Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,642.7 |
1,641.3 |
-1.4 |
-0.1% |
1,667.1 |
High |
1,644.7 |
1,641.3 |
-3.4 |
-0.2% |
1,674.3 |
Low |
1,634.7 |
1,598.0 |
-36.7 |
-2.2% |
1,629.8 |
Close |
1,641.4 |
1,606.8 |
-34.6 |
-2.1% |
1,647.4 |
Range |
10.0 |
43.3 |
33.3 |
333.0% |
44.5 |
ATR |
20.1 |
21.8 |
1.7 |
8.3% |
0.0 |
Volume |
9,122 |
12,540 |
3,418 |
37.5% |
38,649 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.3 |
1,719.3 |
1,630.6 |
|
R3 |
1,702.0 |
1,676.0 |
1,618.7 |
|
R2 |
1,658.7 |
1,658.7 |
1,614.7 |
|
R1 |
1,632.7 |
1,632.7 |
1,610.8 |
1,624.1 |
PP |
1,615.4 |
1,615.4 |
1,615.4 |
1,611.0 |
S1 |
1,589.4 |
1,589.4 |
1,602.8 |
1,580.8 |
S2 |
1,572.1 |
1,572.1 |
1,598.9 |
|
S3 |
1,528.8 |
1,546.1 |
1,594.9 |
|
S4 |
1,485.5 |
1,502.8 |
1,583.0 |
|
|
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 |
1,663.0 |
1,598.0 |
65.0 |
4.0% |
21.8 |
1.4% |
14% |
False |
True |
9,753 |
10 |
1,674.3 |
1,598.0 |
76.3 |
4.7% |
19.6 |
1.2% |
12% |
False |
True |
7,817 |
20 |
1,683.1 |
1,598.0 |
85.1 |
5.3% |
18.7 |
1.2% |
10% |
False |
True |
6,499 |
40 |
1,710.0 |
1,598.0 |
112.0 |
7.0% |
21.5 |
1.3% |
8% |
False |
True |
5,584 |
60 |
1,797.7 |
1,598.0 |
199.7 |
12.4% |
22.3 |
1.4% |
4% |
False |
True |
4,709 |
80 |
1,797.7 |
1,598.0 |
199.7 |
12.4% |
22.2 |
1.4% |
4% |
False |
True |
3,919 |
100 |
1,797.7 |
1,537.0 |
260.7 |
16.2% |
21.7 |
1.4% |
27% |
False |
False |
3,256 |
120 |
1,797.7 |
1,537.0 |
260.7 |
16.2% |
21.9 |
1.4% |
27% |
False |
False |
2,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,825.3 |
2.618 |
1,754.7 |
1.618 |
1,711.4 |
1.000 |
1,684.6 |
0.618 |
1,668.1 |
HIGH |
1,641.3 |
0.618 |
1,624.8 |
0.500 |
1,619.7 |
0.382 |
1,614.5 |
LOW |
1,598.0 |
0.618 |
1,571.2 |
1.000 |
1,554.7 |
1.618 |
1,527.9 |
2.618 |
1,484.6 |
4.250 |
1,414.0 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,619.7 |
1,623.7 |
PP |
1,615.4 |
1,618.0 |
S1 |
1,611.1 |
1,612.4 |
|