Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,596.4 |
1,585.5 |
-10.9 |
-0.7% |
1,642.7 |
High |
1,597.0 |
1,587.7 |
-9.3 |
-0.6% |
1,644.7 |
Low |
1,574.3 |
1,558.0 |
-16.3 |
-1.0% |
1,574.3 |
Close |
1,586.3 |
1,563.2 |
-23.1 |
-1.5% |
1,586.3 |
Range |
22.7 |
29.7 |
7.0 |
30.8% |
70.4 |
ATR |
21.9 |
22.5 |
0.6 |
2.5% |
0.0 |
Volume |
16,293 |
25,985 |
9,692 |
59.5% |
70,543 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.7 |
1,640.7 |
1,579.5 |
|
R3 |
1,629.0 |
1,611.0 |
1,571.4 |
|
R2 |
1,599.3 |
1,599.3 |
1,568.6 |
|
R1 |
1,581.3 |
1,581.3 |
1,565.9 |
1,575.5 |
PP |
1,569.6 |
1,569.6 |
1,569.6 |
1,566.7 |
S1 |
1,551.6 |
1,551.6 |
1,560.5 |
1,545.8 |
S2 |
1,539.9 |
1,539.9 |
1,557.8 |
|
S3 |
1,510.2 |
1,521.9 |
1,555.0 |
|
S4 |
1,480.5 |
1,492.2 |
1,546.9 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.0 |
1,770.0 |
1,625.0 |
|
R3 |
1,742.6 |
1,699.6 |
1,605.7 |
|
R2 |
1,672.2 |
1,672.2 |
1,599.2 |
|
R1 |
1,629.2 |
1,629.2 |
1,592.8 |
1,615.5 |
PP |
1,601.8 |
1,601.8 |
1,601.8 |
1,594.9 |
S1 |
1,558.8 |
1,558.8 |
1,579.8 |
1,545.1 |
S2 |
1,531.4 |
1,531.4 |
1,573.4 |
|
S3 |
1,461.0 |
1,488.4 |
1,566.9 |
|
S4 |
1,390.6 |
1,418.0 |
1,547.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,641.3 |
1,558.0 |
83.3 |
5.3% |
27.9 |
1.8% |
6% |
False |
True |
17,481 |
10 |
1,674.3 |
1,558.0 |
116.3 |
7.4% |
21.7 |
1.4% |
4% |
False |
True |
13,070 |
20 |
1,674.3 |
1,558.0 |
116.3 |
7.4% |
19.6 |
1.3% |
4% |
False |
True |
8,594 |
40 |
1,700.9 |
1,558.0 |
142.9 |
9.1% |
20.6 |
1.3% |
4% |
False |
True |
6,717 |
60 |
1,797.7 |
1,558.0 |
239.7 |
15.3% |
23.0 |
1.5% |
2% |
False |
True |
5,819 |
80 |
1,797.7 |
1,558.0 |
239.7 |
15.3% |
22.4 |
1.4% |
2% |
False |
True |
4,775 |
100 |
1,797.7 |
1,537.0 |
260.7 |
16.7% |
21.4 |
1.4% |
10% |
False |
False |
3,986 |
120 |
1,797.7 |
1,537.0 |
260.7 |
16.7% |
22.1 |
1.4% |
10% |
False |
False |
3,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.9 |
2.618 |
1,665.5 |
1.618 |
1,635.8 |
1.000 |
1,617.4 |
0.618 |
1,606.1 |
HIGH |
1,587.7 |
0.618 |
1,576.4 |
0.500 |
1,572.9 |
0.382 |
1,569.3 |
LOW |
1,558.0 |
0.618 |
1,539.6 |
1.000 |
1,528.3 |
1.618 |
1,509.9 |
2.618 |
1,480.2 |
4.250 |
1,431.8 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,572.9 |
1,581.2 |
PP |
1,569.6 |
1,575.2 |
S1 |
1,566.4 |
1,569.2 |
|