Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,328.75 |
1,323.00 |
-5.75 |
-0.4% |
1,354.00 |
High |
1,339.75 |
1,330.75 |
-9.00 |
-0.7% |
1,370.25 |
Low |
1,320.75 |
1,300.50 |
-20.25 |
-1.5% |
1,339.25 |
Close |
1,322.50 |
1,301.25 |
-21.25 |
-1.6% |
1,350.00 |
Range |
19.00 |
30.25 |
11.25 |
59.2% |
31.00 |
ATR |
19.15 |
19.95 |
0.79 |
4.1% |
0.00 |
Volume |
2,281,345 |
2,883,903 |
602,558 |
26.4% |
10,111,612 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.50 |
1,381.75 |
1,318.00 |
|
R3 |
1,371.25 |
1,351.50 |
1,309.50 |
|
R2 |
1,341.00 |
1,341.00 |
1,306.75 |
|
R1 |
1,321.25 |
1,321.25 |
1,304.00 |
1,316.00 |
PP |
1,310.75 |
1,310.75 |
1,310.75 |
1,308.25 |
S1 |
1,291.00 |
1,291.00 |
1,298.50 |
1,285.75 |
S2 |
1,280.50 |
1,280.50 |
1,295.75 |
|
S3 |
1,250.25 |
1,260.75 |
1,293.00 |
|
S4 |
1,220.00 |
1,230.50 |
1,284.50 |
|
|
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 |
1,363.25 |
1,300.50 |
62.75 |
4.8% |
21.50 |
1.7% |
1% |
False |
True |
2,262,501 |
10 |
1,389.00 |
1,300.50 |
88.50 |
6.8% |
22.75 |
1.7% |
1% |
False |
True |
2,165,970 |
20 |
1,411.50 |
1,300.50 |
111.00 |
8.5% |
19.50 |
1.5% |
1% |
False |
True |
1,896,232 |
40 |
1,419.75 |
1,300.50 |
119.25 |
9.2% |
18.75 |
1.4% |
1% |
False |
True |
1,830,653 |
60 |
1,419.75 |
1,300.50 |
119.25 |
9.2% |
17.00 |
1.3% |
1% |
False |
True |
1,518,986 |
80 |
1,419.75 |
1,291.25 |
128.50 |
9.9% |
16.50 |
1.3% |
8% |
False |
False |
1,140,261 |
100 |
1,419.75 |
1,237.75 |
182.00 |
14.0% |
15.75 |
1.2% |
35% |
False |
False |
912,528 |
120 |
1,419.75 |
1,140.25 |
279.50 |
21.5% |
17.00 |
1.3% |
58% |
False |
False |
760,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,459.25 |
2.618 |
1,410.00 |
1.618 |
1,379.75 |
1.000 |
1,361.00 |
0.618 |
1,349.50 |
HIGH |
1,330.75 |
0.618 |
1,319.25 |
0.500 |
1,315.50 |
0.382 |
1,312.00 |
LOW |
1,300.50 |
0.618 |
1,281.75 |
1.000 |
1,270.25 |
1.618 |
1,251.50 |
2.618 |
1,221.25 |
4.250 |
1,172.00 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,315.50 |
1,323.75 |
PP |
1,310.75 |
1,316.25 |
S1 |
1,306.00 |
1,308.75 |
|