Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,589.7 |
1,593.5 |
3.8 |
0.2% |
1,641.6 |
High |
1,602.2 |
1,595.2 |
-7.0 |
-0.4% |
1,644.0 |
Low |
1,585.0 |
1,572.0 |
-13.0 |
-0.8% |
1,572.0 |
Close |
1,595.5 |
1,584.0 |
-11.5 |
-0.7% |
1,584.0 |
Range |
17.2 |
23.2 |
6.0 |
34.9% |
72.0 |
ATR |
23.1 |
23.2 |
0.0 |
0.1% |
0.0 |
Volume |
132,226 |
141,889 |
9,663 |
7.3% |
758,931 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.3 |
1,641.9 |
1,596.8 |
|
R3 |
1,630.1 |
1,618.7 |
1,590.4 |
|
R2 |
1,606.9 |
1,606.9 |
1,588.3 |
|
R1 |
1,595.5 |
1,595.5 |
1,586.1 |
1,589.6 |
PP |
1,583.7 |
1,583.7 |
1,583.7 |
1,580.8 |
S1 |
1,572.3 |
1,572.3 |
1,581.9 |
1,566.4 |
S2 |
1,560.5 |
1,560.5 |
1,579.7 |
|
S3 |
1,537.3 |
1,549.1 |
1,577.6 |
|
S4 |
1,514.1 |
1,525.9 |
1,571.2 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.0 |
1,772.0 |
1,623.6 |
|
R3 |
1,744.0 |
1,700.0 |
1,603.8 |
|
R2 |
1,672.0 |
1,672.0 |
1,597.2 |
|
R1 |
1,628.0 |
1,628.0 |
1,590.6 |
1,614.0 |
PP |
1,600.0 |
1,600.0 |
1,600.0 |
1,593.0 |
S1 |
1,556.0 |
1,556.0 |
1,577.4 |
1,542.0 |
S2 |
1,528.0 |
1,528.0 |
1,570.8 |
|
S3 |
1,456.0 |
1,484.0 |
1,564.2 |
|
S4 |
1,384.0 |
1,412.0 |
1,544.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,644.0 |
1,572.0 |
72.0 |
4.5% |
24.9 |
1.6% |
17% |
False |
True |
151,786 |
10 |
1,672.3 |
1,572.0 |
100.3 |
6.3% |
22.4 |
1.4% |
12% |
False |
True |
137,161 |
20 |
1,672.3 |
1,572.0 |
100.3 |
6.3% |
20.5 |
1.3% |
12% |
False |
True |
126,756 |
40 |
1,699.6 |
1,572.0 |
127.6 |
8.1% |
22.3 |
1.4% |
9% |
False |
True |
105,832 |
60 |
1,795.1 |
1,572.0 |
223.1 |
14.1% |
25.4 |
1.6% |
5% |
False |
True |
75,425 |
80 |
1,795.1 |
1,572.0 |
223.1 |
14.1% |
25.3 |
1.6% |
5% |
False |
True |
57,972 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.8% |
25.0 |
1.6% |
21% |
False |
False |
47,133 |
120 |
1,795.1 |
1,528.6 |
266.5 |
16.8% |
26.6 |
1.7% |
21% |
False |
False |
39,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,693.8 |
2.618 |
1,655.9 |
1.618 |
1,632.7 |
1.000 |
1,618.4 |
0.618 |
1,609.5 |
HIGH |
1,595.2 |
0.618 |
1,586.3 |
0.500 |
1,583.6 |
0.382 |
1,580.9 |
LOW |
1,572.0 |
0.618 |
1,557.7 |
1.000 |
1,548.8 |
1.618 |
1,534.5 |
2.618 |
1,511.3 |
4.250 |
1,473.4 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,583.9 |
1,589.5 |
PP |
1,583.7 |
1,587.7 |
S1 |
1,583.6 |
1,585.8 |
|