Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,607 |
12,575 |
-32 |
-0.3% |
12,870 |
High |
12,704 |
12,644 |
-60 |
-0.5% |
12,991 |
Low |
12,545 |
12,409 |
-136 |
-1.1% |
12,700 |
Close |
12,574 |
12,413 |
-161 |
-1.3% |
12,788 |
Range |
159 |
235 |
76 |
47.8% |
291 |
ATR |
162 |
168 |
5 |
3.2% |
0 |
Volume |
179,350 |
193,045 |
13,695 |
7.6% |
775,216 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,194 |
13,038 |
12,542 |
|
R3 |
12,959 |
12,803 |
12,478 |
|
R2 |
12,724 |
12,724 |
12,456 |
|
R1 |
12,568 |
12,568 |
12,435 |
12,529 |
PP |
12,489 |
12,489 |
12,489 |
12,469 |
S1 |
12,333 |
12,333 |
12,392 |
12,294 |
S2 |
12,254 |
12,254 |
12,370 |
|
S3 |
12,019 |
12,098 |
12,349 |
|
S4 |
11,784 |
11,863 |
12,284 |
|
|
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 |
12,883 |
12,409 |
474 |
3.8% |
182 |
1.5% |
1% |
False |
True |
170,904 |
10 |
13,168 |
12,409 |
759 |
6.1% |
189 |
1.5% |
1% |
False |
True |
163,840 |
20 |
13,284 |
12,409 |
875 |
7.0% |
163 |
1.3% |
0% |
False |
True |
136,956 |
40 |
13,284 |
12,409 |
875 |
7.0% |
160 |
1.3% |
0% |
False |
True |
126,090 |
60 |
13,284 |
12,409 |
875 |
7.0% |
144 |
1.2% |
0% |
False |
True |
100,636 |
80 |
13,284 |
12,409 |
875 |
7.0% |
129 |
1.0% |
0% |
False |
True |
75,482 |
100 |
13,284 |
12,013 |
1,271 |
10.2% |
118 |
1.0% |
31% |
False |
False |
60,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,643 |
2.618 |
13,259 |
1.618 |
13,024 |
1.000 |
12,879 |
0.618 |
12,789 |
HIGH |
12,644 |
0.618 |
12,554 |
0.500 |
12,527 |
0.382 |
12,499 |
LOW |
12,409 |
0.618 |
12,264 |
1.000 |
12,174 |
1.618 |
12,029 |
2.618 |
11,794 |
4.250 |
11,410 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,527 |
12,584 |
PP |
12,489 |
12,527 |
S1 |
12,451 |
12,470 |
|