Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
13,204.62 |
13,035.85 |
-168.77 |
-1.3% |
13,228.31 |
High |
13,205.00 |
13,049.09 |
-155.91 |
-1.2% |
13,338.66 |
Low |
13,022.34 |
12,970.00 |
-52.34 |
-0.4% |
13,022.34 |
Close |
13,038.27 |
13,008.53 |
-29.74 |
-0.2% |
13,038.27 |
Range |
182.66 |
79.09 |
-103.57 |
-56.7% |
316.32 |
ATR |
128.53 |
125.00 |
-3.53 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,246.48 |
13,206.59 |
13,052.03 |
|
R3 |
13,167.39 |
13,127.50 |
13,030.28 |
|
R2 |
13,088.30 |
13,088.30 |
13,023.03 |
|
R1 |
13,048.41 |
13,048.41 |
13,015.78 |
13,028.81 |
PP |
13,009.21 |
13,009.21 |
13,009.21 |
12,999.41 |
S1 |
12,969.32 |
12,969.32 |
13,001.28 |
12,949.72 |
S2 |
12,930.12 |
12,930.12 |
12,994.03 |
|
S3 |
12,851.03 |
12,890.23 |
12,986.78 |
|
S4 |
12,771.94 |
12,811.14 |
12,965.03 |
|
|
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 |
12,970.00 |
368.66 |
2.8% |
124.02 |
1.0% |
10% |
False |
True |
|
10 |
13,338.66 |
12,926.49 |
412.17 |
3.2% |
113.51 |
0.9% |
20% |
False |
False |
|
20 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
136.03 |
1.0% |
47% |
False |
False |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
122.83 |
0.9% |
47% |
False |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
116.51 |
0.9% |
47% |
False |
False |
|
80 |
13,338.66 |
12,311.79 |
1,026.87 |
7.9% |
116.73 |
0.9% |
68% |
False |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.3% |
121.80 |
0.9% |
79% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.2% |
135.51 |
1.0% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,385.22 |
2.618 |
13,256.15 |
1.618 |
13,177.06 |
1.000 |
13,128.18 |
0.618 |
13,097.97 |
HIGH |
13,049.09 |
0.618 |
13,018.88 |
0.500 |
13,009.55 |
0.382 |
13,000.21 |
LOW |
12,970.00 |
0.618 |
12,921.12 |
1.000 |
12,890.91 |
1.618 |
12,842.03 |
2.618 |
12,762.94 |
4.250 |
12,633.87 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,009.55 |
13,127.05 |
PP |
13,009.21 |
13,087.54 |
S1 |
13,008.87 |
13,048.04 |
|