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 |
9,155 |
9,205 |
50 |
0.5% |
9,570 |
High |
9,240 |
9,220 |
-20 |
-0.2% |
9,580 |
Low |
9,085 |
9,045 |
-40 |
-0.4% |
9,145 |
Close |
9,210 |
9,105 |
-105 |
-1.1% |
9,155 |
Range |
155 |
175 |
20 |
12.9% |
435 |
ATR |
150 |
152 |
2 |
1.2% |
0 |
Volume |
4,889 |
4,424 |
-465 |
-9.5% |
17,790 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,648 |
9,552 |
9,201 |
|
R3 |
9,473 |
9,377 |
9,153 |
|
R2 |
9,298 |
9,298 |
9,137 |
|
R1 |
9,202 |
9,202 |
9,121 |
9,163 |
PP |
9,123 |
9,123 |
9,123 |
9,104 |
S1 |
9,027 |
9,027 |
9,089 |
8,988 |
S2 |
8,948 |
8,948 |
9,073 |
|
S3 |
8,773 |
8,852 |
9,057 |
|
S4 |
8,598 |
8,677 |
9,009 |
|
|
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 |
9,430 |
9,045 |
385 |
4.2% |
141 |
1.5% |
16% |
False |
True |
3,938 |
10 |
9,715 |
9,045 |
670 |
7.4% |
148 |
1.6% |
9% |
False |
True |
3,896 |
20 |
9,715 |
9,045 |
670 |
7.4% |
146 |
1.6% |
9% |
False |
True |
3,570 |
40 |
10,230 |
9,045 |
1,185 |
13.0% |
147 |
1.6% |
5% |
False |
True |
4,539 |
60 |
10,230 |
8,600 |
1,630 |
17.9% |
124 |
1.4% |
31% |
False |
False |
4,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,964 |
2.618 |
9,678 |
1.618 |
9,503 |
1.000 |
9,395 |
0.618 |
9,328 |
HIGH |
9,220 |
0.618 |
9,153 |
0.500 |
9,133 |
0.382 |
9,112 |
LOW |
9,045 |
0.618 |
8,937 |
1.000 |
8,870 |
1.618 |
8,762 |
2.618 |
8,587 |
4.250 |
8,301 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
9,133 |
9,158 |
PP |
9,123 |
9,140 |
S1 |
9,114 |
9,123 |
|