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 |
1,493.7 |
1,490.6 |
-3.1 |
-0.2% |
1,498.1 |
High |
1,499.9 |
1,503.0 |
3.1 |
0.2% |
1,530.0 |
Low |
1,475.0 |
1,489.5 |
14.5 |
1.0% |
1,482.4 |
Close |
1,483.6 |
1,499.6 |
16.0 |
1.1% |
1,497.2 |
Range |
24.9 |
13.5 |
-11.4 |
-45.8% |
47.6 |
ATR |
25.0 |
24.6 |
-0.4 |
-1.6% |
0.0 |
Volume |
1,857 |
3,441 |
1,584 |
85.3% |
29,941 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.9 |
1,532.2 |
1,507.0 |
|
R3 |
1,524.4 |
1,518.7 |
1,503.3 |
|
R2 |
1,510.9 |
1,510.9 |
1,502.1 |
|
R1 |
1,505.2 |
1,505.2 |
1,500.8 |
1,508.1 |
PP |
1,497.4 |
1,497.4 |
1,497.4 |
1,498.8 |
S1 |
1,491.7 |
1,491.7 |
1,498.4 |
1,494.6 |
S2 |
1,483.9 |
1,483.9 |
1,497.1 |
|
S3 |
1,470.4 |
1,478.2 |
1,495.9 |
|
S4 |
1,456.9 |
1,464.7 |
1,492.2 |
|
|
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 |
1,520.0 |
1,475.0 |
45.0 |
3.0% |
23.6 |
1.6% |
55% |
False |
False |
4,430 |
10 |
1,530.0 |
1,465.9 |
64.1 |
4.3% |
27.1 |
1.8% |
53% |
False |
False |
5,909 |
20 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
25.0 |
1.7% |
30% |
False |
False |
3,925 |
40 |
1,579.5 |
1,416.8 |
162.7 |
10.8% |
20.8 |
1.4% |
51% |
False |
False |
2,992 |
60 |
1,579.5 |
1,387.1 |
192.4 |
12.8% |
19.7 |
1.3% |
58% |
False |
False |
2,408 |
80 |
1,579.5 |
1,317.4 |
262.1 |
17.5% |
19.1 |
1.3% |
70% |
False |
False |
2,114 |
100 |
1,579.5 |
1,317.4 |
262.1 |
17.5% |
18.6 |
1.2% |
70% |
False |
False |
1,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.4 |
2.618 |
1,538.3 |
1.618 |
1,524.8 |
1.000 |
1,516.5 |
0.618 |
1,511.3 |
HIGH |
1,503.0 |
0.618 |
1,497.8 |
0.500 |
1,496.3 |
0.382 |
1,494.7 |
LOW |
1,489.5 |
0.618 |
1,481.2 |
1.000 |
1,476.0 |
1.618 |
1,467.7 |
2.618 |
1,454.2 |
4.250 |
1,432.1 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,498.5 |
1,496.8 |
PP |
1,497.4 |
1,494.0 |
S1 |
1,496.3 |
1,491.3 |
|