Trading Metrics calculated at close of trading on 20-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,561.46 |
12,604.72 |
43.26 |
0.3% |
12,594.77 |
High |
12,633.59 |
12,604.83 |
-28.76 |
-0.2% |
12,642.90 |
Low |
12,533.46 |
12,485.86 |
-47.60 |
-0.4% |
12,378.84 |
Close |
12,605.32 |
12,512.04 |
-93.28 |
-0.7% |
12,512.04 |
Range |
100.13 |
118.97 |
18.84 |
18.8% |
264.06 |
ATR |
131.46 |
130.60 |
-0.86 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,891.15 |
12,820.57 |
12,577.47 |
|
R3 |
12,772.18 |
12,701.60 |
12,544.76 |
|
R2 |
12,653.21 |
12,653.21 |
12,533.85 |
|
R1 |
12,582.63 |
12,582.63 |
12,522.95 |
12,558.44 |
PP |
12,534.24 |
12,534.24 |
12,534.24 |
12,522.15 |
S1 |
12,463.66 |
12,463.66 |
12,501.13 |
12,439.47 |
S2 |
12,415.27 |
12,415.27 |
12,490.23 |
|
S3 |
12,296.30 |
12,344.69 |
12,479.32 |
|
S4 |
12,177.33 |
12,225.72 |
12,446.61 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,303.44 |
13,171.80 |
12,657.27 |
|
R3 |
13,039.38 |
12,907.74 |
12,584.66 |
|
R2 |
12,775.32 |
12,775.32 |
12,560.45 |
|
R1 |
12,643.68 |
12,643.68 |
12,536.25 |
12,577.47 |
PP |
12,511.26 |
12,511.26 |
12,511.26 |
12,478.16 |
S1 |
12,379.62 |
12,379.62 |
12,487.83 |
12,313.41 |
S2 |
12,247.20 |
12,247.20 |
12,463.63 |
|
S3 |
11,983.14 |
12,115.56 |
12,439.42 |
|
S4 |
11,719.08 |
11,851.50 |
12,366.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,642.90 |
12,378.84 |
264.06 |
2.1% |
124.35 |
1.0% |
50% |
False |
False |
|
10 |
12,781.06 |
12,378.84 |
402.22 |
3.2% |
134.67 |
1.1% |
33% |
False |
False |
|
20 |
12,876.00 |
12,378.84 |
497.16 |
4.0% |
127.18 |
1.0% |
27% |
False |
False |
|
40 |
12,876.00 |
12,093.89 |
782.11 |
6.3% |
117.33 |
0.9% |
53% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
134.26 |
1.1% |
72% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
125.89 |
1.0% |
72% |
False |
False |
|
100 |
12,876.00 |
11,530.32 |
1,345.68 |
10.8% |
117.37 |
0.9% |
73% |
False |
False |
|
120 |
12,876.00 |
10,942.98 |
1,933.02 |
15.4% |
111.31 |
0.9% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,110.45 |
2.618 |
12,916.29 |
1.618 |
12,797.32 |
1.000 |
12,723.80 |
0.618 |
12,678.35 |
HIGH |
12,604.83 |
0.618 |
12,559.38 |
0.500 |
12,545.35 |
0.382 |
12,531.31 |
LOW |
12,485.86 |
0.618 |
12,412.34 |
1.000 |
12,366.89 |
1.618 |
12,293.37 |
2.618 |
12,174.40 |
4.250 |
11,980.24 |
|
|
Fisher Pivots for day following 20-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,545.35 |
12,538.35 |
PP |
12,534.24 |
12,529.58 |
S1 |
12,523.14 |
12,520.81 |
|