Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,541.33 |
12,471.78 |
-69.55 |
-0.6% |
12,637.83 |
High |
12,541.33 |
12,571.15 |
29.82 |
0.2% |
12,781.06 |
Low |
12,378.84 |
12,443.10 |
64.26 |
0.5% |
12,537.17 |
Close |
12,479.58 |
12,560.18 |
80.60 |
0.6% |
12,595.75 |
Range |
162.49 |
128.05 |
-34.44 |
-21.2% |
243.89 |
ATR |
134.32 |
133.87 |
-0.45 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,908.96 |
12,862.62 |
12,630.61 |
|
R3 |
12,780.91 |
12,734.57 |
12,595.39 |
|
R2 |
12,652.86 |
12,652.86 |
12,583.66 |
|
R1 |
12,606.52 |
12,606.52 |
12,571.92 |
12,629.69 |
PP |
12,524.81 |
12,524.81 |
12,524.81 |
12,536.40 |
S1 |
12,478.47 |
12,478.47 |
12,548.44 |
12,501.64 |
S2 |
12,396.76 |
12,396.76 |
12,536.70 |
|
S3 |
12,268.71 |
12,350.42 |
12,524.97 |
|
S4 |
12,140.66 |
12,222.37 |
12,489.75 |
|
|
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 |
12,718.58 |
12,378.84 |
339.74 |
2.7% |
151.07 |
1.2% |
53% |
False |
False |
|
10 |
12,781.06 |
12,378.84 |
402.22 |
3.2% |
151.02 |
1.2% |
45% |
False |
False |
|
20 |
12,876.00 |
12,263.58 |
612.42 |
4.9% |
129.75 |
1.0% |
48% |
False |
False |
|
40 |
12,876.00 |
11,972.61 |
903.39 |
7.2% |
118.03 |
0.9% |
65% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
135.67 |
1.1% |
76% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
124.98 |
1.0% |
76% |
False |
False |
|
100 |
12,876.00 |
11,518.44 |
1,357.56 |
10.8% |
116.22 |
0.9% |
77% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.5% |
111.74 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,115.36 |
2.618 |
12,906.38 |
1.618 |
12,778.33 |
1.000 |
12,699.20 |
0.618 |
12,650.28 |
HIGH |
12,571.15 |
0.618 |
12,522.23 |
0.500 |
12,507.13 |
0.382 |
12,492.02 |
LOW |
12,443.10 |
0.618 |
12,363.97 |
1.000 |
12,315.05 |
1.618 |
12,235.92 |
2.618 |
12,107.87 |
4.250 |
11,898.89 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,542.50 |
12,543.74 |
PP |
12,524.81 |
12,527.31 |
S1 |
12,507.13 |
12,510.87 |
|