Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,585.5 |
1,557.2 |
-28.3 |
-1.8% |
1,641.6 |
High |
1,585.8 |
1,564.4 |
-21.4 |
-1.3% |
1,644.0 |
Low |
1,555.0 |
1,541.2 |
-13.8 |
-0.9% |
1,572.0 |
Close |
1,561.0 |
1,557.1 |
-3.9 |
-0.2% |
1,584.0 |
Range |
30.8 |
23.2 |
-7.6 |
-24.7% |
72.0 |
ATR |
23.7 |
23.7 |
0.0 |
-0.2% |
0.0 |
Volume |
151,965 |
153,437 |
1,472 |
1.0% |
758,931 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,623.8 |
1,613.7 |
1,569.9 |
|
R3 |
1,600.6 |
1,590.5 |
1,563.5 |
|
R2 |
1,577.4 |
1,577.4 |
1,561.4 |
|
R1 |
1,567.3 |
1,567.3 |
1,559.2 |
1,560.8 |
PP |
1,554.2 |
1,554.2 |
1,554.2 |
1,551.0 |
S1 |
1,544.1 |
1,544.1 |
1,555.0 |
1,537.6 |
S2 |
1,531.0 |
1,531.0 |
1,552.8 |
|
S3 |
1,507.8 |
1,520.9 |
1,550.7 |
|
S4 |
1,484.6 |
1,497.7 |
1,544.3 |
|
|
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 |
1,607.0 |
1,541.2 |
65.8 |
4.2% |
24.6 |
1.6% |
24% |
False |
True |
154,961 |
10 |
1,663.9 |
1,541.2 |
122.7 |
7.9% |
24.1 |
1.5% |
13% |
False |
True |
146,859 |
20 |
1,672.3 |
1,541.2 |
131.1 |
8.4% |
21.2 |
1.4% |
12% |
False |
True |
129,890 |
40 |
1,699.6 |
1,541.2 |
158.4 |
10.2% |
22.6 |
1.5% |
10% |
False |
True |
112,093 |
60 |
1,795.1 |
1,541.2 |
253.9 |
16.3% |
25.6 |
1.6% |
6% |
False |
True |
80,339 |
80 |
1,795.1 |
1,541.2 |
253.9 |
16.3% |
25.5 |
1.6% |
6% |
False |
True |
61,590 |
100 |
1,795.1 |
1,528.6 |
266.5 |
17.1% |
25.1 |
1.6% |
11% |
False |
False |
50,146 |
120 |
1,795.1 |
1,528.6 |
266.5 |
17.1% |
26.4 |
1.7% |
11% |
False |
False |
42,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,663.0 |
2.618 |
1,625.1 |
1.618 |
1,601.9 |
1.000 |
1,587.6 |
0.618 |
1,578.7 |
HIGH |
1,564.4 |
0.618 |
1,555.5 |
0.500 |
1,552.8 |
0.382 |
1,550.1 |
LOW |
1,541.2 |
0.618 |
1,526.9 |
1.000 |
1,518.0 |
1.618 |
1,503.7 |
2.618 |
1,480.5 |
4.250 |
1,442.6 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,555.7 |
1,568.2 |
PP |
1,554.2 |
1,564.5 |
S1 |
1,552.8 |
1,560.8 |
|