Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
9,070 |
8,950 |
-120 |
-1.3% |
9,155 |
High |
9,070 |
9,035 |
-35 |
-0.4% |
9,240 |
Low |
8,935 |
8,865 |
-70 |
-0.8% |
8,935 |
Close |
8,970 |
8,870 |
-100 |
-1.1% |
8,970 |
Range |
135 |
170 |
35 |
25.9% |
305 |
ATR |
150 |
152 |
1 |
0.9% |
0 |
Volume |
6,829 |
5,644 |
-1,185 |
-17.4% |
31,823 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,433 |
9,322 |
8,964 |
|
R3 |
9,263 |
9,152 |
8,917 |
|
R2 |
9,093 |
9,093 |
8,901 |
|
R1 |
8,982 |
8,982 |
8,886 |
8,953 |
PP |
8,923 |
8,923 |
8,923 |
8,909 |
S1 |
8,812 |
8,812 |
8,855 |
8,783 |
S2 |
8,753 |
8,753 |
8,839 |
|
S3 |
8,583 |
8,642 |
8,823 |
|
S4 |
8,413 |
8,472 |
8,777 |
|
|
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 |
9,220 |
8,865 |
355 |
4.0% |
155 |
1.7% |
1% |
False |
True |
6,515 |
10 |
9,480 |
8,865 |
615 |
6.9% |
148 |
1.7% |
1% |
False |
True |
5,191 |
20 |
9,715 |
8,865 |
850 |
9.6% |
147 |
1.7% |
1% |
False |
True |
4,212 |
40 |
10,230 |
8,865 |
1,365 |
15.4% |
150 |
1.7% |
0% |
False |
True |
4,566 |
60 |
10,230 |
8,605 |
1,625 |
18.3% |
134 |
1.5% |
16% |
False |
False |
4,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,758 |
2.618 |
9,480 |
1.618 |
9,310 |
1.000 |
9,205 |
0.618 |
9,140 |
HIGH |
9,035 |
0.618 |
8,970 |
0.500 |
8,950 |
0.382 |
8,930 |
LOW |
8,865 |
0.618 |
8,760 |
1.000 |
8,695 |
1.618 |
8,590 |
2.618 |
8,420 |
4.250 |
8,143 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,950 |
8,983 |
PP |
8,923 |
8,945 |
S1 |
8,897 |
8,908 |
|