Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,334.50 |
1,328.75 |
-5.75 |
-0.4% |
1,354.00 |
High |
1,347.00 |
1,339.75 |
-7.25 |
-0.5% |
1,370.25 |
Low |
1,325.50 |
1,320.75 |
-4.75 |
-0.4% |
1,339.25 |
Close |
1,328.25 |
1,322.50 |
-5.75 |
-0.4% |
1,350.00 |
Range |
21.50 |
19.00 |
-2.50 |
-11.6% |
31.00 |
ATR |
19.17 |
19.15 |
-0.01 |
-0.1% |
0.00 |
Volume |
2,395,350 |
2,281,345 |
-114,005 |
-4.8% |
10,111,612 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.75 |
1,372.50 |
1,333.00 |
|
R3 |
1,365.75 |
1,353.50 |
1,327.75 |
|
R2 |
1,346.75 |
1,346.75 |
1,326.00 |
|
R1 |
1,334.50 |
1,334.50 |
1,324.25 |
1,331.00 |
PP |
1,327.75 |
1,327.75 |
1,327.75 |
1,326.00 |
S1 |
1,315.50 |
1,315.50 |
1,320.75 |
1,312.00 |
S2 |
1,308.75 |
1,308.75 |
1,319.00 |
|
S3 |
1,289.75 |
1,296.50 |
1,317.25 |
|
S4 |
1,270.75 |
1,277.50 |
1,312.00 |
|
|
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 |
1,320.75 |
43.00 |
3.3% |
19.00 |
1.4% |
4% |
False |
True |
2,052,934 |
10 |
1,402.75 |
1,320.75 |
82.00 |
6.2% |
21.50 |
1.6% |
2% |
False |
True |
2,053,535 |
20 |
1,411.50 |
1,320.75 |
90.75 |
6.9% |
19.25 |
1.4% |
2% |
False |
True |
1,883,623 |
40 |
1,419.75 |
1,320.75 |
99.00 |
7.5% |
18.25 |
1.4% |
2% |
False |
True |
1,796,889 |
60 |
1,419.75 |
1,320.75 |
99.00 |
7.5% |
16.75 |
1.3% |
2% |
False |
True |
1,471,011 |
80 |
1,419.75 |
1,291.25 |
128.50 |
9.7% |
16.25 |
1.2% |
24% |
False |
False |
1,104,215 |
100 |
1,419.75 |
1,226.75 |
193.00 |
14.6% |
15.75 |
1.2% |
50% |
False |
False |
883,697 |
120 |
1,419.75 |
1,140.25 |
279.50 |
21.1% |
16.75 |
1.3% |
65% |
False |
False |
736,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.50 |
2.618 |
1,389.50 |
1.618 |
1,370.50 |
1.000 |
1,358.75 |
0.618 |
1,351.50 |
HIGH |
1,339.75 |
0.618 |
1,332.50 |
0.500 |
1,330.25 |
0.382 |
1,328.00 |
LOW |
1,320.75 |
0.618 |
1,309.00 |
1.000 |
1,301.75 |
1.618 |
1,290.00 |
2.618 |
1,271.00 |
4.250 |
1,240.00 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,330.25 |
1,336.00 |
PP |
1,327.75 |
1,331.50 |
S1 |
1,325.00 |
1,327.00 |
|