Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,359.00 |
1,351.25 |
-7.75 |
-0.6% |
1,400.25 |
High |
1,360.75 |
1,363.75 |
3.00 |
0.2% |
1,411.50 |
Low |
1,339.25 |
1,345.75 |
6.50 |
0.5% |
1,361.50 |
Close |
1,351.00 |
1,357.50 |
6.50 |
0.5% |
1,362.50 |
Range |
21.50 |
18.00 |
-3.50 |
-16.3% |
50.00 |
ATR |
19.15 |
19.07 |
-0.08 |
-0.4% |
0.00 |
Volume |
2,523,171 |
1,836,066 |
-687,105 |
-27.2% |
8,139,327 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.75 |
1,401.50 |
1,367.50 |
|
R3 |
1,391.75 |
1,383.50 |
1,362.50 |
|
R2 |
1,373.75 |
1,373.75 |
1,360.75 |
|
R1 |
1,365.50 |
1,365.50 |
1,359.25 |
1,369.50 |
PP |
1,355.75 |
1,355.75 |
1,355.75 |
1,357.75 |
S1 |
1,347.50 |
1,347.50 |
1,355.75 |
1,351.50 |
S2 |
1,337.75 |
1,337.75 |
1,354.25 |
|
S3 |
1,319.75 |
1,329.50 |
1,352.50 |
|
S4 |
1,301.75 |
1,311.50 |
1,347.50 |
|
|
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 |
1,389.00 |
1,339.25 |
49.75 |
3.7% |
23.75 |
1.8% |
37% |
False |
False |
2,069,438 |
10 |
1,411.50 |
1,339.25 |
72.25 |
5.3% |
20.25 |
1.5% |
25% |
False |
False |
1,802,232 |
20 |
1,411.50 |
1,339.25 |
72.25 |
5.3% |
19.25 |
1.4% |
25% |
False |
False |
1,841,263 |
40 |
1,419.75 |
1,339.25 |
80.50 |
5.9% |
17.50 |
1.3% |
23% |
False |
False |
1,746,813 |
60 |
1,419.75 |
1,327.75 |
92.00 |
6.8% |
16.50 |
1.2% |
32% |
False |
False |
1,330,713 |
80 |
1,419.75 |
1,281.25 |
138.50 |
10.2% |
15.75 |
1.2% |
55% |
False |
False |
999,004 |
100 |
1,419.75 |
1,190.00 |
229.75 |
16.9% |
16.00 |
1.2% |
73% |
False |
False |
799,457 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.6% |
16.50 |
1.2% |
78% |
False |
False |
666,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.25 |
2.618 |
1,410.75 |
1.618 |
1,392.75 |
1.000 |
1,381.75 |
0.618 |
1,374.75 |
HIGH |
1,363.75 |
0.618 |
1,356.75 |
0.500 |
1,354.75 |
0.382 |
1,352.75 |
LOW |
1,345.75 |
0.618 |
1,334.75 |
1.000 |
1,327.75 |
1.618 |
1,316.75 |
2.618 |
1,298.75 |
4.250 |
1,269.25 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,356.50 |
1,356.25 |
PP |
1,355.75 |
1,355.00 |
S1 |
1,354.75 |
1,353.50 |
|