Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,870 |
12,955 |
85 |
0.7% |
13,177 |
High |
12,991 |
12,975 |
-16 |
-0.1% |
13,284 |
Low |
12,779 |
12,755 |
-24 |
-0.2% |
12,952 |
Close |
12,959 |
12,867 |
-92 |
-0.7% |
12,957 |
Range |
212 |
220 |
8 |
3.8% |
332 |
ATR |
154 |
159 |
5 |
3.0% |
0 |
Volume |
112,564 |
172,626 |
60,062 |
53.4% |
542,699 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,526 |
13,416 |
12,988 |
|
R3 |
13,306 |
13,196 |
12,928 |
|
R2 |
13,086 |
13,086 |
12,907 |
|
R1 |
12,976 |
12,976 |
12,887 |
12,921 |
PP |
12,866 |
12,866 |
12,866 |
12,838 |
S1 |
12,756 |
12,756 |
12,847 |
12,701 |
S2 |
12,646 |
12,646 |
12,827 |
|
S3 |
12,426 |
12,536 |
12,807 |
|
S4 |
12,206 |
12,316 |
12,746 |
|
|
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 |
13,252 |
12,755 |
497 |
3.9% |
179 |
1.4% |
23% |
False |
True |
131,109 |
10 |
13,284 |
12,755 |
529 |
4.1% |
155 |
1.2% |
21% |
False |
True |
118,012 |
20 |
13,284 |
12,686 |
598 |
4.6% |
164 |
1.3% |
30% |
False |
False |
122,811 |
40 |
13,284 |
12,648 |
636 |
4.9% |
148 |
1.2% |
34% |
False |
False |
114,397 |
60 |
13,284 |
12,632 |
652 |
5.1% |
136 |
1.1% |
36% |
False |
False |
80,406 |
80 |
13,284 |
12,202 |
1,082 |
8.4% |
122 |
0.9% |
61% |
False |
False |
60,308 |
100 |
13,284 |
11,639 |
1,645 |
12.8% |
114 |
0.9% |
75% |
False |
False |
48,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,910 |
2.618 |
13,551 |
1.618 |
13,331 |
1.000 |
13,195 |
0.618 |
13,111 |
HIGH |
12,975 |
0.618 |
12,891 |
0.500 |
12,865 |
0.382 |
12,839 |
LOW |
12,755 |
0.618 |
12,619 |
1.000 |
12,535 |
1.618 |
12,399 |
2.618 |
12,179 |
4.250 |
11,820 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,866 |
12,962 |
PP |
12,866 |
12,930 |
S1 |
12,865 |
12,899 |
|