Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,638.9 |
1,605.9 |
-33.0 |
-2.0% |
1,663.0 |
High |
1,639.5 |
1,607.0 |
-32.5 |
-2.0% |
1,672.3 |
Low |
1,595.5 |
1,578.5 |
-17.0 |
-1.1% |
1,626.8 |
Close |
1,604.5 |
1,594.2 |
-10.3 |
-0.6% |
1,645.2 |
Range |
44.0 |
28.5 |
-15.5 |
-35.2% |
45.5 |
ATR |
23.2 |
23.6 |
0.4 |
1.6% |
0.0 |
Volume |
201,493 |
195,289 |
-6,204 |
-3.1% |
612,679 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,678.7 |
1,665.0 |
1,609.9 |
|
R3 |
1,650.2 |
1,636.5 |
1,602.0 |
|
R2 |
1,621.7 |
1,621.7 |
1,599.4 |
|
R1 |
1,608.0 |
1,608.0 |
1,596.8 |
1,600.6 |
PP |
1,593.2 |
1,593.2 |
1,593.2 |
1,589.6 |
S1 |
1,579.5 |
1,579.5 |
1,591.6 |
1,572.1 |
S2 |
1,564.7 |
1,564.7 |
1,589.0 |
|
S3 |
1,536.2 |
1,551.0 |
1,586.4 |
|
S4 |
1,507.7 |
1,522.5 |
1,578.5 |
|
|
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 |
1,654.3 |
1,578.5 |
75.8 |
4.8% |
25.7 |
1.6% |
21% |
False |
True |
152,803 |
10 |
1,672.3 |
1,578.5 |
93.8 |
5.9% |
22.0 |
1.4% |
17% |
False |
True |
130,861 |
20 |
1,681.3 |
1,578.5 |
102.8 |
6.4% |
21.5 |
1.3% |
15% |
False |
True |
125,480 |
40 |
1,699.6 |
1,578.5 |
121.1 |
7.6% |
23.3 |
1.5% |
13% |
False |
True |
100,304 |
60 |
1,795.1 |
1,578.5 |
216.6 |
13.6% |
25.3 |
1.6% |
7% |
False |
True |
71,032 |
80 |
1,795.1 |
1,578.5 |
216.6 |
13.6% |
25.4 |
1.6% |
7% |
False |
True |
54,762 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.7% |
25.2 |
1.6% |
25% |
False |
False |
44,439 |
120 |
1,795.1 |
1,528.6 |
266.5 |
16.7% |
26.9 |
1.7% |
25% |
False |
False |
37,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.1 |
2.618 |
1,681.6 |
1.618 |
1,653.1 |
1.000 |
1,635.5 |
0.618 |
1,624.6 |
HIGH |
1,607.0 |
0.618 |
1,596.1 |
0.500 |
1,592.8 |
0.382 |
1,589.4 |
LOW |
1,578.5 |
0.618 |
1,560.9 |
1.000 |
1,550.0 |
1.618 |
1,532.4 |
2.618 |
1,503.9 |
4.250 |
1,457.4 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,593.7 |
1,611.3 |
PP |
1,593.2 |
1,605.6 |
S1 |
1,592.8 |
1,599.9 |
|