Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
5,711.0 |
5,631.0 |
-80.0 |
-1.4% |
5,742.0 |
High |
5,728.5 |
5,635.5 |
-93.0 |
-1.6% |
5,786.5 |
Low |
5,603.0 |
5,513.5 |
-89.5 |
-1.6% |
5,603.0 |
Close |
5,616.5 |
5,562.5 |
-54.0 |
-1.0% |
5,616.5 |
Range |
125.5 |
122.0 |
-3.5 |
-2.8% |
183.5 |
ATR |
86.1 |
88.7 |
2.6 |
3.0% |
0.0 |
Volume |
129,164 |
140,705 |
11,541 |
8.9% |
473,652 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,936.5 |
5,871.5 |
5,629.5 |
|
R3 |
5,814.5 |
5,749.5 |
5,596.0 |
|
R2 |
5,692.5 |
5,692.5 |
5,585.0 |
|
R1 |
5,627.5 |
5,627.5 |
5,573.5 |
5,599.0 |
PP |
5,570.5 |
5,570.5 |
5,570.5 |
5,556.0 |
S1 |
5,505.5 |
5,505.5 |
5,551.5 |
5,477.0 |
S2 |
5,448.5 |
5,448.5 |
5,540.0 |
|
S3 |
5,326.5 |
5,383.5 |
5,529.0 |
|
S4 |
5,204.5 |
5,261.5 |
5,495.5 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.0 |
6,101.5 |
5,717.5 |
|
R3 |
6,035.5 |
5,918.0 |
5,667.0 |
|
R2 |
5,852.0 |
5,852.0 |
5,650.0 |
|
R1 |
5,734.5 |
5,734.5 |
5,633.5 |
5,701.5 |
PP |
5,668.5 |
5,668.5 |
5,668.5 |
5,652.0 |
S1 |
5,551.0 |
5,551.0 |
5,599.5 |
5,518.0 |
S2 |
5,485.0 |
5,485.0 |
5,583.0 |
|
S3 |
5,301.5 |
5,367.5 |
5,566.0 |
|
S4 |
5,118.0 |
5,184.0 |
5,515.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,786.5 |
5,513.5 |
273.0 |
4.9% |
97.0 |
1.7% |
18% |
False |
True |
103,989 |
10 |
5,786.5 |
5,513.5 |
273.0 |
4.9% |
83.5 |
1.5% |
18% |
False |
True |
96,436 |
20 |
5,786.5 |
5,490.0 |
296.5 |
5.3% |
92.5 |
1.7% |
24% |
False |
False |
106,025 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
84.5 |
1.5% |
16% |
False |
False |
108,107 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
72.5 |
1.3% |
16% |
False |
False |
72,503 |
80 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
63.5 |
1.1% |
16% |
False |
False |
54,382 |
100 |
5,948.5 |
5,277.5 |
671.0 |
12.1% |
53.0 |
1.0% |
42% |
False |
False |
43,514 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.8% |
45.5 |
0.8% |
56% |
False |
False |
36,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,154.0 |
2.618 |
5,955.0 |
1.618 |
5,833.0 |
1.000 |
5,757.5 |
0.618 |
5,711.0 |
HIGH |
5,635.5 |
0.618 |
5,589.0 |
0.500 |
5,574.5 |
0.382 |
5,560.0 |
LOW |
5,513.5 |
0.618 |
5,438.0 |
1.000 |
5,391.5 |
1.618 |
5,316.0 |
2.618 |
5,194.0 |
4.250 |
4,995.0 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
5,574.5 |
5,641.0 |
PP |
5,570.5 |
5,614.5 |
S1 |
5,566.5 |
5,588.5 |
|