Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,510.2 |
1,497.0 |
-13.2 |
-0.9% |
1,498.1 |
High |
1,520.0 |
1,507.5 |
-12.5 |
-0.8% |
1,530.0 |
Low |
1,487.2 |
1,490.1 |
2.9 |
0.2% |
1,482.4 |
Close |
1,497.2 |
1,494.1 |
-3.1 |
-0.2% |
1,497.2 |
Range |
32.8 |
17.4 |
-15.4 |
-47.0% |
47.6 |
ATR |
25.6 |
25.0 |
-0.6 |
-2.3% |
0.0 |
Volume |
2,734 |
10,426 |
7,692 |
281.3% |
29,941 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.4 |
1,539.2 |
1,503.7 |
|
R3 |
1,532.0 |
1,521.8 |
1,498.9 |
|
R2 |
1,514.6 |
1,514.6 |
1,497.3 |
|
R1 |
1,504.4 |
1,504.4 |
1,495.7 |
1,500.8 |
PP |
1,497.2 |
1,497.2 |
1,497.2 |
1,495.5 |
S1 |
1,487.0 |
1,487.0 |
1,492.5 |
1,483.4 |
S2 |
1,479.8 |
1,479.8 |
1,490.9 |
|
S3 |
1,462.4 |
1,469.6 |
1,489.3 |
|
S4 |
1,445.0 |
1,452.2 |
1,484.5 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.0 |
1,619.2 |
1,523.4 |
|
R3 |
1,598.4 |
1,571.6 |
1,510.3 |
|
R2 |
1,550.8 |
1,550.8 |
1,505.9 |
|
R1 |
1,524.0 |
1,524.0 |
1,501.6 |
1,513.6 |
PP |
1,503.2 |
1,503.2 |
1,503.2 |
1,498.0 |
S1 |
1,476.4 |
1,476.4 |
1,492.8 |
1,466.0 |
S2 |
1,455.6 |
1,455.6 |
1,488.5 |
|
S3 |
1,408.0 |
1,428.8 |
1,484.1 |
|
S4 |
1,360.4 |
1,381.2 |
1,471.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,530.0 |
1,482.4 |
47.6 |
3.2% |
24.6 |
1.6% |
25% |
False |
False |
5,538 |
10 |
1,554.5 |
1,465.9 |
88.6 |
5.9% |
30.0 |
2.0% |
32% |
False |
False |
5,980 |
20 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
24.5 |
1.6% |
25% |
False |
False |
3,880 |
40 |
1,579.5 |
1,416.8 |
162.7 |
10.9% |
20.4 |
1.4% |
48% |
False |
False |
2,920 |
60 |
1,579.5 |
1,387.1 |
192.4 |
12.9% |
19.6 |
1.3% |
56% |
False |
False |
2,366 |
80 |
1,579.5 |
1,317.4 |
262.1 |
17.5% |
19.0 |
1.3% |
67% |
False |
False |
2,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.5 |
2.618 |
1,553.1 |
1.618 |
1,535.7 |
1.000 |
1,524.9 |
0.618 |
1,518.3 |
HIGH |
1,507.5 |
0.618 |
1,500.9 |
0.500 |
1,498.8 |
0.382 |
1,496.7 |
LOW |
1,490.1 |
0.618 |
1,479.3 |
1.000 |
1,472.7 |
1.618 |
1,461.9 |
2.618 |
1,444.5 |
4.250 |
1,416.2 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,498.8 |
1,501.2 |
PP |
1,497.2 |
1,498.8 |
S1 |
1,495.7 |
1,496.5 |
|