Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,323.00 |
1,302.00 |
-21.00 |
-1.6% |
1,346.00 |
High |
1,330.75 |
1,310.50 |
-20.25 |
-1.5% |
1,351.00 |
Low |
1,300.50 |
1,289.75 |
-10.75 |
-0.8% |
1,289.75 |
Close |
1,301.25 |
1,290.75 |
-10.50 |
-0.8% |
1,290.75 |
Range |
30.25 |
20.75 |
-9.50 |
-31.4% |
61.25 |
ATR |
19.95 |
20.00 |
0.06 |
0.3% |
0.00 |
Volume |
2,883,903 |
2,775,704 |
-108,199 |
-3.8% |
12,249,096 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.25 |
1,345.75 |
1,302.25 |
|
R3 |
1,338.50 |
1,325.00 |
1,296.50 |
|
R2 |
1,317.75 |
1,317.75 |
1,294.50 |
|
R1 |
1,304.25 |
1,304.25 |
1,292.75 |
1,300.50 |
PP |
1,297.00 |
1,297.00 |
1,297.00 |
1,295.25 |
S1 |
1,283.50 |
1,283.50 |
1,288.75 |
1,280.00 |
S2 |
1,276.25 |
1,276.25 |
1,287.00 |
|
S3 |
1,255.50 |
1,262.75 |
1,285.00 |
|
S4 |
1,234.75 |
1,242.00 |
1,279.25 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.25 |
1,453.75 |
1,324.50 |
|
R3 |
1,433.00 |
1,392.50 |
1,307.50 |
|
R2 |
1,371.75 |
1,371.75 |
1,302.00 |
|
R1 |
1,331.25 |
1,331.25 |
1,296.25 |
1,321.00 |
PP |
1,310.50 |
1,310.50 |
1,310.50 |
1,305.25 |
S1 |
1,270.00 |
1,270.00 |
1,285.25 |
1,259.50 |
S2 |
1,249.25 |
1,249.25 |
1,279.50 |
|
S3 |
1,188.00 |
1,208.75 |
1,274.00 |
|
S4 |
1,126.75 |
1,147.50 |
1,257.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,351.00 |
1,289.75 |
61.25 |
4.7% |
21.75 |
1.7% |
2% |
False |
True |
2,449,819 |
10 |
1,370.25 |
1,289.75 |
80.50 |
6.2% |
22.00 |
1.7% |
1% |
False |
True |
2,236,070 |
20 |
1,411.50 |
1,289.75 |
121.75 |
9.4% |
19.75 |
1.5% |
1% |
False |
True |
1,944,608 |
40 |
1,419.75 |
1,289.75 |
130.00 |
10.1% |
18.75 |
1.5% |
1% |
False |
True |
1,857,990 |
60 |
1,419.75 |
1,289.75 |
130.00 |
10.1% |
17.25 |
1.3% |
1% |
False |
True |
1,565,194 |
80 |
1,419.75 |
1,289.75 |
130.00 |
10.1% |
16.50 |
1.3% |
1% |
False |
True |
1,174,818 |
100 |
1,419.75 |
1,237.75 |
182.00 |
14.1% |
15.75 |
1.2% |
29% |
False |
False |
940,252 |
120 |
1,419.75 |
1,161.00 |
258.75 |
20.0% |
17.00 |
1.3% |
50% |
False |
False |
783,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.75 |
2.618 |
1,364.75 |
1.618 |
1,344.00 |
1.000 |
1,331.25 |
0.618 |
1,323.25 |
HIGH |
1,310.50 |
0.618 |
1,302.50 |
0.500 |
1,300.00 |
0.382 |
1,297.75 |
LOW |
1,289.75 |
0.618 |
1,277.00 |
1.000 |
1,269.00 |
1.618 |
1,256.25 |
2.618 |
1,235.50 |
4.250 |
1,201.50 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,300.00 |
1,314.75 |
PP |
1,297.00 |
1,306.75 |
S1 |
1,294.00 |
1,298.75 |
|