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 |
1,380.50 |
1,351.00 |
-29.50 |
-2.1% |
1,394.75 |
High |
1,385.00 |
1,363.50 |
-21.50 |
-1.6% |
1,405.00 |
Low |
1,355.50 |
1,337.50 |
-18.00 |
-1.3% |
1,355.50 |
Close |
1,356.00 |
1,359.50 |
3.50 |
0.3% |
1,356.00 |
Range |
29.50 |
26.00 |
-3.50 |
-11.9% |
49.50 |
ATR |
17.17 |
17.80 |
0.63 |
3.7% |
0.00 |
Volume |
2,760 |
1,679 |
-1,081 |
-39.2% |
9,234 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.50 |
1,421.50 |
1,373.75 |
|
R3 |
1,405.50 |
1,395.50 |
1,366.75 |
|
R2 |
1,379.50 |
1,379.50 |
1,364.25 |
|
R1 |
1,369.50 |
1,369.50 |
1,362.00 |
1,374.50 |
PP |
1,353.50 |
1,353.50 |
1,353.50 |
1,356.00 |
S1 |
1,343.50 |
1,343.50 |
1,357.00 |
1,348.50 |
S2 |
1,327.50 |
1,327.50 |
1,354.75 |
|
S3 |
1,301.50 |
1,317.50 |
1,352.25 |
|
S4 |
1,275.50 |
1,291.50 |
1,345.25 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.75 |
1,487.75 |
1,383.25 |
|
R3 |
1,471.25 |
1,438.25 |
1,369.50 |
|
R2 |
1,421.75 |
1,421.75 |
1,365.00 |
|
R1 |
1,388.75 |
1,388.75 |
1,360.50 |
1,380.50 |
PP |
1,372.25 |
1,372.25 |
1,372.25 |
1,368.00 |
S1 |
1,339.25 |
1,339.25 |
1,351.50 |
1,331.00 |
S2 |
1,322.75 |
1,322.75 |
1,347.00 |
|
S3 |
1,273.25 |
1,289.75 |
1,342.50 |
|
S4 |
1,223.75 |
1,240.25 |
1,328.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,405.00 |
1,337.50 |
67.50 |
5.0% |
21.25 |
1.6% |
33% |
False |
True |
1,719 |
10 |
1,405.00 |
1,337.50 |
67.50 |
5.0% |
17.75 |
1.3% |
33% |
False |
True |
2,261 |
20 |
1,405.00 |
1,337.50 |
67.50 |
5.0% |
18.50 |
1.4% |
33% |
False |
True |
1,691 |
40 |
1,413.50 |
1,337.50 |
76.00 |
5.6% |
16.50 |
1.2% |
29% |
False |
True |
1,478 |
60 |
1,413.50 |
1,327.75 |
85.75 |
6.3% |
14.00 |
1.0% |
37% |
False |
False |
1,001 |
80 |
1,413.50 |
1,265.00 |
148.50 |
10.9% |
12.75 |
0.9% |
64% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,474.00 |
2.618 |
1,431.50 |
1.618 |
1,405.50 |
1.000 |
1,389.50 |
0.618 |
1,379.50 |
HIGH |
1,363.50 |
0.618 |
1,353.50 |
0.500 |
1,350.50 |
0.382 |
1,347.50 |
LOW |
1,337.50 |
0.618 |
1,321.50 |
1.000 |
1,311.50 |
1.618 |
1,295.50 |
2.618 |
1,269.50 |
4.250 |
1,227.00 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,356.50 |
1,366.50 |
PP |
1,353.50 |
1,364.25 |
S1 |
1,350.50 |
1,362.00 |
|