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 |
9,205 |
9,120 |
-85 |
-0.9% |
9,570 |
High |
9,220 |
9,120 |
-100 |
-1.1% |
9,580 |
Low |
9,045 |
8,945 |
-100 |
-1.1% |
9,145 |
Close |
9,105 |
9,010 |
-95 |
-1.0% |
9,155 |
Range |
175 |
175 |
0 |
0.0% |
435 |
ATR |
152 |
154 |
2 |
1.1% |
0 |
Volume |
4,424 |
11,392 |
6,968 |
157.5% |
17,790 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,550 |
9,455 |
9,106 |
|
R3 |
9,375 |
9,280 |
9,058 |
|
R2 |
9,200 |
9,200 |
9,042 |
|
R1 |
9,105 |
9,105 |
9,026 |
9,065 |
PP |
9,025 |
9,025 |
9,025 |
9,005 |
S1 |
8,930 |
8,930 |
8,994 |
8,890 |
S2 |
8,850 |
8,850 |
8,978 |
|
S3 |
8,675 |
8,755 |
8,962 |
|
S4 |
8,500 |
8,580 |
8,914 |
|
|
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 |
9,370 |
8,945 |
425 |
4.7% |
151 |
1.7% |
15% |
False |
True |
5,322 |
10 |
9,715 |
8,945 |
770 |
8.5% |
159 |
1.8% |
8% |
False |
True |
4,730 |
20 |
9,715 |
8,945 |
770 |
8.5% |
146 |
1.6% |
8% |
False |
True |
3,863 |
40 |
10,230 |
8,945 |
1,285 |
14.3% |
146 |
1.6% |
5% |
False |
True |
4,584 |
60 |
10,230 |
8,600 |
1,630 |
18.1% |
127 |
1.4% |
25% |
False |
False |
4,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,864 |
2.618 |
9,578 |
1.618 |
9,403 |
1.000 |
9,295 |
0.618 |
9,228 |
HIGH |
9,120 |
0.618 |
9,053 |
0.500 |
9,033 |
0.382 |
9,012 |
LOW |
8,945 |
0.618 |
8,837 |
1.000 |
8,770 |
1.618 |
8,662 |
2.618 |
8,487 |
4.250 |
8,201 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
9,033 |
9,093 |
PP |
9,025 |
9,065 |
S1 |
9,018 |
9,038 |
|