Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
13,000.73 |
12,921.81 |
-78.92 |
-0.6% |
13,228.31 |
High |
13,000.73 |
12,921.81 |
-78.92 |
-0.6% |
13,338.66 |
Low |
12,810.39 |
12,748.48 |
-61.91 |
-0.5% |
13,022.34 |
Close |
12,932.09 |
12,835.06 |
-97.03 |
-0.8% |
13,038.27 |
Range |
190.34 |
173.33 |
-17.01 |
-8.9% |
316.32 |
ATR |
130.22 |
134.04 |
3.81 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,355.11 |
13,268.41 |
12,930.39 |
|
R3 |
13,181.78 |
13,095.08 |
12,882.73 |
|
R2 |
13,008.45 |
13,008.45 |
12,866.84 |
|
R1 |
12,921.75 |
12,921.75 |
12,850.95 |
12,878.44 |
PP |
12,835.12 |
12,835.12 |
12,835.12 |
12,813.46 |
S1 |
12,748.42 |
12,748.42 |
12,819.17 |
12,705.11 |
S2 |
12,661.79 |
12,661.79 |
12,803.28 |
|
S3 |
12,488.46 |
12,575.09 |
12,787.39 |
|
S4 |
12,315.13 |
12,401.76 |
12,739.73 |
|
|
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 |
12,748.48 |
535.61 |
4.2% |
146.77 |
1.1% |
16% |
False |
True |
|
10 |
13,338.66 |
12,748.48 |
590.18 |
4.6% |
126.29 |
1.0% |
15% |
False |
True |
|
20 |
13,338.66 |
12,748.48 |
590.18 |
4.6% |
136.87 |
1.1% |
15% |
False |
True |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.9% |
124.83 |
1.0% |
20% |
False |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.9% |
118.65 |
0.9% |
20% |
False |
False |
|
80 |
13,338.66 |
12,423.12 |
915.54 |
7.1% |
118.07 |
0.9% |
45% |
False |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.5% |
121.37 |
0.9% |
69% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.4% |
135.98 |
1.1% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,658.46 |
2.618 |
13,375.59 |
1.618 |
13,202.26 |
1.000 |
13,095.14 |
0.618 |
13,028.93 |
HIGH |
12,921.81 |
0.618 |
12,855.60 |
0.500 |
12,835.15 |
0.382 |
12,814.69 |
LOW |
12,748.48 |
0.618 |
12,641.36 |
1.000 |
12,575.15 |
1.618 |
12,468.03 |
2.618 |
12,294.70 |
4.250 |
12,011.83 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,835.15 |
12,898.79 |
PP |
12,835.12 |
12,877.54 |
S1 |
12,835.09 |
12,856.30 |
|