Trading Metrics calculated at close of trading on 04-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
Open |
13,267.59 |
13,204.62 |
-62.97 |
-0.5% |
13,228.31 |
High |
13,284.09 |
13,205.00 |
-79.09 |
-0.6% |
13,338.66 |
Low |
13,175.64 |
13,022.34 |
-153.30 |
-1.2% |
13,022.34 |
Close |
13,206.59 |
13,038.27 |
-168.32 |
-1.3% |
13,038.27 |
Range |
108.45 |
182.66 |
74.21 |
68.4% |
316.32 |
ATR |
124.25 |
128.53 |
4.29 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,636.52 |
13,520.05 |
13,138.73 |
|
R3 |
13,453.86 |
13,337.39 |
13,088.50 |
|
R2 |
13,271.20 |
13,271.20 |
13,071.76 |
|
R1 |
13,154.73 |
13,154.73 |
13,055.01 |
13,121.64 |
PP |
13,088.54 |
13,088.54 |
13,088.54 |
13,071.99 |
S1 |
12,972.07 |
12,972.07 |
13,021.53 |
12,938.98 |
S2 |
12,905.88 |
12,905.88 |
13,004.78 |
|
S3 |
12,723.22 |
12,789.41 |
12,988.04 |
|
S4 |
12,540.56 |
12,606.75 |
12,937.81 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,082.05 |
13,876.48 |
13,212.25 |
|
R3 |
13,765.73 |
13,560.16 |
13,125.26 |
|
R2 |
13,449.41 |
13,449.41 |
13,096.26 |
|
R1 |
13,243.84 |
13,243.84 |
13,067.27 |
13,188.47 |
PP |
13,133.09 |
13,133.09 |
13,133.09 |
13,105.40 |
S1 |
12,927.52 |
12,927.52 |
13,009.27 |
12,872.15 |
S2 |
12,816.77 |
12,816.77 |
12,980.28 |
|
S3 |
12,500.45 |
12,611.20 |
12,951.28 |
|
S4 |
12,184.13 |
12,294.88 |
12,864.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,338.66 |
13,022.34 |
316.32 |
2.4% |
118.75 |
0.9% |
5% |
False |
True |
|
10 |
13,338.66 |
12,845.58 |
493.08 |
3.8% |
123.86 |
0.9% |
39% |
False |
False |
|
20 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
139.78 |
1.1% |
52% |
False |
False |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
122.41 |
0.9% |
52% |
False |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
116.49 |
0.9% |
52% |
False |
False |
|
80 |
13,338.66 |
12,311.79 |
1,026.87 |
7.9% |
116.54 |
0.9% |
71% |
False |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.3% |
123.41 |
0.9% |
81% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.2% |
137.21 |
1.1% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,981.31 |
2.618 |
13,683.20 |
1.618 |
13,500.54 |
1.000 |
13,387.66 |
0.618 |
13,317.88 |
HIGH |
13,205.00 |
0.618 |
13,135.22 |
0.500 |
13,113.67 |
0.382 |
13,092.12 |
LOW |
13,022.34 |
0.618 |
12,909.46 |
1.000 |
12,839.68 |
1.618 |
12,726.80 |
2.618 |
12,544.14 |
4.250 |
12,246.04 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,113.67 |
13,153.22 |
PP |
13,088.54 |
13,114.90 |
S1 |
13,063.40 |
13,076.59 |
|