Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,471.78 |
12,561.46 |
89.68 |
0.7% |
12,637.83 |
High |
12,571.15 |
12,633.59 |
62.44 |
0.5% |
12,781.06 |
Low |
12,443.10 |
12,533.46 |
90.36 |
0.7% |
12,537.17 |
Close |
12,560.18 |
12,605.32 |
45.14 |
0.4% |
12,595.75 |
Range |
128.05 |
100.13 |
-27.92 |
-21.8% |
243.89 |
ATR |
133.87 |
131.46 |
-2.41 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,891.18 |
12,848.38 |
12,660.39 |
|
R3 |
12,791.05 |
12,748.25 |
12,632.86 |
|
R2 |
12,690.92 |
12,690.92 |
12,623.68 |
|
R1 |
12,648.12 |
12,648.12 |
12,614.50 |
12,669.52 |
PP |
12,590.79 |
12,590.79 |
12,590.79 |
12,601.49 |
S1 |
12,547.99 |
12,547.99 |
12,596.14 |
12,569.39 |
S2 |
12,490.66 |
12,490.66 |
12,586.96 |
|
S3 |
12,390.53 |
12,447.86 |
12,577.78 |
|
S4 |
12,290.40 |
12,347.73 |
12,550.25 |
|
|
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 |
12,714.50 |
12,378.84 |
335.66 |
2.7% |
134.81 |
1.1% |
67% |
False |
False |
|
10 |
12,781.06 |
12,378.84 |
402.22 |
3.2% |
140.71 |
1.1% |
56% |
False |
False |
|
20 |
12,876.00 |
12,378.84 |
497.16 |
3.9% |
124.15 |
1.0% |
46% |
False |
False |
|
40 |
12,876.00 |
12,087.54 |
788.46 |
6.3% |
116.95 |
0.9% |
66% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
134.71 |
1.1% |
80% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
125.14 |
1.0% |
80% |
False |
False |
|
100 |
12,876.00 |
11,530.32 |
1,345.68 |
10.7% |
116.68 |
0.9% |
80% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.4% |
111.61 |
0.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,059.14 |
2.618 |
12,895.73 |
1.618 |
12,795.60 |
1.000 |
12,733.72 |
0.618 |
12,695.47 |
HIGH |
12,633.59 |
0.618 |
12,595.34 |
0.500 |
12,583.53 |
0.382 |
12,571.71 |
LOW |
12,533.46 |
0.618 |
12,471.58 |
1.000 |
12,433.33 |
1.618 |
12,371.45 |
2.618 |
12,271.32 |
4.250 |
12,107.91 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,598.06 |
12,572.29 |
PP |
12,590.79 |
12,539.25 |
S1 |
12,583.53 |
12,506.22 |
|