Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
13,035.85 |
13,000.73 |
-35.12 |
-0.3% |
13,228.31 |
High |
13,049.09 |
13,000.73 |
-48.36 |
-0.4% |
13,338.66 |
Low |
12,970.00 |
12,810.39 |
-159.61 |
-1.2% |
13,022.34 |
Close |
13,008.53 |
12,932.09 |
-76.44 |
-0.6% |
13,038.27 |
Range |
79.09 |
190.34 |
111.25 |
140.7% |
316.32 |
ATR |
125.00 |
130.22 |
5.22 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,485.42 |
13,399.10 |
13,036.78 |
|
R3 |
13,295.08 |
13,208.76 |
12,984.43 |
|
R2 |
13,104.74 |
13,104.74 |
12,966.99 |
|
R1 |
13,018.42 |
13,018.42 |
12,949.54 |
12,966.41 |
PP |
12,914.40 |
12,914.40 |
12,914.40 |
12,888.40 |
S1 |
12,828.08 |
12,828.08 |
12,914.64 |
12,776.07 |
S2 |
12,724.06 |
12,724.06 |
12,897.19 |
|
S3 |
12,533.72 |
12,637.74 |
12,879.75 |
|
S4 |
12,343.38 |
12,447.40 |
12,827.40 |
|
|
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 |
13,284.09 |
12,810.39 |
473.70 |
3.7% |
129.29 |
1.0% |
26% |
False |
True |
|
10 |
13,338.66 |
12,810.39 |
528.27 |
4.1% |
120.16 |
0.9% |
23% |
False |
True |
|
20 |
13,338.66 |
12,716.92 |
621.74 |
4.8% |
134.60 |
1.0% |
35% |
False |
False |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.9% |
126.18 |
1.0% |
35% |
False |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.9% |
117.24 |
0.9% |
35% |
False |
False |
|
80 |
13,338.66 |
12,311.79 |
1,026.87 |
7.9% |
117.88 |
0.9% |
60% |
False |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.4% |
121.27 |
0.9% |
75% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.3% |
135.90 |
1.1% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,809.68 |
2.618 |
13,499.04 |
1.618 |
13,308.70 |
1.000 |
13,191.07 |
0.618 |
13,118.36 |
HIGH |
13,000.73 |
0.618 |
12,928.02 |
0.500 |
12,905.56 |
0.382 |
12,883.10 |
LOW |
12,810.39 |
0.618 |
12,692.76 |
1.000 |
12,620.05 |
1.618 |
12,502.42 |
2.618 |
12,312.08 |
4.250 |
12,001.45 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,923.25 |
13,007.70 |
PP |
12,914.40 |
12,982.49 |
S1 |
12,905.56 |
12,957.29 |
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