Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
9,010 |
9,070 |
60 |
0.7% |
9,155 |
High |
9,100 |
9,070 |
-30 |
-0.3% |
9,240 |
Low |
8,980 |
8,935 |
-45 |
-0.5% |
8,935 |
Close |
9,070 |
8,970 |
-100 |
-1.1% |
8,970 |
Range |
120 |
135 |
15 |
12.5% |
305 |
ATR |
151 |
150 |
-1 |
-0.8% |
0 |
Volume |
4,289 |
6,829 |
2,540 |
59.2% |
31,823 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,397 |
9,318 |
9,044 |
|
R3 |
9,262 |
9,183 |
9,007 |
|
R2 |
9,127 |
9,127 |
8,995 |
|
R1 |
9,048 |
9,048 |
8,983 |
9,020 |
PP |
8,992 |
8,992 |
8,992 |
8,978 |
S1 |
8,913 |
8,913 |
8,958 |
8,885 |
S2 |
8,857 |
8,857 |
8,945 |
|
S3 |
8,722 |
8,778 |
8,933 |
|
S4 |
8,587 |
8,643 |
8,896 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,963 |
9,772 |
9,138 |
|
R3 |
9,658 |
9,467 |
9,054 |
|
R2 |
9,353 |
9,353 |
9,026 |
|
R1 |
9,162 |
9,162 |
8,998 |
9,105 |
PP |
9,048 |
9,048 |
9,048 |
9,020 |
S1 |
8,857 |
8,857 |
8,942 |
8,800 |
S2 |
8,743 |
8,743 |
8,914 |
|
S3 |
8,438 |
8,552 |
8,886 |
|
S4 |
8,133 |
8,247 |
8,802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,240 |
8,935 |
305 |
3.4% |
152 |
1.7% |
11% |
False |
True |
6,364 |
10 |
9,580 |
8,935 |
645 |
7.2% |
148 |
1.6% |
5% |
False |
True |
4,961 |
20 |
9,715 |
8,935 |
780 |
8.7% |
143 |
1.6% |
4% |
False |
True |
4,106 |
40 |
10,230 |
8,935 |
1,295 |
14.4% |
148 |
1.7% |
3% |
False |
True |
4,607 |
60 |
10,230 |
8,605 |
1,625 |
18.1% |
131 |
1.5% |
22% |
False |
False |
4,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,644 |
2.618 |
9,424 |
1.618 |
9,289 |
1.000 |
9,205 |
0.618 |
9,154 |
HIGH |
9,070 |
0.618 |
9,019 |
0.500 |
9,003 |
0.382 |
8,987 |
LOW |
8,935 |
0.618 |
8,852 |
1.000 |
8,800 |
1.618 |
8,717 |
2.618 |
8,582 |
4.250 |
8,361 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
9,003 |
9,028 |
PP |
8,992 |
9,008 |
S1 |
8,981 |
8,989 |
|