Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
9,270 |
9,155 |
-115 |
-1.2% |
9,570 |
High |
9,270 |
9,240 |
-30 |
-0.3% |
9,580 |
Low |
9,145 |
9,085 |
-60 |
-0.7% |
9,145 |
Close |
9,155 |
9,210 |
55 |
0.6% |
9,155 |
Range |
125 |
155 |
30 |
24.0% |
435 |
ATR |
150 |
150 |
0 |
0.2% |
0 |
Volume |
3,315 |
4,889 |
1,574 |
47.5% |
17,790 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,643 |
9,582 |
9,295 |
|
R3 |
9,488 |
9,427 |
9,253 |
|
R2 |
9,333 |
9,333 |
9,239 |
|
R1 |
9,272 |
9,272 |
9,224 |
9,303 |
PP |
9,178 |
9,178 |
9,178 |
9,194 |
S1 |
9,117 |
9,117 |
9,196 |
9,148 |
S2 |
9,023 |
9,023 |
9,182 |
|
S3 |
8,868 |
8,962 |
9,168 |
|
S4 |
8,713 |
8,807 |
9,125 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,598 |
10,312 |
9,394 |
|
R3 |
10,163 |
9,877 |
9,275 |
|
R2 |
9,728 |
9,728 |
9,235 |
|
R1 |
9,442 |
9,442 |
9,195 |
9,368 |
PP |
9,293 |
9,293 |
9,293 |
9,256 |
S1 |
9,007 |
9,007 |
9,115 |
8,933 |
S2 |
8,858 |
8,858 |
9,075 |
|
S3 |
8,423 |
8,572 |
9,036 |
|
S4 |
7,988 |
8,137 |
8,916 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,480 |
9,085 |
395 |
4.3% |
141 |
1.5% |
32% |
False |
True |
3,866 |
10 |
9,715 |
9,085 |
630 |
6.8% |
141 |
1.5% |
20% |
False |
True |
3,737 |
20 |
9,715 |
9,085 |
630 |
6.8% |
153 |
1.7% |
20% |
False |
True |
3,742 |
40 |
10,230 |
9,085 |
1,145 |
12.4% |
148 |
1.6% |
11% |
False |
True |
4,510 |
60 |
10,230 |
8,600 |
1,630 |
17.7% |
121 |
1.3% |
37% |
False |
False |
4,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,899 |
2.618 |
9,646 |
1.618 |
9,491 |
1.000 |
9,395 |
0.618 |
9,336 |
HIGH |
9,240 |
0.618 |
9,181 |
0.500 |
9,163 |
0.382 |
9,144 |
LOW |
9,085 |
0.618 |
8,989 |
1.000 |
8,930 |
1.618 |
8,834 |
2.618 |
8,679 |
4.250 |
8,426 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
9,194 |
9,228 |
PP |
9,178 |
9,222 |
S1 |
9,163 |
9,216 |
|