Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
4,280.0 |
4,260.0 |
-20.0 |
-0.5% |
4,400.0 |
High |
4,288.0 |
4,301.0 |
13.0 |
0.3% |
4,448.0 |
Low |
4,246.0 |
4,260.0 |
14.0 |
0.3% |
4,378.0 |
Close |
4,280.0 |
4,301.0 |
21.0 |
0.5% |
4,391.0 |
Range |
42.0 |
41.0 |
-1.0 |
-2.4% |
70.0 |
ATR |
44.5 |
44.2 |
-0.2 |
-0.6% |
0.0 |
Volume |
34,092 |
31,763 |
-2,329 |
-6.8% |
108,214 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.3 |
4,396.7 |
4,323.6 |
|
R3 |
4,369.3 |
4,355.7 |
4,312.3 |
|
R2 |
4,328.3 |
4,328.3 |
4,308.5 |
|
R1 |
4,314.7 |
4,314.7 |
4,304.8 |
4,321.5 |
PP |
4,287.3 |
4,287.3 |
4,287.3 |
4,290.8 |
S1 |
4,273.7 |
4,273.7 |
4,297.2 |
4,280.5 |
S2 |
4,246.3 |
4,246.3 |
4,293.5 |
|
S3 |
4,205.3 |
4,232.7 |
4,289.7 |
|
S4 |
4,164.3 |
4,191.7 |
4,278.5 |
|
|
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 |
4,424.0 |
4,246.0 |
178.0 |
4.1% |
43.0 |
1.0% |
31% |
False |
False |
29,420 |
10 |
4,448.0 |
4,246.0 |
202.0 |
4.7% |
36.1 |
0.8% |
27% |
False |
False |
25,490 |
20 |
4,448.0 |
4,246.0 |
202.0 |
4.7% |
34.2 |
0.8% |
27% |
False |
False |
24,266 |
40 |
4,448.0 |
4,220.0 |
228.0 |
5.3% |
35.3 |
0.8% |
36% |
False |
False |
28,344 |
60 |
4,448.0 |
4,150.0 |
298.0 |
6.9% |
28.2 |
0.7% |
51% |
False |
False |
19,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,475.3 |
2.618 |
4,408.3 |
1.618 |
4,367.3 |
1.000 |
4,342.0 |
0.618 |
4,326.3 |
HIGH |
4,301.0 |
0.618 |
4,285.3 |
0.500 |
4,280.5 |
0.382 |
4,275.7 |
LOW |
4,260.0 |
0.618 |
4,234.7 |
1.000 |
4,219.0 |
1.618 |
4,193.7 |
2.618 |
4,152.7 |
4.250 |
4,085.8 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
4,294.2 |
4,296.3 |
PP |
4,287.3 |
4,291.7 |
S1 |
4,280.5 |
4,287.0 |
|