Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,497.0 |
1,493.7 |
-3.3 |
-0.2% |
1,498.1 |
High |
1,507.5 |
1,499.9 |
-7.6 |
-0.5% |
1,530.0 |
Low |
1,490.1 |
1,475.0 |
-15.1 |
-1.0% |
1,482.4 |
Close |
1,494.1 |
1,483.6 |
-10.5 |
-0.7% |
1,497.2 |
Range |
17.4 |
24.9 |
7.5 |
43.1% |
47.6 |
ATR |
25.0 |
25.0 |
0.0 |
0.0% |
0.0 |
Volume |
10,426 |
1,857 |
-8,569 |
-82.2% |
29,941 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.9 |
1,547.1 |
1,497.3 |
|
R3 |
1,536.0 |
1,522.2 |
1,490.4 |
|
R2 |
1,511.1 |
1,511.1 |
1,488.2 |
|
R1 |
1,497.3 |
1,497.3 |
1,485.9 |
1,491.8 |
PP |
1,486.2 |
1,486.2 |
1,486.2 |
1,483.4 |
S1 |
1,472.4 |
1,472.4 |
1,481.3 |
1,466.9 |
S2 |
1,461.3 |
1,461.3 |
1,479.0 |
|
S3 |
1,436.4 |
1,447.5 |
1,476.8 |
|
S4 |
1,411.5 |
1,422.6 |
1,469.9 |
|
|
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 |
1,475.0 |
55.0 |
3.7% |
27.0 |
1.8% |
16% |
False |
True |
5,120 |
10 |
1,546.8 |
1,465.9 |
80.9 |
5.5% |
29.4 |
2.0% |
22% |
False |
False |
5,856 |
20 |
1,579.5 |
1,465.9 |
113.6 |
7.7% |
24.8 |
1.7% |
16% |
False |
False |
3,875 |
40 |
1,579.5 |
1,416.8 |
162.7 |
11.0% |
20.8 |
1.4% |
41% |
False |
False |
2,942 |
60 |
1,579.5 |
1,387.1 |
192.4 |
13.0% |
19.8 |
1.3% |
50% |
False |
False |
2,375 |
80 |
1,579.5 |
1,317.4 |
262.1 |
17.7% |
19.2 |
1.3% |
63% |
False |
False |
2,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,605.7 |
2.618 |
1,565.1 |
1.618 |
1,540.2 |
1.000 |
1,524.8 |
0.618 |
1,515.3 |
HIGH |
1,499.9 |
0.618 |
1,490.4 |
0.500 |
1,487.5 |
0.382 |
1,484.5 |
LOW |
1,475.0 |
0.618 |
1,459.6 |
1.000 |
1,450.1 |
1.618 |
1,434.7 |
2.618 |
1,409.8 |
4.250 |
1,369.2 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,487.5 |
1,497.5 |
PP |
1,486.2 |
1,492.9 |
S1 |
1,484.9 |
1,488.2 |
|