Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,795 |
12,833 |
38 |
0.3% |
12,870 |
High |
12,891 |
12,883 |
-8 |
-0.1% |
12,991 |
Low |
12,741 |
12,723 |
-18 |
-0.1% |
12,700 |
Close |
12,834 |
12,788 |
-46 |
-0.4% |
12,788 |
Range |
150 |
160 |
10 |
6.7% |
291 |
ATR |
160 |
160 |
0 |
0.0% |
0 |
Volume |
150,739 |
130,526 |
-20,213 |
-13.4% |
775,216 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,278 |
13,193 |
12,876 |
|
R3 |
13,118 |
13,033 |
12,832 |
|
R2 |
12,958 |
12,958 |
12,817 |
|
R1 |
12,873 |
12,873 |
12,803 |
12,836 |
PP |
12,798 |
12,798 |
12,798 |
12,779 |
S1 |
12,713 |
12,713 |
12,773 |
12,676 |
S2 |
12,638 |
12,638 |
12,759 |
|
S3 |
12,478 |
12,553 |
12,744 |
|
S4 |
12,318 |
12,393 |
12,700 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,699 |
13,535 |
12,948 |
|
R3 |
13,408 |
13,244 |
12,868 |
|
R2 |
13,117 |
13,117 |
12,841 |
|
R1 |
12,953 |
12,953 |
12,815 |
12,890 |
PP |
12,826 |
12,826 |
12,826 |
12,795 |
S1 |
12,662 |
12,662 |
12,761 |
12,599 |
S2 |
12,535 |
12,535 |
12,735 |
|
S3 |
12,244 |
12,371 |
12,708 |
|
S4 |
11,953 |
12,080 |
12,628 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,991 |
12,700 |
291 |
2.3% |
185 |
1.4% |
30% |
False |
False |
155,043 |
10 |
13,284 |
12,700 |
584 |
4.6% |
165 |
1.3% |
15% |
False |
False |
131,791 |
20 |
13,284 |
12,700 |
584 |
4.6% |
163 |
1.3% |
15% |
False |
False |
128,948 |
40 |
13,284 |
12,648 |
636 |
5.0% |
151 |
1.2% |
22% |
False |
False |
117,415 |
60 |
13,284 |
12,632 |
652 |
5.1% |
139 |
1.1% |
24% |
False |
False |
88,573 |
80 |
13,284 |
12,430 |
854 |
6.7% |
123 |
1.0% |
42% |
False |
False |
66,433 |
100 |
13,284 |
11,639 |
1,645 |
12.9% |
117 |
0.9% |
70% |
False |
False |
53,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,563 |
2.618 |
13,302 |
1.618 |
13,142 |
1.000 |
13,043 |
0.618 |
12,982 |
HIGH |
12,883 |
0.618 |
12,822 |
0.500 |
12,803 |
0.382 |
12,784 |
LOW |
12,723 |
0.618 |
12,624 |
1.000 |
12,563 |
1.618 |
12,464 |
2.618 |
12,304 |
4.250 |
12,043 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,803 |
12,796 |
PP |
12,798 |
12,793 |
S1 |
12,793 |
12,791 |
|