Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,831.58 |
12,851.79 |
20.21 |
0.2% |
13,035.85 |
High |
12,931.71 |
12,918.01 |
-13.70 |
-0.1% |
13,049.09 |
Low |
12,820.30 |
12,779.28 |
-41.02 |
-0.3% |
12,748.48 |
Close |
12,855.04 |
12,820.60 |
-34.44 |
-0.3% |
12,820.60 |
Range |
111.41 |
138.73 |
27.32 |
24.5% |
300.61 |
ATR |
132.42 |
132.87 |
0.45 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,255.49 |
13,176.77 |
12,896.90 |
|
R3 |
13,116.76 |
13,038.04 |
12,858.75 |
|
R2 |
12,978.03 |
12,978.03 |
12,846.03 |
|
R1 |
12,899.31 |
12,899.31 |
12,833.32 |
12,869.31 |
PP |
12,839.30 |
12,839.30 |
12,839.30 |
12,824.29 |
S1 |
12,760.58 |
12,760.58 |
12,807.88 |
12,730.58 |
S2 |
12,700.57 |
12,700.57 |
12,795.17 |
|
S3 |
12,561.84 |
12,621.85 |
12,782.45 |
|
S4 |
12,423.11 |
12,483.12 |
12,744.30 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,774.55 |
13,598.19 |
12,985.94 |
|
R3 |
13,473.94 |
13,297.58 |
12,903.27 |
|
R2 |
13,173.33 |
13,173.33 |
12,875.71 |
|
R1 |
12,996.97 |
12,996.97 |
12,848.16 |
12,934.85 |
PP |
12,872.72 |
12,872.72 |
12,872.72 |
12,841.66 |
S1 |
12,696.36 |
12,696.36 |
12,793.04 |
12,634.24 |
S2 |
12,572.11 |
12,572.11 |
12,765.49 |
|
S3 |
12,271.50 |
12,395.75 |
12,737.93 |
|
S4 |
11,970.89 |
12,095.14 |
12,655.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,049.09 |
12,748.48 |
300.61 |
2.3% |
138.58 |
1.1% |
24% |
False |
False |
|
10 |
13,338.66 |
12,748.48 |
590.18 |
4.6% |
128.67 |
1.0% |
12% |
False |
False |
|
20 |
13,338.66 |
12,748.48 |
590.18 |
4.6% |
133.29 |
1.0% |
12% |
False |
False |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.9% |
127.63 |
1.0% |
18% |
False |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.9% |
118.86 |
0.9% |
18% |
False |
False |
|
80 |
13,338.66 |
12,529.41 |
809.25 |
6.3% |
117.70 |
0.9% |
36% |
False |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.5% |
120.95 |
0.9% |
68% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.4% |
133.98 |
1.0% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,507.61 |
2.618 |
13,281.21 |
1.618 |
13,142.48 |
1.000 |
13,056.74 |
0.618 |
13,003.75 |
HIGH |
12,918.01 |
0.618 |
12,865.02 |
0.500 |
12,848.65 |
0.382 |
12,832.27 |
LOW |
12,779.28 |
0.618 |
12,693.54 |
1.000 |
12,640.55 |
1.618 |
12,554.81 |
2.618 |
12,416.08 |
4.250 |
12,189.68 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,848.65 |
12,840.10 |
PP |
12,839.30 |
12,833.60 |
S1 |
12,829.95 |
12,827.10 |
|