Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,544.9 |
1,538.6 |
-6.3 |
-0.4% |
1,641.6 |
High |
1,552.2 |
1,579.8 |
27.6 |
1.8% |
1,644.0 |
Low |
1,526.7 |
1,538.4 |
11.7 |
0.8% |
1,572.0 |
Close |
1,536.6 |
1,574.9 |
38.3 |
2.5% |
1,584.0 |
Range |
25.5 |
41.4 |
15.9 |
62.4% |
72.0 |
ATR |
24.2 |
25.5 |
1.4 |
5.6% |
0.0 |
Volume |
241,140 |
202,392 |
-38,748 |
-16.1% |
758,931 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.6 |
1,673.1 |
1,597.7 |
|
R3 |
1,647.2 |
1,631.7 |
1,586.3 |
|
R2 |
1,605.8 |
1,605.8 |
1,582.5 |
|
R1 |
1,590.3 |
1,590.3 |
1,578.7 |
1,598.1 |
PP |
1,564.4 |
1,564.4 |
1,564.4 |
1,568.2 |
S1 |
1,548.9 |
1,548.9 |
1,571.1 |
1,556.7 |
S2 |
1,523.0 |
1,523.0 |
1,567.3 |
|
S3 |
1,481.6 |
1,507.5 |
1,563.5 |
|
S4 |
1,440.2 |
1,466.1 |
1,552.1 |
|
|
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 |
1,595.2 |
1,526.7 |
68.5 |
4.3% |
28.8 |
1.8% |
70% |
False |
False |
178,164 |
10 |
1,648.0 |
1,526.7 |
121.3 |
7.7% |
26.7 |
1.7% |
40% |
False |
False |
164,565 |
20 |
1,672.3 |
1,526.7 |
145.6 |
9.2% |
22.5 |
1.4% |
33% |
False |
False |
139,506 |
40 |
1,699.6 |
1,526.7 |
172.9 |
11.0% |
23.3 |
1.5% |
28% |
False |
False |
122,115 |
60 |
1,795.1 |
1,526.7 |
268.4 |
17.0% |
25.7 |
1.6% |
18% |
False |
False |
87,553 |
80 |
1,795.1 |
1,526.7 |
268.4 |
17.0% |
25.9 |
1.6% |
18% |
False |
False |
67,021 |
100 |
1,795.1 |
1,526.7 |
268.4 |
17.0% |
25.3 |
1.6% |
18% |
False |
False |
54,542 |
120 |
1,795.1 |
1,526.7 |
268.4 |
17.0% |
26.5 |
1.7% |
18% |
False |
False |
45,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,755.8 |
2.618 |
1,688.2 |
1.618 |
1,646.8 |
1.000 |
1,621.2 |
0.618 |
1,605.4 |
HIGH |
1,579.8 |
0.618 |
1,564.0 |
0.500 |
1,559.1 |
0.382 |
1,554.2 |
LOW |
1,538.4 |
0.618 |
1,512.8 |
1.000 |
1,497.0 |
1.618 |
1,471.4 |
2.618 |
1,430.0 |
4.250 |
1,362.5 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,569.6 |
1,567.7 |
PP |
1,564.4 |
1,560.5 |
S1 |
1,559.1 |
1,553.3 |
|