Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,921.81 |
12,831.58 |
-90.23 |
-0.7% |
13,228.31 |
High |
12,921.81 |
12,931.71 |
9.90 |
0.1% |
13,338.66 |
Low |
12,748.48 |
12,820.30 |
71.82 |
0.6% |
13,022.34 |
Close |
12,835.06 |
12,855.04 |
19.98 |
0.2% |
13,038.27 |
Range |
173.33 |
111.41 |
-61.92 |
-35.7% |
316.32 |
ATR |
134.04 |
132.42 |
-1.62 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,203.25 |
13,140.55 |
12,916.32 |
|
R3 |
13,091.84 |
13,029.14 |
12,885.68 |
|
R2 |
12,980.43 |
12,980.43 |
12,875.47 |
|
R1 |
12,917.73 |
12,917.73 |
12,865.25 |
12,949.08 |
PP |
12,869.02 |
12,869.02 |
12,869.02 |
12,884.69 |
S1 |
12,806.32 |
12,806.32 |
12,844.83 |
12,837.67 |
S2 |
12,757.61 |
12,757.61 |
12,834.61 |
|
S3 |
12,646.20 |
12,694.91 |
12,824.40 |
|
S4 |
12,534.79 |
12,583.50 |
12,793.76 |
|
|
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 |
13,205.00 |
12,748.48 |
456.52 |
3.6% |
147.37 |
1.1% |
23% |
False |
False |
|
10 |
13,338.66 |
12,748.48 |
590.18 |
4.6% |
122.24 |
1.0% |
18% |
False |
False |
|
20 |
13,338.66 |
12,748.48 |
590.18 |
4.6% |
133.41 |
1.0% |
18% |
False |
False |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.9% |
126.24 |
1.0% |
23% |
False |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.9% |
118.98 |
0.9% |
23% |
False |
False |
|
80 |
13,338.66 |
12,453.20 |
885.46 |
6.9% |
117.58 |
0.9% |
45% |
False |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.5% |
121.06 |
0.9% |
70% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.4% |
135.09 |
1.1% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,405.20 |
2.618 |
13,223.38 |
1.618 |
13,111.97 |
1.000 |
13,043.12 |
0.618 |
13,000.56 |
HIGH |
12,931.71 |
0.618 |
12,889.15 |
0.500 |
12,876.01 |
0.382 |
12,862.86 |
LOW |
12,820.30 |
0.618 |
12,751.45 |
1.000 |
12,708.89 |
1.618 |
12,640.04 |
2.618 |
12,528.63 |
4.250 |
12,346.81 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,876.01 |
12,874.61 |
PP |
12,869.02 |
12,868.08 |
S1 |
12,862.03 |
12,861.56 |
|