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 |
6,404.0 |
6,573.5 |
169.5 |
2.6% |
6,824.0 |
High |
6,599.0 |
6,582.0 |
-17.0 |
-0.3% |
6,885.0 |
Low |
6,370.0 |
6,416.5 |
46.5 |
0.7% |
6,538.0 |
Close |
6,587.5 |
6,445.0 |
-142.5 |
-2.2% |
6,565.0 |
Range |
229.0 |
165.5 |
-63.5 |
-27.7% |
347.0 |
ATR |
155.7 |
156.8 |
1.1 |
0.7% |
0.0 |
Volume |
137,082 |
171,205 |
34,123 |
24.9% |
570,296 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,977.7 |
6,876.8 |
6,536.0 |
|
R3 |
6,812.2 |
6,711.3 |
6,490.5 |
|
R2 |
6,646.7 |
6,646.7 |
6,475.3 |
|
R1 |
6,545.8 |
6,545.8 |
6,460.2 |
6,513.5 |
PP |
6,481.2 |
6,481.2 |
6,481.2 |
6,465.0 |
S1 |
6,380.3 |
6,380.3 |
6,429.8 |
6,348.0 |
S2 |
6,315.7 |
6,315.7 |
6,414.7 |
|
S3 |
6,150.2 |
6,214.8 |
6,399.5 |
|
S4 |
5,984.7 |
6,049.3 |
6,354.0 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,703.7 |
7,481.3 |
6,755.9 |
|
R3 |
7,356.7 |
7,134.3 |
6,660.4 |
|
R2 |
7,009.7 |
7,009.7 |
6,628.6 |
|
R1 |
6,787.3 |
6,787.3 |
6,596.8 |
6,725.0 |
PP |
6,662.7 |
6,662.7 |
6,662.7 |
6,631.5 |
S1 |
6,440.3 |
6,440.3 |
6,533.2 |
6,378.0 |
S2 |
6,315.7 |
6,315.7 |
6,501.4 |
|
S3 |
5,968.7 |
6,093.3 |
6,469.6 |
|
S4 |
5,621.7 |
5,746.3 |
6,374.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,885.0 |
6,370.0 |
515.0 |
8.0% |
182.2 |
2.8% |
15% |
False |
False |
154,062 |
10 |
6,885.0 |
6,370.0 |
515.0 |
8.0% |
157.4 |
2.4% |
15% |
False |
False |
147,146 |
20 |
6,885.0 |
6,370.0 |
515.0 |
8.0% |
159.5 |
2.5% |
15% |
False |
False |
156,419 |
40 |
7,211.0 |
6,370.0 |
841.0 |
13.0% |
139.3 |
2.2% |
9% |
False |
False |
141,145 |
60 |
7,211.0 |
6,370.0 |
841.0 |
13.0% |
129.8 |
2.0% |
9% |
False |
False |
94,750 |
80 |
7,211.0 |
6,096.5 |
1,114.5 |
17.3% |
121.4 |
1.9% |
31% |
False |
False |
71,158 |
100 |
7,211.0 |
5,641.5 |
1,569.5 |
24.4% |
119.5 |
1.9% |
51% |
False |
False |
57,191 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
28.0% |
125.0 |
1.9% |
57% |
False |
False |
47,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,285.4 |
2.618 |
7,015.3 |
1.618 |
6,849.8 |
1.000 |
6,747.5 |
0.618 |
6,684.3 |
HIGH |
6,582.0 |
0.618 |
6,518.8 |
0.500 |
6,499.3 |
0.382 |
6,479.7 |
LOW |
6,416.5 |
0.618 |
6,314.2 |
1.000 |
6,251.0 |
1.618 |
6,148.7 |
2.618 |
5,983.2 |
4.250 |
5,713.1 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
6,499.3 |
6,530.8 |
PP |
6,481.2 |
6,502.2 |
S1 |
6,463.1 |
6,473.6 |
|