Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
13,144 |
12,870 |
-274 |
-2.1% |
13,177 |
High |
13,168 |
12,991 |
-177 |
-1.3% |
13,284 |
Low |
12,952 |
12,779 |
-173 |
-1.3% |
12,952 |
Close |
12,957 |
12,959 |
2 |
0.0% |
12,957 |
Range |
216 |
212 |
-4 |
-1.9% |
332 |
ATR |
150 |
154 |
4 |
2.9% |
0 |
Volume |
139,189 |
112,564 |
-26,625 |
-19.1% |
542,699 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,546 |
13,464 |
13,076 |
|
R3 |
13,334 |
13,252 |
13,017 |
|
R2 |
13,122 |
13,122 |
12,998 |
|
R1 |
13,040 |
13,040 |
12,979 |
13,081 |
PP |
12,910 |
12,910 |
12,910 |
12,930 |
S1 |
12,828 |
12,828 |
12,940 |
12,869 |
S2 |
12,698 |
12,698 |
12,920 |
|
S3 |
12,486 |
12,616 |
12,901 |
|
S4 |
12,274 |
12,404 |
12,843 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,060 |
13,841 |
13,140 |
|
R3 |
13,728 |
13,509 |
13,048 |
|
R2 |
13,396 |
13,396 |
13,018 |
|
R1 |
13,177 |
13,177 |
12,988 |
13,121 |
PP |
13,064 |
13,064 |
13,064 |
13,036 |
S1 |
12,845 |
12,845 |
12,927 |
12,789 |
S2 |
12,732 |
12,732 |
12,896 |
|
S3 |
12,400 |
12,513 |
12,866 |
|
S4 |
12,068 |
12,181 |
12,775 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,284 |
12,779 |
505 |
3.9% |
171 |
1.3% |
36% |
False |
True |
113,105 |
10 |
13,284 |
12,779 |
505 |
3.9% |
146 |
1.1% |
36% |
False |
True |
111,765 |
20 |
13,284 |
12,648 |
636 |
4.9% |
166 |
1.3% |
49% |
False |
False |
122,386 |
40 |
13,284 |
12,648 |
636 |
4.9% |
145 |
1.1% |
49% |
False |
False |
112,747 |
60 |
13,284 |
12,632 |
652 |
5.0% |
133 |
1.0% |
50% |
False |
False |
77,529 |
80 |
13,284 |
12,202 |
1,082 |
8.3% |
121 |
0.9% |
70% |
False |
False |
58,150 |
100 |
13,284 |
11,639 |
1,645 |
12.7% |
113 |
0.9% |
80% |
False |
False |
46,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,892 |
2.618 |
13,546 |
1.618 |
13,334 |
1.000 |
13,203 |
0.618 |
13,122 |
HIGH |
12,991 |
0.618 |
12,910 |
0.500 |
12,885 |
0.382 |
12,860 |
LOW |
12,779 |
0.618 |
12,648 |
1.000 |
12,567 |
1.618 |
12,436 |
2.618 |
12,224 |
4.250 |
11,878 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,934 |
13,014 |
PP |
12,910 |
12,995 |
S1 |
12,885 |
12,977 |
|