Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,346.00 |
1,334.50 |
-11.50 |
-0.9% |
1,354.00 |
High |
1,351.00 |
1,347.00 |
-4.00 |
-0.3% |
1,370.25 |
Low |
1,333.25 |
1,325.50 |
-7.75 |
-0.6% |
1,339.25 |
Close |
1,334.00 |
1,328.25 |
-5.75 |
-0.4% |
1,350.00 |
Range |
17.75 |
21.50 |
3.75 |
21.1% |
31.00 |
ATR |
18.99 |
19.17 |
0.18 |
0.9% |
0.00 |
Volume |
1,912,794 |
2,395,350 |
482,556 |
25.2% |
10,111,612 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.00 |
1,384.75 |
1,340.00 |
|
R3 |
1,376.50 |
1,363.25 |
1,334.25 |
|
R2 |
1,355.00 |
1,355.00 |
1,332.25 |
|
R1 |
1,341.75 |
1,341.75 |
1,330.25 |
1,337.50 |
PP |
1,333.50 |
1,333.50 |
1,333.50 |
1,331.50 |
S1 |
1,320.25 |
1,320.25 |
1,326.25 |
1,316.00 |
S2 |
1,312.00 |
1,312.00 |
1,324.25 |
|
S3 |
1,290.50 |
1,298.75 |
1,322.25 |
|
S4 |
1,269.00 |
1,277.25 |
1,316.50 |
|
|
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 |
1,363.75 |
1,325.50 |
38.25 |
2.9% |
19.50 |
1.5% |
7% |
False |
True |
2,101,299 |
10 |
1,404.75 |
1,325.50 |
79.25 |
6.0% |
21.00 |
1.6% |
3% |
False |
True |
1,993,397 |
20 |
1,411.50 |
1,325.50 |
86.00 |
6.5% |
18.75 |
1.4% |
3% |
False |
True |
1,861,965 |
40 |
1,419.75 |
1,325.50 |
94.25 |
7.1% |
18.25 |
1.4% |
3% |
False |
True |
1,779,448 |
60 |
1,419.75 |
1,325.50 |
94.25 |
7.1% |
16.75 |
1.3% |
3% |
False |
True |
1,433,063 |
80 |
1,419.75 |
1,291.25 |
128.50 |
9.7% |
16.00 |
1.2% |
29% |
False |
False |
1,075,767 |
100 |
1,419.75 |
1,218.50 |
201.25 |
15.2% |
15.75 |
1.2% |
55% |
False |
False |
860,899 |
120 |
1,419.75 |
1,140.25 |
279.50 |
21.0% |
16.75 |
1.3% |
67% |
False |
False |
717,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.50 |
2.618 |
1,403.25 |
1.618 |
1,381.75 |
1.000 |
1,368.50 |
0.618 |
1,360.25 |
HIGH |
1,347.00 |
0.618 |
1,338.75 |
0.500 |
1,336.25 |
0.382 |
1,333.75 |
LOW |
1,325.50 |
0.618 |
1,312.25 |
1.000 |
1,304.00 |
1.618 |
1,290.75 |
2.618 |
1,269.25 |
4.250 |
1,234.00 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,336.25 |
1,344.50 |
PP |
1,333.50 |
1,339.00 |
S1 |
1,331.00 |
1,333.50 |
|