Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,662 |
12,607 |
-55 |
-0.4% |
12,870 |
High |
12,759 |
12,704 |
-55 |
-0.4% |
12,991 |
Low |
12,573 |
12,545 |
-28 |
-0.2% |
12,700 |
Close |
12,605 |
12,574 |
-31 |
-0.2% |
12,788 |
Range |
186 |
159 |
-27 |
-14.5% |
291 |
ATR |
163 |
162 |
0 |
-0.2% |
0 |
Volume |
190,657 |
179,350 |
-11,307 |
-5.9% |
775,216 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,085 |
12,988 |
12,662 |
|
R3 |
12,926 |
12,829 |
12,618 |
|
R2 |
12,767 |
12,767 |
12,603 |
|
R1 |
12,670 |
12,670 |
12,589 |
12,639 |
PP |
12,608 |
12,608 |
12,608 |
12,592 |
S1 |
12,511 |
12,511 |
12,560 |
12,480 |
S2 |
12,449 |
12,449 |
12,545 |
|
S3 |
12,290 |
12,352 |
12,530 |
|
S4 |
12,131 |
12,193 |
12,487 |
|
|
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 |
12,545 |
346 |
2.8% |
165 |
1.3% |
8% |
False |
True |
162,443 |
10 |
13,248 |
12,545 |
703 |
5.6% |
179 |
1.4% |
4% |
False |
True |
156,726 |
20 |
13,284 |
12,545 |
739 |
5.9% |
163 |
1.3% |
4% |
False |
True |
135,867 |
40 |
13,284 |
12,545 |
739 |
5.9% |
157 |
1.2% |
4% |
False |
True |
123,779 |
60 |
13,284 |
12,545 |
739 |
5.9% |
141 |
1.1% |
4% |
False |
True |
97,419 |
80 |
13,284 |
12,460 |
824 |
6.6% |
127 |
1.0% |
14% |
False |
False |
73,069 |
100 |
13,284 |
11,990 |
1,294 |
10.3% |
117 |
0.9% |
45% |
False |
False |
58,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,380 |
2.618 |
13,120 |
1.618 |
12,961 |
1.000 |
12,863 |
0.618 |
12,802 |
HIGH |
12,704 |
0.618 |
12,643 |
0.500 |
12,625 |
0.382 |
12,606 |
LOW |
12,545 |
0.618 |
12,447 |
1.000 |
12,386 |
1.618 |
12,288 |
2.618 |
12,129 |
4.250 |
11,869 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,625 |
12,672 |
PP |
12,608 |
12,639 |
S1 |
12,591 |
12,607 |
|