Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
5,930.5 |
5,953.0 |
22.5 |
0.4% |
5,916.0 |
High |
5,963.5 |
5,984.0 |
20.5 |
0.3% |
6,024.0 |
Low |
5,863.0 |
5,874.5 |
11.5 |
0.2% |
5,863.0 |
Close |
5,926.0 |
5,905.0 |
-21.0 |
-0.4% |
5,905.0 |
Range |
100.5 |
109.5 |
9.0 |
9.0% |
161.0 |
ATR |
83.0 |
84.9 |
1.9 |
2.3% |
0.0 |
Volume |
106,234 |
103,864 |
-2,370 |
-2.2% |
494,911 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,249.5 |
6,187.0 |
5,965.0 |
|
R3 |
6,140.0 |
6,077.5 |
5,935.0 |
|
R2 |
6,030.5 |
6,030.5 |
5,925.0 |
|
R1 |
5,968.0 |
5,968.0 |
5,915.0 |
5,944.5 |
PP |
5,921.0 |
5,921.0 |
5,921.0 |
5,909.5 |
S1 |
5,858.5 |
5,858.5 |
5,895.0 |
5,835.0 |
S2 |
5,811.5 |
5,811.5 |
5,885.0 |
|
S3 |
5,702.0 |
5,749.0 |
5,875.0 |
|
S4 |
5,592.5 |
5,639.5 |
5,845.0 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,413.5 |
6,320.5 |
5,993.5 |
|
R3 |
6,252.5 |
6,159.5 |
5,949.5 |
|
R2 |
6,091.5 |
6,091.5 |
5,934.5 |
|
R1 |
5,998.5 |
5,998.5 |
5,920.0 |
5,964.5 |
PP |
5,930.5 |
5,930.5 |
5,930.5 |
5,914.0 |
S1 |
5,837.5 |
5,837.5 |
5,890.0 |
5,803.5 |
S2 |
5,769.5 |
5,769.5 |
5,875.5 |
|
S3 |
5,608.5 |
5,676.5 |
5,860.5 |
|
S4 |
5,447.5 |
5,515.5 |
5,816.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,024.0 |
5,863.0 |
161.0 |
2.7% |
102.0 |
1.7% |
26% |
False |
False |
98,982 |
10 |
6,068.5 |
5,841.5 |
227.0 |
3.8% |
91.5 |
1.5% |
28% |
False |
False |
101,163 |
20 |
6,068.5 |
5,817.0 |
251.5 |
4.3% |
80.5 |
1.4% |
35% |
False |
False |
95,439 |
40 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
80.0 |
1.4% |
73% |
False |
False |
96,658 |
60 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
79.5 |
1.3% |
73% |
False |
False |
71,738 |
80 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
68.0 |
1.2% |
73% |
False |
False |
53,826 |
100 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
57.5 |
1.0% |
73% |
False |
False |
43,067 |
120 |
6,068.5 |
5,458.5 |
610.0 |
10.3% |
51.5 |
0.9% |
73% |
False |
False |
35,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,449.5 |
2.618 |
6,270.5 |
1.618 |
6,161.0 |
1.000 |
6,093.5 |
0.618 |
6,051.5 |
HIGH |
5,984.0 |
0.618 |
5,942.0 |
0.500 |
5,929.0 |
0.382 |
5,916.5 |
LOW |
5,874.5 |
0.618 |
5,807.0 |
1.000 |
5,765.0 |
1.618 |
5,697.5 |
2.618 |
5,588.0 |
4.250 |
5,409.0 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
5,929.0 |
5,943.5 |
PP |
5,921.0 |
5,930.5 |
S1 |
5,913.0 |
5,918.0 |
|