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 |
4,247.0 |
4,161.0 |
-86.0 |
-2.0% |
4,310.0 |
High |
4,247.0 |
4,188.0 |
-59.0 |
-1.4% |
4,335.0 |
Low |
4,156.0 |
4,141.0 |
-15.0 |
-0.4% |
4,246.0 |
Close |
4,159.0 |
4,160.0 |
1.0 |
0.0% |
4,285.0 |
Range |
91.0 |
47.0 |
-44.0 |
-48.4% |
89.0 |
ATR |
48.2 |
48.1 |
-0.1 |
-0.2% |
0.0 |
Volume |
45,204 |
34,024 |
-11,180 |
-24.7% |
151,002 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,304.0 |
4,279.0 |
4,185.9 |
|
R3 |
4,257.0 |
4,232.0 |
4,172.9 |
|
R2 |
4,210.0 |
4,210.0 |
4,168.6 |
|
R1 |
4,185.0 |
4,185.0 |
4,164.3 |
4,174.0 |
PP |
4,163.0 |
4,163.0 |
4,163.0 |
4,157.5 |
S1 |
4,138.0 |
4,138.0 |
4,155.7 |
4,127.0 |
S2 |
4,116.0 |
4,116.0 |
4,151.4 |
|
S3 |
4,069.0 |
4,091.0 |
4,147.1 |
|
S4 |
4,022.0 |
4,044.0 |
4,134.2 |
|
|
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 |
4,141.0 |
173.0 |
4.2% |
47.2 |
1.1% |
11% |
False |
True |
30,754 |
10 |
4,424.0 |
4,141.0 |
283.0 |
6.8% |
45.1 |
1.1% |
7% |
False |
True |
30,087 |
20 |
4,448.0 |
4,141.0 |
307.0 |
7.4% |
37.9 |
0.9% |
6% |
False |
True |
25,919 |
40 |
4,448.0 |
4,141.0 |
307.0 |
7.4% |
37.5 |
0.9% |
6% |
False |
True |
25,909 |
60 |
4,448.0 |
4,141.0 |
307.0 |
7.4% |
31.8 |
0.8% |
6% |
False |
True |
22,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,387.8 |
2.618 |
4,311.0 |
1.618 |
4,264.0 |
1.000 |
4,235.0 |
0.618 |
4,217.0 |
HIGH |
4,188.0 |
0.618 |
4,170.0 |
0.500 |
4,164.5 |
0.382 |
4,159.0 |
LOW |
4,141.0 |
0.618 |
4,112.0 |
1.000 |
4,094.0 |
1.618 |
4,065.0 |
2.618 |
4,018.0 |
4.250 |
3,941.3 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
4,164.5 |
4,212.0 |
PP |
4,163.0 |
4,194.7 |
S1 |
4,161.5 |
4,177.3 |
|