Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
4,310.0 |
4,326.0 |
16.0 |
0.4% |
4,400.0 |
High |
4,335.0 |
4,328.0 |
-7.0 |
-0.2% |
4,448.0 |
Low |
4,285.0 |
4,288.0 |
3.0 |
0.1% |
4,378.0 |
Close |
4,290.0 |
4,299.0 |
9.0 |
0.2% |
4,391.0 |
Range |
50.0 |
40.0 |
-10.0 |
-20.0% |
70.0 |
ATR |
44.1 |
43.8 |
-0.3 |
-0.7% |
0.0 |
Volume |
35,468 |
24,180 |
-11,288 |
-31.8% |
108,214 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,425.0 |
4,402.0 |
4,321.0 |
|
R3 |
4,385.0 |
4,362.0 |
4,310.0 |
|
R2 |
4,345.0 |
4,345.0 |
4,306.3 |
|
R1 |
4,322.0 |
4,322.0 |
4,302.7 |
4,313.5 |
PP |
4,305.0 |
4,305.0 |
4,305.0 |
4,300.8 |
S1 |
4,282.0 |
4,282.0 |
4,295.3 |
4,273.5 |
S2 |
4,265.0 |
4,265.0 |
4,291.7 |
|
S3 |
4,225.0 |
4,242.0 |
4,288.0 |
|
S4 |
4,185.0 |
4,202.0 |
4,277.0 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.7 |
4,573.3 |
4,429.5 |
|
R3 |
4,545.7 |
4,503.3 |
4,410.3 |
|
R2 |
4,475.7 |
4,475.7 |
4,403.8 |
|
R1 |
4,433.3 |
4,433.3 |
4,397.4 |
4,419.5 |
PP |
4,405.7 |
4,405.7 |
4,405.7 |
4,398.8 |
S1 |
4,363.3 |
4,363.3 |
4,384.6 |
4,349.5 |
S2 |
4,335.7 |
4,335.7 |
4,378.2 |
|
S3 |
4,265.7 |
4,293.3 |
4,371.8 |
|
S4 |
4,195.7 |
4,223.3 |
4,352.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,441.0 |
4,285.0 |
156.0 |
3.6% |
33.8 |
0.8% |
9% |
False |
False |
25,030 |
10 |
4,448.0 |
4,285.0 |
163.0 |
3.8% |
36.9 |
0.9% |
9% |
False |
False |
23,988 |
20 |
4,448.0 |
4,245.0 |
203.0 |
4.7% |
32.9 |
0.8% |
27% |
False |
False |
23,442 |
40 |
4,448.0 |
4,196.0 |
252.0 |
5.9% |
34.7 |
0.8% |
41% |
False |
False |
27,968 |
60 |
4,448.0 |
4,150.0 |
298.0 |
6.9% |
26.8 |
0.6% |
50% |
False |
False |
18,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,498.0 |
2.618 |
4,432.7 |
1.618 |
4,392.7 |
1.000 |
4,368.0 |
0.618 |
4,352.7 |
HIGH |
4,328.0 |
0.618 |
4,312.7 |
0.500 |
4,308.0 |
0.382 |
4,303.3 |
LOW |
4,288.0 |
0.618 |
4,263.3 |
1.000 |
4,248.0 |
1.618 |
4,223.3 |
2.618 |
4,183.3 |
4.250 |
4,118.0 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
4,308.0 |
4,354.5 |
PP |
4,305.0 |
4,336.0 |
S1 |
4,302.0 |
4,317.5 |
|