Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,593.5 |
1,585.5 |
-8.0 |
-0.5% |
1,641.6 |
High |
1,595.2 |
1,585.8 |
-9.4 |
-0.6% |
1,644.0 |
Low |
1,572.0 |
1,555.0 |
-17.0 |
-1.1% |
1,572.0 |
Close |
1,584.0 |
1,561.0 |
-23.0 |
-1.5% |
1,584.0 |
Range |
23.2 |
30.8 |
7.6 |
32.8% |
72.0 |
ATR |
23.2 |
23.7 |
0.5 |
2.4% |
0.0 |
Volume |
141,889 |
151,965 |
10,076 |
7.1% |
758,931 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,659.7 |
1,641.1 |
1,577.9 |
|
R3 |
1,628.9 |
1,610.3 |
1,569.5 |
|
R2 |
1,598.1 |
1,598.1 |
1,566.6 |
|
R1 |
1,579.5 |
1,579.5 |
1,563.8 |
1,573.4 |
PP |
1,567.3 |
1,567.3 |
1,567.3 |
1,564.2 |
S1 |
1,548.7 |
1,548.7 |
1,558.2 |
1,542.6 |
S2 |
1,536.5 |
1,536.5 |
1,555.4 |
|
S3 |
1,505.7 |
1,517.9 |
1,552.5 |
|
S4 |
1,474.9 |
1,487.1 |
1,544.1 |
|
|
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 |
1,639.5 |
1,555.0 |
84.5 |
5.4% |
28.7 |
1.8% |
7% |
False |
True |
164,572 |
10 |
1,672.3 |
1,555.0 |
117.3 |
7.5% |
23.2 |
1.5% |
5% |
False |
True |
141,437 |
20 |
1,672.3 |
1,555.0 |
117.3 |
7.5% |
21.2 |
1.4% |
5% |
False |
True |
128,919 |
40 |
1,699.6 |
1,555.0 |
144.6 |
9.3% |
22.5 |
1.4% |
4% |
False |
True |
108,992 |
60 |
1,795.1 |
1,555.0 |
240.1 |
15.4% |
25.5 |
1.6% |
2% |
False |
True |
77,868 |
80 |
1,795.1 |
1,555.0 |
240.1 |
15.4% |
25.4 |
1.6% |
2% |
False |
True |
59,796 |
100 |
1,795.1 |
1,528.6 |
266.5 |
17.1% |
25.1 |
1.6% |
12% |
False |
False |
48,633 |
120 |
1,795.1 |
1,528.6 |
266.5 |
17.1% |
26.7 |
1.7% |
12% |
False |
False |
40,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.7 |
2.618 |
1,666.4 |
1.618 |
1,635.6 |
1.000 |
1,616.6 |
0.618 |
1,604.8 |
HIGH |
1,585.8 |
0.618 |
1,574.0 |
0.500 |
1,570.4 |
0.382 |
1,566.8 |
LOW |
1,555.0 |
0.618 |
1,536.0 |
1.000 |
1,524.2 |
1.618 |
1,505.2 |
2.618 |
1,474.4 |
4.250 |
1,424.1 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,570.4 |
1,578.6 |
PP |
1,567.3 |
1,572.7 |
S1 |
1,564.1 |
1,566.9 |
|