Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,365.25 |
1,359.00 |
-6.25 |
-0.5% |
1,400.25 |
High |
1,368.00 |
1,360.75 |
-7.25 |
-0.5% |
1,411.50 |
Low |
1,343.75 |
1,339.25 |
-4.50 |
-0.3% |
1,361.50 |
Close |
1,358.50 |
1,351.00 |
-7.50 |
-0.6% |
1,362.50 |
Range |
24.25 |
21.50 |
-2.75 |
-11.3% |
50.00 |
ATR |
18.97 |
19.15 |
0.18 |
1.0% |
0.00 |
Volume |
2,306,906 |
2,523,171 |
216,265 |
9.4% |
8,139,327 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.75 |
1,404.50 |
1,362.75 |
|
R3 |
1,393.25 |
1,383.00 |
1,357.00 |
|
R2 |
1,371.75 |
1,371.75 |
1,355.00 |
|
R1 |
1,361.50 |
1,361.50 |
1,353.00 |
1,356.00 |
PP |
1,350.25 |
1,350.25 |
1,350.25 |
1,347.50 |
S1 |
1,340.00 |
1,340.00 |
1,349.00 |
1,334.50 |
S2 |
1,328.75 |
1,328.75 |
1,347.00 |
|
S3 |
1,307.25 |
1,318.50 |
1,345.00 |
|
S4 |
1,285.75 |
1,297.00 |
1,339.25 |
|
|
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 |
1,402.75 |
1,339.25 |
63.50 |
4.7% |
23.75 |
1.8% |
19% |
False |
True |
2,054,136 |
10 |
1,411.50 |
1,339.25 |
72.25 |
5.3% |
20.25 |
1.5% |
16% |
False |
True |
1,785,268 |
20 |
1,411.50 |
1,339.25 |
72.25 |
5.3% |
19.50 |
1.4% |
16% |
False |
True |
1,842,106 |
40 |
1,419.75 |
1,339.25 |
80.50 |
6.0% |
17.25 |
1.3% |
15% |
False |
True |
1,753,294 |
60 |
1,419.75 |
1,327.75 |
92.00 |
6.8% |
16.50 |
1.2% |
25% |
False |
False |
1,300,130 |
80 |
1,419.75 |
1,276.25 |
143.50 |
10.6% |
15.75 |
1.2% |
52% |
False |
False |
976,061 |
100 |
1,419.75 |
1,190.00 |
229.75 |
17.0% |
16.00 |
1.2% |
70% |
False |
False |
781,102 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.7% |
16.25 |
1.2% |
75% |
False |
False |
650,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.00 |
2.618 |
1,417.00 |
1.618 |
1,395.50 |
1.000 |
1,382.25 |
0.618 |
1,374.00 |
HIGH |
1,360.75 |
0.618 |
1,352.50 |
0.500 |
1,350.00 |
0.382 |
1,347.50 |
LOW |
1,339.25 |
0.618 |
1,326.00 |
1.000 |
1,317.75 |
1.618 |
1,304.50 |
2.618 |
1,283.00 |
4.250 |
1,248.00 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,350.75 |
1,354.75 |
PP |
1,350.25 |
1,353.50 |
S1 |
1,350.00 |
1,352.25 |
|