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 |
1,558.9 |
1,546.9 |
-12.0 |
-0.8% |
1,642.7 |
High |
1,566.0 |
1,554.0 |
-12.0 |
-0.8% |
1,644.7 |
Low |
1,543.5 |
1,529.3 |
-14.2 |
-0.9% |
1,574.3 |
Close |
1,559.3 |
1,538.7 |
-20.6 |
-1.3% |
1,586.3 |
Range |
22.5 |
24.7 |
2.2 |
9.8% |
70.4 |
ATR |
22.5 |
23.0 |
0.5 |
2.4% |
0.0 |
Volume |
18,783 |
10,799 |
-7,984 |
-42.5% |
70,543 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,614.8 |
1,601.4 |
1,552.3 |
|
R3 |
1,590.1 |
1,576.7 |
1,545.5 |
|
R2 |
1,565.4 |
1,565.4 |
1,543.2 |
|
R1 |
1,552.0 |
1,552.0 |
1,541.0 |
1,546.4 |
PP |
1,540.7 |
1,540.7 |
1,540.7 |
1,537.8 |
S1 |
1,527.3 |
1,527.3 |
1,536.4 |
1,521.7 |
S2 |
1,516.0 |
1,516.0 |
1,534.2 |
|
S3 |
1,491.3 |
1,502.6 |
1,531.9 |
|
S4 |
1,466.6 |
1,477.9 |
1,525.1 |
|
|
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 |
1,604.4 |
1,529.3 |
75.1 |
4.9% |
23.1 |
1.5% |
13% |
False |
True |
17,506 |
10 |
1,656.4 |
1,529.3 |
127.1 |
8.3% |
23.9 |
1.6% |
7% |
False |
True |
14,676 |
20 |
1,674.3 |
1,529.3 |
145.0 |
9.4% |
20.1 |
1.3% |
6% |
False |
True |
9,920 |
40 |
1,700.9 |
1,529.3 |
171.6 |
11.2% |
21.0 |
1.4% |
5% |
False |
True |
7,348 |
60 |
1,797.7 |
1,529.3 |
268.4 |
17.4% |
23.1 |
1.5% |
4% |
False |
True |
6,224 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.4% |
22.7 |
1.5% |
4% |
False |
True |
5,113 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.4% |
21.6 |
1.4% |
4% |
False |
True |
4,279 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.4% |
21.9 |
1.4% |
4% |
False |
True |
3,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,659.0 |
2.618 |
1,618.7 |
1.618 |
1,594.0 |
1.000 |
1,578.7 |
0.618 |
1,569.3 |
HIGH |
1,554.0 |
0.618 |
1,544.6 |
0.500 |
1,541.7 |
0.382 |
1,538.7 |
LOW |
1,529.3 |
0.618 |
1,514.0 |
1.000 |
1,504.6 |
1.618 |
1,489.3 |
2.618 |
1,464.6 |
4.250 |
1,424.3 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,541.7 |
1,558.5 |
PP |
1,540.7 |
1,551.9 |
S1 |
1,539.7 |
1,545.3 |
|