Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,575 |
12,422 |
-153 |
-1.2% |
12,752 |
High |
12,644 |
12,480 |
-164 |
-1.3% |
12,798 |
Low |
12,409 |
12,318 |
-91 |
-0.7% |
12,318 |
Close |
12,413 |
12,335 |
-78 |
-0.6% |
12,335 |
Range |
235 |
162 |
-73 |
-31.1% |
480 |
ATR |
168 |
167 |
0 |
-0.2% |
0 |
Volume |
193,045 |
184,650 |
-8,395 |
-4.3% |
908,648 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,864 |
12,761 |
12,424 |
|
R3 |
12,702 |
12,599 |
12,380 |
|
R2 |
12,540 |
12,540 |
12,365 |
|
R1 |
12,437 |
12,437 |
12,350 |
12,408 |
PP |
12,378 |
12,378 |
12,378 |
12,363 |
S1 |
12,275 |
12,275 |
12,320 |
12,246 |
S2 |
12,216 |
12,216 |
12,305 |
|
S3 |
12,054 |
12,113 |
12,291 |
|
S4 |
11,892 |
11,951 |
12,246 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,924 |
13,609 |
12,599 |
|
R3 |
13,444 |
13,129 |
12,467 |
|
R2 |
12,964 |
12,964 |
12,423 |
|
R1 |
12,649 |
12,649 |
12,379 |
12,567 |
PP |
12,484 |
12,484 |
12,484 |
12,442 |
S1 |
12,169 |
12,169 |
12,291 |
12,087 |
S2 |
12,004 |
12,004 |
12,247 |
|
S3 |
11,524 |
11,689 |
12,203 |
|
S4 |
11,044 |
11,209 |
12,071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,798 |
12,318 |
480 |
3.9% |
183 |
1.5% |
4% |
False |
True |
181,729 |
10 |
12,991 |
12,318 |
673 |
5.5% |
184 |
1.5% |
3% |
False |
True |
168,386 |
20 |
13,284 |
12,318 |
966 |
7.8% |
164 |
1.3% |
2% |
False |
True |
140,660 |
40 |
13,284 |
12,318 |
966 |
7.8% |
160 |
1.3% |
2% |
False |
True |
127,764 |
60 |
13,284 |
12,318 |
966 |
7.8% |
146 |
1.2% |
2% |
False |
True |
103,713 |
80 |
13,284 |
12,318 |
966 |
7.8% |
130 |
1.0% |
2% |
False |
True |
77,790 |
100 |
13,284 |
12,013 |
1,271 |
10.3% |
119 |
1.0% |
25% |
False |
False |
62,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,169 |
2.618 |
12,904 |
1.618 |
12,742 |
1.000 |
12,642 |
0.618 |
12,580 |
HIGH |
12,480 |
0.618 |
12,418 |
0.500 |
12,399 |
0.382 |
12,380 |
LOW |
12,318 |
0.618 |
12,218 |
1.000 |
12,156 |
1.618 |
12,056 |
2.618 |
11,894 |
4.250 |
11,630 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,399 |
12,511 |
PP |
12,378 |
12,452 |
S1 |
12,356 |
12,394 |
|