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 |
6,573.5 |
6,510.0 |
-63.5 |
-1.0% |
6,824.0 |
High |
6,582.0 |
6,511.5 |
-70.5 |
-1.1% |
6,885.0 |
Low |
6,416.5 |
6,377.5 |
-39.0 |
-0.6% |
6,538.0 |
Close |
6,445.0 |
6,481.0 |
36.0 |
0.6% |
6,565.0 |
Range |
165.5 |
134.0 |
-31.5 |
-19.0% |
347.0 |
ATR |
156.8 |
155.1 |
-1.6 |
-1.0% |
0.0 |
Volume |
171,205 |
207,885 |
36,680 |
21.4% |
570,296 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,858.7 |
6,803.8 |
6,554.7 |
|
R3 |
6,724.7 |
6,669.8 |
6,517.9 |
|
R2 |
6,590.7 |
6,590.7 |
6,505.6 |
|
R1 |
6,535.8 |
6,535.8 |
6,493.3 |
6,496.3 |
PP |
6,456.7 |
6,456.7 |
6,456.7 |
6,436.9 |
S1 |
6,401.8 |
6,401.8 |
6,468.7 |
6,362.3 |
S2 |
6,322.7 |
6,322.7 |
6,456.4 |
|
S3 |
6,188.7 |
6,267.8 |
6,444.2 |
|
S4 |
6,054.7 |
6,133.8 |
6,407.3 |
|
|
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 |
6,799.0 |
6,370.0 |
429.0 |
6.6% |
165.7 |
2.6% |
26% |
False |
False |
164,498 |
10 |
6,885.0 |
6,370.0 |
515.0 |
7.9% |
160.9 |
2.5% |
22% |
False |
False |
153,334 |
20 |
6,885.0 |
6,370.0 |
515.0 |
7.9% |
157.1 |
2.4% |
22% |
False |
False |
158,158 |
40 |
7,211.0 |
6,370.0 |
841.0 |
13.0% |
140.6 |
2.2% |
13% |
False |
False |
146,146 |
60 |
7,211.0 |
6,370.0 |
841.0 |
13.0% |
130.2 |
2.0% |
13% |
False |
False |
98,209 |
80 |
7,211.0 |
6,117.5 |
1,093.5 |
16.9% |
121.0 |
1.9% |
33% |
False |
False |
73,753 |
100 |
7,211.0 |
5,641.5 |
1,569.5 |
24.2% |
119.4 |
1.8% |
53% |
False |
False |
59,134 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.8% |
125.2 |
1.9% |
59% |
False |
False |
49,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,081.0 |
2.618 |
6,862.3 |
1.618 |
6,728.3 |
1.000 |
6,645.5 |
0.618 |
6,594.3 |
HIGH |
6,511.5 |
0.618 |
6,460.3 |
0.500 |
6,444.5 |
0.382 |
6,428.7 |
LOW |
6,377.5 |
0.618 |
6,294.7 |
1.000 |
6,243.5 |
1.618 |
6,160.7 |
2.618 |
6,026.7 |
4.250 |
5,808.0 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
6,468.8 |
6,484.5 |
PP |
6,456.7 |
6,483.3 |
S1 |
6,444.5 |
6,482.2 |
|