Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,833 |
12,752 |
-81 |
-0.6% |
12,870 |
High |
12,883 |
12,798 |
-85 |
-0.7% |
12,991 |
Low |
12,723 |
12,627 |
-96 |
-0.8% |
12,700 |
Close |
12,788 |
12,655 |
-133 |
-1.0% |
12,788 |
Range |
160 |
171 |
11 |
6.9% |
291 |
ATR |
160 |
161 |
1 |
0.5% |
0 |
Volume |
130,526 |
160,946 |
30,420 |
23.3% |
775,216 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,206 |
13,102 |
12,749 |
|
R3 |
13,035 |
12,931 |
12,702 |
|
R2 |
12,864 |
12,864 |
12,686 |
|
R1 |
12,760 |
12,760 |
12,671 |
12,727 |
PP |
12,693 |
12,693 |
12,693 |
12,677 |
S1 |
12,589 |
12,589 |
12,639 |
12,556 |
S2 |
12,522 |
12,522 |
12,624 |
|
S3 |
12,351 |
12,418 |
12,608 |
|
S4 |
12,180 |
12,247 |
12,561 |
|
|
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 |
12,975 |
12,627 |
348 |
2.7% |
177 |
1.4% |
8% |
False |
True |
164,719 |
10 |
13,284 |
12,627 |
657 |
5.2% |
174 |
1.4% |
4% |
False |
True |
138,912 |
20 |
13,284 |
12,627 |
657 |
5.2% |
163 |
1.3% |
4% |
False |
True |
129,468 |
40 |
13,284 |
12,627 |
657 |
5.2% |
153 |
1.2% |
4% |
False |
True |
119,603 |
60 |
13,284 |
12,627 |
657 |
5.2% |
139 |
1.1% |
4% |
False |
True |
91,254 |
80 |
13,284 |
12,460 |
824 |
6.5% |
124 |
1.0% |
24% |
False |
False |
68,444 |
100 |
13,284 |
11,695 |
1,589 |
12.6% |
117 |
0.9% |
60% |
False |
False |
54,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,525 |
2.618 |
13,246 |
1.618 |
13,075 |
1.000 |
12,969 |
0.618 |
12,904 |
HIGH |
12,798 |
0.618 |
12,733 |
0.500 |
12,713 |
0.382 |
12,692 |
LOW |
12,627 |
0.618 |
12,521 |
1.000 |
12,456 |
1.618 |
12,350 |
2.618 |
12,179 |
4.250 |
11,900 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,713 |
12,759 |
PP |
12,693 |
12,724 |
S1 |
12,674 |
12,690 |
|