Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,386.50 |
1,354.00 |
-32.50 |
-2.3% |
1,400.25 |
High |
1,389.00 |
1,370.25 |
-18.75 |
-1.3% |
1,411.50 |
Low |
1,361.50 |
1,342.50 |
-19.00 |
-1.4% |
1,361.50 |
Close |
1,362.50 |
1,365.75 |
3.25 |
0.2% |
1,362.50 |
Range |
27.50 |
27.75 |
0.25 |
0.9% |
50.00 |
ATR |
17.86 |
18.56 |
0.71 |
4.0% |
0.00 |
Volume |
2,074,698 |
1,606,353 |
-468,345 |
-22.6% |
8,139,327 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.75 |
1,432.00 |
1,381.00 |
|
R3 |
1,415.00 |
1,404.25 |
1,373.50 |
|
R2 |
1,387.25 |
1,387.25 |
1,370.75 |
|
R1 |
1,376.50 |
1,376.50 |
1,368.25 |
1,382.00 |
PP |
1,359.50 |
1,359.50 |
1,359.50 |
1,362.25 |
S1 |
1,348.75 |
1,348.75 |
1,363.25 |
1,354.00 |
S2 |
1,331.75 |
1,331.75 |
1,360.75 |
|
S3 |
1,304.00 |
1,321.00 |
1,358.00 |
|
S4 |
1,276.25 |
1,293.25 |
1,350.50 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.50 |
1,495.50 |
1,390.00 |
|
R3 |
1,478.50 |
1,445.50 |
1,376.25 |
|
R2 |
1,428.50 |
1,428.50 |
1,371.75 |
|
R1 |
1,395.50 |
1,395.50 |
1,367.00 |
1,387.00 |
PP |
1,378.50 |
1,378.50 |
1,378.50 |
1,374.25 |
S1 |
1,345.50 |
1,345.50 |
1,358.00 |
1,337.00 |
S2 |
1,328.50 |
1,328.50 |
1,353.25 |
|
S3 |
1,278.50 |
1,295.50 |
1,348.75 |
|
S4 |
1,228.50 |
1,245.50 |
1,335.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,411.50 |
1,342.50 |
69.00 |
5.1% |
21.75 |
1.6% |
34% |
False |
True |
1,685,188 |
10 |
1,411.50 |
1,342.50 |
69.00 |
5.1% |
18.50 |
1.3% |
34% |
False |
True |
1,628,919 |
20 |
1,411.50 |
1,342.50 |
69.00 |
5.1% |
19.25 |
1.4% |
34% |
False |
True |
1,813,340 |
40 |
1,419.75 |
1,342.50 |
77.25 |
5.7% |
17.00 |
1.2% |
30% |
False |
True |
1,747,944 |
60 |
1,419.75 |
1,327.75 |
92.00 |
6.7% |
16.00 |
1.2% |
41% |
False |
False |
1,219,695 |
80 |
1,419.75 |
1,267.50 |
152.25 |
11.1% |
15.75 |
1.2% |
65% |
False |
False |
915,740 |
100 |
1,419.75 |
1,190.00 |
229.75 |
16.8% |
16.00 |
1.2% |
76% |
False |
False |
732,804 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
16.25 |
1.2% |
81% |
False |
False |
610,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,488.25 |
2.618 |
1,443.00 |
1.618 |
1,415.25 |
1.000 |
1,398.00 |
0.618 |
1,387.50 |
HIGH |
1,370.25 |
0.618 |
1,359.75 |
0.500 |
1,356.50 |
0.382 |
1,353.00 |
LOW |
1,342.50 |
0.618 |
1,325.25 |
1.000 |
1,314.75 |
1.618 |
1,297.50 |
2.618 |
1,269.75 |
4.250 |
1,224.50 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,362.50 |
1,372.50 |
PP |
1,359.50 |
1,370.25 |
S1 |
1,356.50 |
1,368.00 |
|