Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,818.49 |
12,695.05 |
-123.44 |
-1.0% |
13,035.85 |
High |
12,818.86 |
12,758.43 |
-60.43 |
-0.5% |
13,049.09 |
Low |
12,661.48 |
12,608.16 |
-53.32 |
-0.4% |
12,748.48 |
Close |
12,695.35 |
12,632.00 |
-63.35 |
-0.5% |
12,820.60 |
Range |
157.38 |
150.27 |
-7.11 |
-4.5% |
300.61 |
ATR |
134.75 |
135.86 |
1.11 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,117.01 |
13,024.77 |
12,714.65 |
|
R3 |
12,966.74 |
12,874.50 |
12,673.32 |
|
R2 |
12,816.47 |
12,816.47 |
12,659.55 |
|
R1 |
12,724.23 |
12,724.23 |
12,645.77 |
12,695.22 |
PP |
12,666.20 |
12,666.20 |
12,666.20 |
12,651.69 |
S1 |
12,573.96 |
12,573.96 |
12,618.23 |
12,544.95 |
S2 |
12,515.93 |
12,515.93 |
12,604.45 |
|
S3 |
12,365.66 |
12,423.69 |
12,590.68 |
|
S4 |
12,215.39 |
12,273.42 |
12,549.35 |
|
|
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 |
12,931.71 |
12,608.16 |
323.55 |
2.6% |
146.22 |
1.2% |
7% |
False |
True |
|
10 |
13,284.09 |
12,608.16 |
675.93 |
5.4% |
137.76 |
1.1% |
4% |
False |
True |
|
20 |
13,338.66 |
12,608.16 |
730.50 |
5.8% |
131.40 |
1.0% |
3% |
False |
True |
|
40 |
13,338.66 |
12,608.16 |
730.50 |
5.8% |
132.35 |
1.0% |
3% |
False |
True |
|
60 |
13,338.66 |
12,608.16 |
730.50 |
5.8% |
120.67 |
1.0% |
3% |
False |
True |
|
80 |
13,338.66 |
12,529.41 |
809.25 |
6.4% |
119.52 |
0.9% |
13% |
False |
False |
|
100 |
13,338.66 |
11,999.44 |
1,339.22 |
10.6% |
118.64 |
0.9% |
47% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.7% |
132.87 |
1.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,397.08 |
2.618 |
13,151.84 |
1.618 |
13,001.57 |
1.000 |
12,908.70 |
0.618 |
12,851.30 |
HIGH |
12,758.43 |
0.618 |
12,701.03 |
0.500 |
12,683.30 |
0.382 |
12,665.56 |
LOW |
12,608.16 |
0.618 |
12,515.29 |
1.000 |
12,457.89 |
1.618 |
12,365.02 |
2.618 |
12,214.75 |
4.250 |
11,969.51 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,683.30 |
12,763.09 |
PP |
12,666.20 |
12,719.39 |
S1 |
12,649.10 |
12,675.70 |
|