Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,638.1 |
1,642.7 |
4.6 |
0.3% |
1,667.1 |
High |
1,649.3 |
1,644.7 |
-4.6 |
-0.3% |
1,674.3 |
Low |
1,629.8 |
1,634.7 |
4.9 |
0.3% |
1,629.8 |
Close |
1,647.4 |
1,641.4 |
-6.0 |
-0.4% |
1,647.4 |
Range |
19.5 |
10.0 |
-9.5 |
-48.7% |
44.5 |
ATR |
20.7 |
20.1 |
-0.6 |
-2.8% |
0.0 |
Volume |
13,643 |
9,122 |
-4,521 |
-33.1% |
38,649 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.3 |
1,665.8 |
1,646.9 |
|
R3 |
1,660.3 |
1,655.8 |
1,644.2 |
|
R2 |
1,650.3 |
1,650.3 |
1,643.2 |
|
R1 |
1,645.8 |
1,645.8 |
1,642.3 |
1,643.1 |
PP |
1,640.3 |
1,640.3 |
1,640.3 |
1,638.9 |
S1 |
1,635.8 |
1,635.8 |
1,640.5 |
1,633.1 |
S2 |
1,630.3 |
1,630.3 |
1,639.6 |
|
S3 |
1,620.3 |
1,625.8 |
1,638.7 |
|
S4 |
1,610.3 |
1,615.8 |
1,635.9 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.0 |
1,760.2 |
1,671.9 |
|
R3 |
1,739.5 |
1,715.7 |
1,659.6 |
|
R2 |
1,695.0 |
1,695.0 |
1,655.6 |
|
R1 |
1,671.2 |
1,671.2 |
1,651.5 |
1,660.9 |
PP |
1,650.5 |
1,650.5 |
1,650.5 |
1,645.3 |
S1 |
1,626.7 |
1,626.7 |
1,643.3 |
1,616.4 |
S2 |
1,606.0 |
1,606.0 |
1,639.2 |
|
S3 |
1,561.5 |
1,582.2 |
1,635.2 |
|
S4 |
1,517.0 |
1,537.7 |
1,622.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.3 |
1,629.8 |
44.5 |
2.7% |
15.4 |
0.9% |
26% |
False |
False |
8,660 |
10 |
1,674.3 |
1,628.0 |
46.3 |
2.8% |
16.7 |
1.0% |
29% |
False |
False |
7,365 |
20 |
1,683.1 |
1,626.4 |
56.7 |
3.5% |
18.1 |
1.1% |
26% |
False |
False |
6,133 |
40 |
1,721.7 |
1,616.3 |
105.4 |
6.4% |
21.0 |
1.3% |
24% |
False |
False |
5,398 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.1% |
22.0 |
1.3% |
14% |
False |
False |
4,537 |
80 |
1,797.7 |
1,616.3 |
181.4 |
11.1% |
21.8 |
1.3% |
14% |
False |
False |
3,771 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
21.7 |
1.3% |
40% |
False |
False |
3,142 |
120 |
1,804.0 |
1,537.0 |
267.0 |
16.3% |
21.7 |
1.3% |
39% |
False |
False |
2,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,687.2 |
2.618 |
1,670.9 |
1.618 |
1,660.9 |
1.000 |
1,654.7 |
0.618 |
1,650.9 |
HIGH |
1,644.7 |
0.618 |
1,640.9 |
0.500 |
1,639.7 |
0.382 |
1,638.5 |
LOW |
1,634.7 |
0.618 |
1,628.5 |
1.000 |
1,624.7 |
1.618 |
1,618.5 |
2.618 |
1,608.5 |
4.250 |
1,592.2 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,640.8 |
1,643.1 |
PP |
1,640.3 |
1,642.5 |
S1 |
1,639.7 |
1,642.0 |
|