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 |
4,264.0 |
4,247.0 |
-17.0 |
-0.4% |
4,310.0 |
High |
4,283.0 |
4,247.0 |
-36.0 |
-0.8% |
4,335.0 |
Low |
4,258.0 |
4,156.0 |
-102.0 |
-2.4% |
4,246.0 |
Close |
4,273.0 |
4,159.0 |
-114.0 |
-2.7% |
4,285.0 |
Range |
25.0 |
91.0 |
66.0 |
264.0% |
89.0 |
ATR |
42.9 |
48.2 |
5.3 |
12.3% |
0.0 |
Volume |
24,122 |
45,204 |
21,082 |
87.4% |
151,002 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,460.3 |
4,400.7 |
4,209.1 |
|
R3 |
4,369.3 |
4,309.7 |
4,184.0 |
|
R2 |
4,278.3 |
4,278.3 |
4,175.7 |
|
R1 |
4,218.7 |
4,218.7 |
4,167.3 |
4,203.0 |
PP |
4,187.3 |
4,187.3 |
4,187.3 |
4,179.5 |
S1 |
4,127.7 |
4,127.7 |
4,150.7 |
4,112.0 |
S2 |
4,096.3 |
4,096.3 |
4,142.3 |
|
S3 |
4,005.3 |
4,036.7 |
4,134.0 |
|
S4 |
3,914.3 |
3,945.7 |
4,109.0 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.7 |
4,509.3 |
4,334.0 |
|
R3 |
4,466.7 |
4,420.3 |
4,309.5 |
|
R2 |
4,377.7 |
4,377.7 |
4,301.3 |
|
R1 |
4,331.3 |
4,331.3 |
4,293.2 |
4,310.0 |
PP |
4,288.7 |
4,288.7 |
4,288.7 |
4,278.0 |
S1 |
4,242.3 |
4,242.3 |
4,276.8 |
4,221.0 |
S2 |
4,199.7 |
4,199.7 |
4,268.7 |
|
S3 |
4,110.7 |
4,153.3 |
4,260.5 |
|
S4 |
4,021.7 |
4,064.3 |
4,236.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,314.0 |
4,156.0 |
158.0 |
3.8% |
46.0 |
1.1% |
2% |
False |
True |
30,302 |
10 |
4,440.0 |
4,156.0 |
284.0 |
6.8% |
42.2 |
1.0% |
1% |
False |
True |
28,990 |
20 |
4,448.0 |
4,156.0 |
292.0 |
7.0% |
36.8 |
0.9% |
1% |
False |
True |
25,554 |
40 |
4,448.0 |
4,156.0 |
292.0 |
7.0% |
37.0 |
0.9% |
1% |
False |
True |
25,685 |
60 |
4,448.0 |
4,150.0 |
298.0 |
7.2% |
31.0 |
0.7% |
3% |
False |
False |
21,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,633.8 |
2.618 |
4,485.2 |
1.618 |
4,394.2 |
1.000 |
4,338.0 |
0.618 |
4,303.2 |
HIGH |
4,247.0 |
0.618 |
4,212.2 |
0.500 |
4,201.5 |
0.382 |
4,190.8 |
LOW |
4,156.0 |
0.618 |
4,099.8 |
1.000 |
4,065.0 |
1.618 |
4,008.8 |
2.618 |
3,917.8 |
4.250 |
3,769.3 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
4,201.5 |
4,235.0 |
PP |
4,187.3 |
4,209.7 |
S1 |
4,173.2 |
4,184.3 |
|