Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
4,326.0 |
4,280.0 |
-46.0 |
-1.1% |
4,400.0 |
High |
4,328.0 |
4,288.0 |
-40.0 |
-0.9% |
4,448.0 |
Low |
4,288.0 |
4,246.0 |
-42.0 |
-1.0% |
4,378.0 |
Close |
4,299.0 |
4,280.0 |
-19.0 |
-0.4% |
4,391.0 |
Range |
40.0 |
42.0 |
2.0 |
5.0% |
70.0 |
ATR |
43.8 |
44.5 |
0.7 |
1.5% |
0.0 |
Volume |
24,180 |
34,092 |
9,912 |
41.0% |
108,214 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,397.3 |
4,380.7 |
4,303.1 |
|
R3 |
4,355.3 |
4,338.7 |
4,291.6 |
|
R2 |
4,313.3 |
4,313.3 |
4,287.7 |
|
R1 |
4,296.7 |
4,296.7 |
4,283.9 |
4,301.0 |
PP |
4,271.3 |
4,271.3 |
4,271.3 |
4,273.5 |
S1 |
4,254.7 |
4,254.7 |
4,276.2 |
4,259.0 |
S2 |
4,229.3 |
4,229.3 |
4,272.3 |
|
S3 |
4,187.3 |
4,212.7 |
4,268.5 |
|
S4 |
4,145.3 |
4,170.7 |
4,256.9 |
|
|
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 |
4,440.0 |
4,246.0 |
194.0 |
4.5% |
38.4 |
0.9% |
18% |
False |
True |
27,679 |
10 |
4,448.0 |
4,246.0 |
202.0 |
4.7% |
36.8 |
0.9% |
17% |
False |
True |
24,742 |
20 |
4,448.0 |
4,245.0 |
203.0 |
4.7% |
33.6 |
0.8% |
17% |
False |
False |
24,003 |
40 |
4,448.0 |
4,207.0 |
241.0 |
5.6% |
34.8 |
0.8% |
30% |
False |
False |
28,545 |
60 |
4,448.0 |
4,150.0 |
298.0 |
7.0% |
27.5 |
0.6% |
44% |
False |
False |
19,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,466.5 |
2.618 |
4,398.0 |
1.618 |
4,356.0 |
1.000 |
4,330.0 |
0.618 |
4,314.0 |
HIGH |
4,288.0 |
0.618 |
4,272.0 |
0.500 |
4,267.0 |
0.382 |
4,262.0 |
LOW |
4,246.0 |
0.618 |
4,220.0 |
1.000 |
4,204.0 |
1.618 |
4,178.0 |
2.618 |
4,136.0 |
4.250 |
4,067.5 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
4,275.7 |
4,290.5 |
PP |
4,271.3 |
4,287.0 |
S1 |
4,267.0 |
4,283.5 |
|