Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,641.6 |
1,638.9 |
-2.7 |
-0.2% |
1,663.0 |
High |
1,644.0 |
1,639.5 |
-4.5 |
-0.3% |
1,672.3 |
Low |
1,632.2 |
1,595.5 |
-36.7 |
-2.2% |
1,626.8 |
Close |
1,639.1 |
1,604.5 |
-34.6 |
-2.1% |
1,645.2 |
Range |
11.8 |
44.0 |
32.2 |
272.9% |
45.5 |
ATR |
21.6 |
23.2 |
1.6 |
7.4% |
0.0 |
Volume |
88,034 |
201,493 |
113,459 |
128.9% |
612,679 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.2 |
1,718.8 |
1,628.7 |
|
R3 |
1,701.2 |
1,674.8 |
1,616.6 |
|
R2 |
1,657.2 |
1,657.2 |
1,612.6 |
|
R1 |
1,630.8 |
1,630.8 |
1,608.5 |
1,622.0 |
PP |
1,613.2 |
1,613.2 |
1,613.2 |
1,608.8 |
S1 |
1,586.8 |
1,586.8 |
1,600.5 |
1,578.0 |
S2 |
1,569.2 |
1,569.2 |
1,596.4 |
|
S3 |
1,525.2 |
1,542.8 |
1,592.4 |
|
S4 |
1,481.2 |
1,498.8 |
1,580.3 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.6 |
1,760.4 |
1,670.2 |
|
R3 |
1,739.1 |
1,714.9 |
1,657.7 |
|
R2 |
1,693.6 |
1,693.6 |
1,653.5 |
|
R1 |
1,669.4 |
1,669.4 |
1,649.4 |
1,658.8 |
PP |
1,648.1 |
1,648.1 |
1,648.1 |
1,642.8 |
S1 |
1,623.9 |
1,623.9 |
1,641.0 |
1,613.3 |
S2 |
1,602.6 |
1,602.6 |
1,636.9 |
|
S3 |
1,557.1 |
1,578.4 |
1,632.7 |
|
S4 |
1,511.6 |
1,532.9 |
1,620.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,663.9 |
1,595.5 |
68.4 |
4.3% |
23.6 |
1.5% |
13% |
False |
True |
138,757 |
10 |
1,672.3 |
1,595.5 |
76.8 |
4.8% |
21.4 |
1.3% |
12% |
False |
True |
127,189 |
20 |
1,681.3 |
1,595.5 |
85.8 |
5.3% |
20.6 |
1.3% |
10% |
False |
True |
120,644 |
40 |
1,708.4 |
1,595.5 |
112.9 |
7.0% |
23.6 |
1.5% |
8% |
False |
True |
96,397 |
60 |
1,795.1 |
1,595.5 |
199.6 |
12.4% |
25.1 |
1.6% |
5% |
False |
True |
67,847 |
80 |
1,795.1 |
1,595.5 |
199.6 |
12.4% |
25.4 |
1.6% |
5% |
False |
True |
52,379 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.6% |
25.7 |
1.6% |
28% |
False |
False |
42,510 |
120 |
1,795.1 |
1,528.6 |
266.5 |
16.6% |
26.9 |
1.7% |
28% |
False |
False |
35,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.5 |
2.618 |
1,754.7 |
1.618 |
1,710.7 |
1.000 |
1,683.5 |
0.618 |
1,666.7 |
HIGH |
1,639.5 |
0.618 |
1,622.7 |
0.500 |
1,617.5 |
0.382 |
1,612.3 |
LOW |
1,595.5 |
0.618 |
1,568.3 |
1.000 |
1,551.5 |
1.618 |
1,524.3 |
2.618 |
1,480.3 |
4.250 |
1,408.5 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,617.5 |
1,621.8 |
PP |
1,613.2 |
1,616.0 |
S1 |
1,608.8 |
1,610.3 |
|