Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
9,120 |
9,010 |
-110 |
-1.2% |
9,570 |
High |
9,120 |
9,100 |
-20 |
-0.2% |
9,580 |
Low |
8,945 |
8,980 |
35 |
0.4% |
9,145 |
Close |
9,010 |
9,070 |
60 |
0.7% |
9,155 |
Range |
175 |
120 |
-55 |
-31.4% |
435 |
ATR |
154 |
151 |
-2 |
-1.6% |
0 |
Volume |
11,392 |
4,289 |
-7,103 |
-62.4% |
17,790 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,410 |
9,360 |
9,136 |
|
R3 |
9,290 |
9,240 |
9,103 |
|
R2 |
9,170 |
9,170 |
9,092 |
|
R1 |
9,120 |
9,120 |
9,081 |
9,145 |
PP |
9,050 |
9,050 |
9,050 |
9,063 |
S1 |
9,000 |
9,000 |
9,059 |
9,025 |
S2 |
8,930 |
8,930 |
9,048 |
|
S3 |
8,810 |
8,880 |
9,037 |
|
S4 |
8,690 |
8,760 |
9,004 |
|
|
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 |
9,270 |
8,945 |
325 |
3.6% |
150 |
1.7% |
38% |
False |
False |
5,661 |
10 |
9,715 |
8,945 |
770 |
8.5% |
159 |
1.7% |
16% |
False |
False |
4,734 |
20 |
9,715 |
8,945 |
770 |
8.5% |
144 |
1.6% |
16% |
False |
False |
3,912 |
40 |
10,230 |
8,945 |
1,285 |
14.2% |
147 |
1.6% |
10% |
False |
False |
4,556 |
60 |
10,230 |
8,600 |
1,630 |
18.0% |
129 |
1.4% |
29% |
False |
False |
4,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,610 |
2.618 |
9,414 |
1.618 |
9,294 |
1.000 |
9,220 |
0.618 |
9,174 |
HIGH |
9,100 |
0.618 |
9,054 |
0.500 |
9,040 |
0.382 |
9,026 |
LOW |
8,980 |
0.618 |
8,906 |
1.000 |
8,860 |
1.618 |
8,786 |
2.618 |
8,666 |
4.250 |
8,470 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
9,060 |
9,083 |
PP |
9,050 |
9,078 |
S1 |
9,040 |
9,074 |
|