Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,557.2 |
1,544.9 |
-12.3 |
-0.8% |
1,641.6 |
High |
1,564.4 |
1,552.2 |
-12.2 |
-0.8% |
1,644.0 |
Low |
1,541.2 |
1,526.7 |
-14.5 |
-0.9% |
1,572.0 |
Close |
1,557.1 |
1,536.6 |
-20.5 |
-1.3% |
1,584.0 |
Range |
23.2 |
25.5 |
2.3 |
9.9% |
72.0 |
ATR |
23.7 |
24.2 |
0.5 |
2.0% |
0.0 |
Volume |
153,437 |
241,140 |
87,703 |
57.2% |
758,931 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.0 |
1,601.3 |
1,550.6 |
|
R3 |
1,589.5 |
1,575.8 |
1,543.6 |
|
R2 |
1,564.0 |
1,564.0 |
1,541.3 |
|
R1 |
1,550.3 |
1,550.3 |
1,538.9 |
1,544.4 |
PP |
1,538.5 |
1,538.5 |
1,538.5 |
1,535.6 |
S1 |
1,524.8 |
1,524.8 |
1,534.3 |
1,518.9 |
S2 |
1,513.0 |
1,513.0 |
1,531.9 |
|
S3 |
1,487.5 |
1,499.3 |
1,529.6 |
|
S4 |
1,462.0 |
1,473.8 |
1,522.6 |
|
|
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 |
1,602.2 |
1,526.7 |
75.5 |
4.9% |
24.0 |
1.6% |
13% |
False |
True |
164,131 |
10 |
1,654.3 |
1,526.7 |
127.6 |
8.3% |
24.8 |
1.6% |
8% |
False |
True |
158,467 |
20 |
1,672.3 |
1,526.7 |
145.6 |
9.5% |
21.6 |
1.4% |
7% |
False |
True |
136,988 |
40 |
1,699.6 |
1,526.7 |
172.9 |
11.3% |
22.7 |
1.5% |
6% |
False |
True |
117,571 |
60 |
1,795.1 |
1,526.7 |
268.4 |
17.5% |
25.5 |
1.7% |
4% |
False |
True |
84,282 |
80 |
1,795.1 |
1,526.7 |
268.4 |
17.5% |
25.6 |
1.7% |
4% |
False |
True |
64,550 |
100 |
1,795.1 |
1,526.7 |
268.4 |
17.5% |
25.1 |
1.6% |
4% |
False |
True |
52,534 |
120 |
1,795.1 |
1,526.7 |
268.4 |
17.5% |
26.4 |
1.7% |
4% |
False |
True |
44,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,660.6 |
2.618 |
1,619.0 |
1.618 |
1,593.5 |
1.000 |
1,577.7 |
0.618 |
1,568.0 |
HIGH |
1,552.2 |
0.618 |
1,542.5 |
0.500 |
1,539.5 |
0.382 |
1,536.4 |
LOW |
1,526.7 |
0.618 |
1,510.9 |
1.000 |
1,501.2 |
1.618 |
1,485.4 |
2.618 |
1,459.9 |
4.250 |
1,418.3 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,539.5 |
1,556.3 |
PP |
1,538.5 |
1,549.7 |
S1 |
1,537.6 |
1,543.2 |
|