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 |
132.69 |
133.24 |
0.55 |
0.4% |
134.19 |
High |
133.35 |
134.50 |
1.15 |
0.9% |
136.11 |
Low |
132.12 |
132.95 |
0.83 |
0.6% |
133.39 |
Close |
133.17 |
134.36 |
1.19 |
0.9% |
134.04 |
Range |
1.23 |
1.55 |
0.32 |
26.0% |
2.72 |
ATR |
1.48 |
1.49 |
0.00 |
0.3% |
0.00 |
Volume |
192,837,859 |
133,639,328 |
-59,198,531 |
-30.7% |
742,496,038 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.59 |
138.02 |
135.21 |
|
R3 |
137.04 |
136.47 |
134.79 |
|
R2 |
135.49 |
135.49 |
134.64 |
|
R1 |
134.92 |
134.92 |
134.50 |
135.21 |
PP |
133.94 |
133.94 |
133.94 |
134.08 |
S1 |
133.37 |
133.37 |
134.22 |
133.66 |
S2 |
132.39 |
132.39 |
134.08 |
|
S3 |
130.84 |
131.82 |
133.93 |
|
S4 |
129.29 |
130.27 |
133.51 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.67 |
141.08 |
135.54 |
|
R3 |
139.95 |
138.36 |
134.79 |
|
R2 |
137.23 |
137.23 |
134.54 |
|
R1 |
135.64 |
135.64 |
134.29 |
135.08 |
PP |
134.51 |
134.51 |
134.51 |
134.23 |
S1 |
132.92 |
132.92 |
133.79 |
132.36 |
S2 |
131.79 |
131.79 |
133.54 |
|
S3 |
129.07 |
130.20 |
133.29 |
|
S4 |
126.35 |
127.48 |
132.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.36 |
132.12 |
3.24 |
2.4% |
1.63 |
1.2% |
69% |
False |
False |
159,172,268 |
10 |
136.11 |
132.12 |
3.99 |
3.0% |
1.66 |
1.2% |
56% |
False |
False |
164,310,813 |
20 |
137.18 |
132.12 |
5.06 |
3.8% |
1.32 |
1.0% |
44% |
False |
False |
148,782,788 |
40 |
137.18 |
128.32 |
8.86 |
6.6% |
1.22 |
0.9% |
68% |
False |
False |
146,722,092 |
60 |
137.18 |
125.28 |
11.90 |
8.9% |
1.38 |
1.0% |
76% |
False |
False |
174,114,101 |
80 |
137.18 |
125.28 |
11.90 |
8.9% |
1.32 |
1.0% |
76% |
False |
False |
167,113,813 |
100 |
137.18 |
125.04 |
12.14 |
9.0% |
1.24 |
0.9% |
77% |
False |
False |
156,889,319 |
120 |
137.18 |
117.74 |
19.44 |
14.5% |
1.19 |
0.9% |
85% |
False |
False |
154,958,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.09 |
2.618 |
138.56 |
1.618 |
137.01 |
1.000 |
136.05 |
0.618 |
135.46 |
HIGH |
134.50 |
0.618 |
133.91 |
0.500 |
133.73 |
0.382 |
133.54 |
LOW |
132.95 |
0.618 |
131.99 |
1.000 |
131.40 |
1.618 |
130.44 |
2.618 |
128.89 |
4.250 |
126.36 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
134.15 |
134.03 |
PP |
133.94 |
133.70 |
S1 |
133.73 |
133.37 |
|