Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
12,604.72 |
12,511.36 |
-93.36 |
-0.7% |
12,594.77 |
High |
12,604.83 |
12,511.36 |
-93.47 |
-0.7% |
12,642.90 |
Low |
12,485.86 |
12,331.77 |
-154.09 |
-1.2% |
12,378.84 |
Close |
12,512.04 |
12,381.26 |
-130.78 |
-1.0% |
12,512.04 |
Range |
118.97 |
179.59 |
60.62 |
51.0% |
264.06 |
ATR |
130.60 |
134.15 |
3.55 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,946.90 |
12,843.67 |
12,480.03 |
|
R3 |
12,767.31 |
12,664.08 |
12,430.65 |
|
R2 |
12,587.72 |
12,587.72 |
12,414.18 |
|
R1 |
12,484.49 |
12,484.49 |
12,397.72 |
12,446.31 |
PP |
12,408.13 |
12,408.13 |
12,408.13 |
12,389.04 |
S1 |
12,304.90 |
12,304.90 |
12,364.80 |
12,266.72 |
S2 |
12,228.54 |
12,228.54 |
12,348.34 |
|
S3 |
12,048.95 |
12,125.31 |
12,331.87 |
|
S4 |
11,869.36 |
11,945.72 |
12,282.49 |
|
|
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 |
12,633.59 |
12,331.77 |
301.82 |
2.4% |
137.85 |
1.1% |
16% |
False |
True |
|
10 |
12,781.06 |
12,331.77 |
449.29 |
3.6% |
142.45 |
1.2% |
11% |
False |
True |
|
20 |
12,876.00 |
12,331.77 |
544.23 |
4.4% |
133.15 |
1.1% |
9% |
False |
True |
|
40 |
12,876.00 |
12,093.89 |
782.11 |
6.3% |
119.59 |
1.0% |
37% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
135.75 |
1.1% |
63% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
127.54 |
1.0% |
63% |
False |
False |
|
100 |
12,876.00 |
11,530.32 |
1,345.68 |
10.9% |
118.64 |
1.0% |
63% |
False |
False |
|
120 |
12,876.00 |
11,007.23 |
1,868.77 |
15.1% |
111.81 |
0.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,274.62 |
2.618 |
12,981.53 |
1.618 |
12,801.94 |
1.000 |
12,690.95 |
0.618 |
12,622.35 |
HIGH |
12,511.36 |
0.618 |
12,442.76 |
0.500 |
12,421.57 |
0.382 |
12,400.37 |
LOW |
12,331.77 |
0.618 |
12,220.78 |
1.000 |
12,152.18 |
1.618 |
12,041.19 |
2.618 |
11,861.60 |
4.250 |
11,568.51 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,421.57 |
12,482.68 |
PP |
12,408.13 |
12,448.87 |
S1 |
12,394.70 |
12,415.07 |
|