Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,617.32 |
12,598.32 |
-19.00 |
-0.2% |
13,035.85 |
High |
12,722.63 |
12,611.42 |
-111.21 |
-0.9% |
13,049.09 |
Low |
12,597.34 |
12,440.52 |
-156.82 |
-1.2% |
12,748.48 |
Close |
12,598.55 |
12,442.49 |
-156.06 |
-1.2% |
12,820.60 |
Range |
125.29 |
170.90 |
45.61 |
36.4% |
300.61 |
ATR |
135.10 |
137.66 |
2.56 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,010.84 |
12,897.57 |
12,536.49 |
|
R3 |
12,839.94 |
12,726.67 |
12,489.49 |
|
R2 |
12,669.04 |
12,669.04 |
12,473.82 |
|
R1 |
12,555.77 |
12,555.77 |
12,458.16 |
12,526.96 |
PP |
12,498.14 |
12,498.14 |
12,498.14 |
12,483.74 |
S1 |
12,384.87 |
12,384.87 |
12,426.82 |
12,356.06 |
S2 |
12,327.24 |
12,327.24 |
12,411.16 |
|
S3 |
12,156.34 |
12,213.97 |
12,395.49 |
|
S4 |
11,985.44 |
12,043.07 |
12,348.50 |
|
|
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 |
12,918.01 |
12,440.52 |
477.49 |
3.8% |
148.51 |
1.2% |
0% |
False |
True |
|
10 |
13,205.00 |
12,440.52 |
764.48 |
6.1% |
147.94 |
1.2% |
0% |
False |
True |
|
20 |
13,338.66 |
12,440.52 |
898.14 |
7.2% |
132.68 |
1.1% |
0% |
False |
True |
|
40 |
13,338.66 |
12,440.52 |
898.14 |
7.2% |
134.95 |
1.1% |
0% |
False |
True |
|
60 |
13,338.66 |
12,440.52 |
898.14 |
7.2% |
123.24 |
1.0% |
0% |
False |
True |
|
80 |
13,338.66 |
12,440.52 |
898.14 |
7.2% |
120.80 |
1.0% |
0% |
False |
True |
|
100 |
13,338.66 |
12,140.17 |
1,198.49 |
9.6% |
119.65 |
1.0% |
25% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.9% |
132.23 |
1.1% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,337.75 |
2.618 |
13,058.84 |
1.618 |
12,887.94 |
1.000 |
12,782.32 |
0.618 |
12,717.04 |
HIGH |
12,611.42 |
0.618 |
12,546.14 |
0.500 |
12,525.97 |
0.382 |
12,505.80 |
LOW |
12,440.52 |
0.618 |
12,334.90 |
1.000 |
12,269.62 |
1.618 |
12,164.00 |
2.618 |
11,993.10 |
4.250 |
11,714.20 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,525.97 |
12,599.48 |
PP |
12,498.14 |
12,547.15 |
S1 |
12,470.32 |
12,494.82 |
|