Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,875 |
12,795 |
-80 |
-0.6% |
13,177 |
High |
12,884 |
12,891 |
7 |
0.1% |
13,284 |
Low |
12,700 |
12,741 |
41 |
0.3% |
12,952 |
Close |
12,795 |
12,834 |
39 |
0.3% |
12,957 |
Range |
184 |
150 |
-34 |
-18.5% |
332 |
ATR |
161 |
160 |
-1 |
-0.5% |
0 |
Volume |
208,761 |
150,739 |
-58,022 |
-27.8% |
542,699 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,272 |
13,203 |
12,917 |
|
R3 |
13,122 |
13,053 |
12,875 |
|
R2 |
12,972 |
12,972 |
12,862 |
|
R1 |
12,903 |
12,903 |
12,848 |
12,938 |
PP |
12,822 |
12,822 |
12,822 |
12,839 |
S1 |
12,753 |
12,753 |
12,820 |
12,788 |
S2 |
12,672 |
12,672 |
12,807 |
|
S3 |
12,522 |
12,603 |
12,793 |
|
S4 |
12,372 |
12,453 |
12,752 |
|
|
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 |
13,168 |
12,700 |
468 |
3.6% |
197 |
1.5% |
29% |
False |
False |
156,775 |
10 |
13,284 |
12,700 |
584 |
4.6% |
161 |
1.3% |
23% |
False |
False |
129,942 |
20 |
13,284 |
12,700 |
584 |
4.6% |
165 |
1.3% |
23% |
False |
False |
129,027 |
40 |
13,284 |
12,648 |
636 |
5.0% |
149 |
1.2% |
29% |
False |
False |
116,926 |
60 |
13,284 |
12,632 |
652 |
5.1% |
139 |
1.1% |
31% |
False |
False |
86,397 |
80 |
13,284 |
12,329 |
955 |
7.4% |
122 |
1.0% |
53% |
False |
False |
64,801 |
100 |
13,284 |
11,639 |
1,645 |
12.8% |
116 |
0.9% |
73% |
False |
False |
51,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,529 |
2.618 |
13,284 |
1.618 |
13,134 |
1.000 |
13,041 |
0.618 |
12,984 |
HIGH |
12,891 |
0.618 |
12,834 |
0.500 |
12,816 |
0.382 |
12,798 |
LOW |
12,741 |
0.618 |
12,648 |
1.000 |
12,591 |
1.618 |
12,498 |
2.618 |
12,348 |
4.250 |
12,104 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,828 |
12,838 |
PP |
12,822 |
12,836 |
S1 |
12,816 |
12,835 |
|