.77 |
12,541.33 |
-53.44 |
-0.4% |
12,637.83 |
High |
12,642.90 |
12,541.33 |
-101.57 |
-0.8% |
12,781.06 |
Low |
12,530.81 |
12,378.84 |
-151.97 |
-1.2% |
12,537.17 |
Close |
12,548.37 |
12,479.58 |
-68.79 |
-0.5% |
12,595.75 |
Range |
112.09 |
162.49 |
50.40 |
45.0% |
243.89 |
ATR |
131.61 |
134.32 |
2.71 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,954.05 |
12,879.31 |
12,568.95 |
|
R3 |
12,791.56 |
12,716.82 |
12,524.26 |
|
R2 |
12,629.07 |
12,629.07 |
12,509.37 |
|
R1 |
12,554.33 |
12,554.33 |
12,494.47 |
12,510.46 |
PP |
12,466.58 |
12,466.58 |
12,466.58 |
12,444.65 |
S1 |
12,391.84 |
12,391.84 |
12,464.69 |
12,347.97 |
S2 |
12,304.09 |
12,304.09 |
12,449.79 |
|
S3 |
12,141.60 |
12,229.35 |
12,434.90 |
|
S4 |
11,979.11 |
12,066.86 |
12,390.21 |
|
|
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 |
12,748.21 |
12,378.84 |
369.37 |
3.0% |
159.66 |
1.3% |
27% |
False |
True |
|
10 |
12,806.68 |
12,378.84 |
427.84 |
3.4% |
151.58 |
1.2% |
24% |
False |
True |
|
20 |
12,876.00 |
12,200.30 |
675.70 |
5.4% |
127.09 |
1.0% |
41% |
False |
False |
|
40 |
12,876.00 |
11,972.61 |
903.39 |
7.2% |
116.04 |
0.9% |
56% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
137.10 |
1.1% |
70% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
124.82 |
1.0% |
70% |
False |
False |
|
100 |
12,876.00 |
11,518.44 |
1,357.56 |
10.9% |
115.32 |
0.9% |
71% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.6% |
112.00 |
0.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,231.91 |
2.618 |
12,966.73 |
1.618 |
12,804.24 |
1.000 |
12,703.82 |
0.618 |
12,641.75 |
HIGH |
12,541.33 |
0.618 |
12,479.26 |
0.500 |
12,460.09 |
0.382 |
12,440.91 |
LOW |
12,378.84 |
0.618 |
12,278.42 |
1.000 |
12,216.35 |
1.618 |
12,115.93 |
2.618 |
11,953.44 |
4.250 |
11,688.26 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,473.08 |
12,546.67 |
PP |
12,466.58 |
12,524.31 |
S1 |
12,460.09 |
12,501.94 |
|