Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,752 |
12,662 |
-90 |
-0.7% |
12,870 |
High |
12,798 |
12,759 |
-39 |
-0.3% |
12,991 |
Low |
12,627 |
12,573 |
-54 |
-0.4% |
12,700 |
Close |
12,655 |
12,605 |
-50 |
-0.4% |
12,788 |
Range |
171 |
186 |
15 |
8.8% |
291 |
ATR |
161 |
163 |
2 |
1.1% |
0 |
Volume |
160,946 |
190,657 |
29,711 |
18.5% |
775,216 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,204 |
13,090 |
12,707 |
|
R3 |
13,018 |
12,904 |
12,656 |
|
R2 |
12,832 |
12,832 |
12,639 |
|
R1 |
12,718 |
12,718 |
12,622 |
12,682 |
PP |
12,646 |
12,646 |
12,646 |
12,628 |
S1 |
12,532 |
12,532 |
12,588 |
12,496 |
S2 |
12,460 |
12,460 |
12,571 |
|
S3 |
12,274 |
12,346 |
12,554 |
|
S4 |
12,088 |
12,160 |
12,503 |
|
|
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 |
12,891 |
12,573 |
318 |
2.5% |
170 |
1.4% |
10% |
False |
True |
168,325 |
10 |
13,252 |
12,573 |
679 |
5.4% |
175 |
1.4% |
5% |
False |
True |
149,717 |
20 |
13,284 |
12,573 |
711 |
5.6% |
159 |
1.3% |
5% |
False |
True |
132,934 |
40 |
13,284 |
12,573 |
711 |
5.6% |
156 |
1.2% |
5% |
False |
True |
121,930 |
60 |
13,284 |
12,573 |
711 |
5.6% |
140 |
1.1% |
5% |
False |
True |
94,431 |
80 |
13,284 |
12,460 |
824 |
6.5% |
125 |
1.0% |
18% |
False |
False |
70,827 |
100 |
13,284 |
11,930 |
1,354 |
10.7% |
116 |
0.9% |
50% |
False |
False |
56,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,550 |
2.618 |
13,246 |
1.618 |
13,060 |
1.000 |
12,945 |
0.618 |
12,874 |
HIGH |
12,759 |
0.618 |
12,688 |
0.500 |
12,666 |
0.382 |
12,644 |
LOW |
12,573 |
0.618 |
12,458 |
1.000 |
12,387 |
1.618 |
12,272 |
2.618 |
12,086 |
4.250 |
11,783 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,666 |
12,728 |
PP |
12,646 |
12,687 |
S1 |
12,625 |
12,646 |
|