Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
8,850 |
8,770 |
-80 |
-0.9% |
9,155 |
High |
8,890 |
8,880 |
-10 |
-0.1% |
9,240 |
Low |
8,725 |
8,670 |
-55 |
-0.6% |
8,935 |
Close |
8,770 |
8,685 |
-85 |
-1.0% |
8,970 |
Range |
165 |
210 |
45 |
27.3% |
305 |
ATR |
151 |
155 |
4 |
2.8% |
0 |
Volume |
5,942 |
5,285 |
-657 |
-11.1% |
31,823 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,375 |
9,240 |
8,801 |
|
R3 |
9,165 |
9,030 |
8,743 |
|
R2 |
8,955 |
8,955 |
8,724 |
|
R1 |
8,820 |
8,820 |
8,704 |
8,783 |
PP |
8,745 |
8,745 |
8,745 |
8,726 |
S1 |
8,610 |
8,610 |
8,666 |
8,573 |
S2 |
8,535 |
8,535 |
8,647 |
|
S3 |
8,325 |
8,400 |
8,627 |
|
S4 |
8,115 |
8,190 |
8,570 |
|
|
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 |
9,070 |
8,670 |
400 |
4.6% |
162 |
1.9% |
4% |
False |
True |
5,802 |
10 |
9,270 |
8,670 |
600 |
6.9% |
156 |
1.8% |
3% |
False |
True |
5,731 |
20 |
9,715 |
8,670 |
1,045 |
12.0% |
151 |
1.7% |
1% |
False |
True |
4,647 |
40 |
10,230 |
8,670 |
1,560 |
18.0% |
155 |
1.8% |
1% |
False |
True |
4,688 |
60 |
10,230 |
8,670 |
1,560 |
18.0% |
142 |
1.6% |
1% |
False |
True |
4,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,773 |
2.618 |
9,430 |
1.618 |
9,220 |
1.000 |
9,090 |
0.618 |
9,010 |
HIGH |
8,880 |
0.618 |
8,800 |
0.500 |
8,775 |
0.382 |
8,750 |
LOW |
8,670 |
0.618 |
8,540 |
1.000 |
8,460 |
1.618 |
8,330 |
2.618 |
8,120 |
4.250 |
7,778 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,775 |
8,818 |
PP |
8,745 |
8,773 |
S1 |
8,715 |
8,729 |
|