Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,851.79 |
12,818.49 |
-33.30 |
-0.3% |
13,035.85 |
High |
12,918.01 |
12,818.86 |
-99.15 |
-0.8% |
13,049.09 |
Low |
12,779.28 |
12,661.48 |
-117.80 |
-0.9% |
12,748.48 |
Close |
12,820.60 |
12,695.35 |
-125.25 |
-1.0% |
12,820.60 |
Range |
138.73 |
157.38 |
18.65 |
13.4% |
300.61 |
ATR |
132.87 |
134.75 |
1.87 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,197.37 |
13,103.74 |
12,781.91 |
|
R3 |
13,039.99 |
12,946.36 |
12,738.63 |
|
R2 |
12,882.61 |
12,882.61 |
12,724.20 |
|
R1 |
12,788.98 |
12,788.98 |
12,709.78 |
12,757.11 |
PP |
12,725.23 |
12,725.23 |
12,725.23 |
12,709.29 |
S1 |
12,631.60 |
12,631.60 |
12,680.92 |
12,599.73 |
S2 |
12,567.85 |
12,567.85 |
12,666.50 |
|
S3 |
12,410.47 |
12,474.22 |
12,652.07 |
|
S4 |
12,253.09 |
12,316.84 |
12,608.79 |
|
|
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 |
13,000.73 |
12,661.48 |
339.25 |
2.7% |
154.24 |
1.2% |
10% |
False |
True |
|
10 |
13,338.66 |
12,661.48 |
677.18 |
5.3% |
139.13 |
1.1% |
5% |
False |
True |
|
20 |
13,338.66 |
12,661.48 |
677.18 |
5.3% |
134.36 |
1.1% |
5% |
False |
True |
|
40 |
13,338.66 |
12,661.48 |
677.18 |
5.3% |
130.12 |
1.0% |
5% |
False |
True |
|
60 |
13,338.66 |
12,661.48 |
677.18 |
5.3% |
119.24 |
0.9% |
5% |
False |
True |
|
80 |
13,338.66 |
12,529.41 |
809.25 |
6.4% |
118.89 |
0.9% |
21% |
False |
False |
|
100 |
13,338.66 |
11,768.83 |
1,569.83 |
12.4% |
120.62 |
1.0% |
59% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.6% |
134.46 |
1.1% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,487.73 |
2.618 |
13,230.88 |
1.618 |
13,073.50 |
1.000 |
12,976.24 |
0.618 |
12,916.12 |
HIGH |
12,818.86 |
0.618 |
12,758.74 |
0.500 |
12,740.17 |
0.382 |
12,721.60 |
LOW |
12,661.48 |
0.618 |
12,564.22 |
1.000 |
12,504.10 |
1.618 |
12,406.84 |
2.618 |
12,249.46 |
4.250 |
11,992.62 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,740.17 |
12,796.60 |
PP |
12,725.23 |
12,762.85 |
S1 |
12,710.29 |
12,729.10 |
|