Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,695.05 |
12,617.32 |
-77.73 |
-0.6% |
13,035.85 |
High |
12,758.43 |
12,722.63 |
-35.80 |
-0.3% |
13,049.09 |
Low |
12,608.16 |
12,597.34 |
-10.82 |
-0.1% |
12,748.48 |
Close |
12,632.00 |
12,598.55 |
-33.45 |
-0.3% |
12,820.60 |
Range |
150.27 |
125.29 |
-24.98 |
-16.6% |
300.61 |
ATR |
135.86 |
135.10 |
-0.75 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,015.38 |
12,932.25 |
12,667.46 |
|
R3 |
12,890.09 |
12,806.96 |
12,633.00 |
|
R2 |
12,764.80 |
12,764.80 |
12,621.52 |
|
R1 |
12,681.67 |
12,681.67 |
12,610.03 |
12,660.59 |
PP |
12,639.51 |
12,639.51 |
12,639.51 |
12,628.97 |
S1 |
12,556.38 |
12,556.38 |
12,587.07 |
12,535.30 |
S2 |
12,514.22 |
12,514.22 |
12,575.58 |
|
S3 |
12,388.93 |
12,431.09 |
12,564.10 |
|
S4 |
12,263.64 |
12,305.80 |
12,529.64 |
|
|
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 |
12,597.34 |
334.37 |
2.7% |
136.62 |
1.1% |
0% |
False |
True |
|
10 |
13,284.09 |
12,597.34 |
686.75 |
5.5% |
141.70 |
1.1% |
0% |
False |
True |
|
20 |
13,338.66 |
12,597.34 |
741.32 |
5.9% |
133.31 |
1.1% |
0% |
False |
True |
|
40 |
13,338.66 |
12,597.34 |
741.32 |
5.9% |
132.61 |
1.1% |
0% |
False |
True |
|
60 |
13,338.66 |
12,597.34 |
741.32 |
5.9% |
121.44 |
1.0% |
0% |
False |
True |
|
80 |
13,338.66 |
12,529.41 |
809.25 |
6.4% |
119.85 |
1.0% |
9% |
False |
False |
|
100 |
13,338.66 |
12,107.37 |
1,231.29 |
9.8% |
118.69 |
0.9% |
40% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.7% |
132.76 |
1.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,255.11 |
2.618 |
13,050.64 |
1.618 |
12,925.35 |
1.000 |
12,847.92 |
0.618 |
12,800.06 |
HIGH |
12,722.63 |
0.618 |
12,674.77 |
0.500 |
12,659.99 |
0.382 |
12,645.20 |
LOW |
12,597.34 |
0.618 |
12,519.91 |
1.000 |
12,472.05 |
1.618 |
12,394.62 |
2.618 |
12,269.33 |
4.250 |
12,064.86 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,659.99 |
12,708.10 |
PP |
12,639.51 |
12,671.58 |
S1 |
12,619.03 |
12,635.07 |
|