Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,351.25 |
1,357.50 |
6.25 |
0.5% |
1,354.00 |
High |
1,363.75 |
1,363.25 |
-0.50 |
0.0% |
1,370.25 |
Low |
1,345.75 |
1,344.00 |
-1.75 |
-0.1% |
1,339.25 |
Close |
1,357.50 |
1,350.00 |
-7.50 |
-0.6% |
1,350.00 |
Range |
18.00 |
19.25 |
1.25 |
6.9% |
31.00 |
ATR |
19.07 |
19.08 |
0.01 |
0.1% |
0.00 |
Volume |
1,836,066 |
1,839,116 |
3,050 |
0.2% |
10,111,612 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.25 |
1,399.25 |
1,360.50 |
|
R3 |
1,391.00 |
1,380.00 |
1,355.25 |
|
R2 |
1,371.75 |
1,371.75 |
1,353.50 |
|
R1 |
1,360.75 |
1,360.75 |
1,351.75 |
1,356.50 |
PP |
1,352.50 |
1,352.50 |
1,352.50 |
1,350.25 |
S1 |
1,341.50 |
1,341.50 |
1,348.25 |
1,337.50 |
S2 |
1,333.25 |
1,333.25 |
1,346.50 |
|
S3 |
1,314.00 |
1,322.25 |
1,344.75 |
|
S4 |
1,294.75 |
1,303.00 |
1,339.50 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.25 |
1,429.00 |
1,367.00 |
|
R3 |
1,415.25 |
1,398.00 |
1,358.50 |
|
R2 |
1,384.25 |
1,384.25 |
1,355.75 |
|
R1 |
1,367.00 |
1,367.00 |
1,352.75 |
1,360.00 |
PP |
1,353.25 |
1,353.25 |
1,353.25 |
1,349.75 |
S1 |
1,336.00 |
1,336.00 |
1,347.25 |
1,329.00 |
S2 |
1,322.25 |
1,322.25 |
1,344.25 |
|
S3 |
1,291.25 |
1,305.00 |
1,341.50 |
|
S4 |
1,260.25 |
1,274.00 |
1,333.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,370.25 |
1,339.25 |
31.00 |
2.3% |
22.25 |
1.6% |
35% |
False |
False |
2,022,322 |
10 |
1,411.50 |
1,339.25 |
72.25 |
5.4% |
20.50 |
1.5% |
15% |
False |
False |
1,825,093 |
20 |
1,411.50 |
1,339.25 |
72.25 |
5.4% |
19.00 |
1.4% |
15% |
False |
False |
1,836,932 |
40 |
1,419.75 |
1,339.25 |
80.50 |
6.0% |
17.75 |
1.3% |
13% |
False |
False |
1,744,127 |
60 |
1,419.75 |
1,327.75 |
92.00 |
6.8% |
16.50 |
1.2% |
24% |
False |
False |
1,361,348 |
80 |
1,419.75 |
1,291.25 |
128.50 |
9.5% |
15.75 |
1.2% |
46% |
False |
False |
1,021,973 |
100 |
1,419.75 |
1,190.00 |
229.75 |
17.0% |
16.00 |
1.2% |
70% |
False |
False |
817,846 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.7% |
16.50 |
1.2% |
75% |
False |
False |
681,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.00 |
2.618 |
1,413.75 |
1.618 |
1,394.50 |
1.000 |
1,382.50 |
0.618 |
1,375.25 |
HIGH |
1,363.25 |
0.618 |
1,356.00 |
0.500 |
1,353.50 |
0.382 |
1,351.25 |
LOW |
1,344.00 |
0.618 |
1,332.00 |
1.000 |
1,324.75 |
1.618 |
1,312.75 |
2.618 |
1,293.50 |
4.250 |
1,262.25 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,353.50 |
1,351.50 |
PP |
1,352.50 |
1,351.00 |
S1 |
1,351.25 |
1,350.50 |
|