Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,359.50 |
1,351.50 |
-8.00 |
-0.6% |
1,394.75 |
High |
1,360.50 |
1,354.00 |
-6.50 |
-0.5% |
1,405.00 |
Low |
1,337.50 |
1,333.00 |
-4.50 |
-0.3% |
1,355.50 |
Close |
1,352.00 |
1,344.50 |
-7.50 |
-0.6% |
1,356.00 |
Range |
23.00 |
21.00 |
-2.00 |
-8.7% |
49.50 |
ATR |
18.17 |
18.37 |
0.20 |
1.1% |
0.00 |
Volume |
1,197 |
1,661 |
464 |
38.8% |
9,234 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.75 |
1,396.75 |
1,356.00 |
|
R3 |
1,385.75 |
1,375.75 |
1,350.25 |
|
R2 |
1,364.75 |
1,364.75 |
1,348.25 |
|
R1 |
1,354.75 |
1,354.75 |
1,346.50 |
1,349.25 |
PP |
1,343.75 |
1,343.75 |
1,343.75 |
1,341.00 |
S1 |
1,333.75 |
1,333.75 |
1,342.50 |
1,328.25 |
S2 |
1,322.75 |
1,322.75 |
1,340.75 |
|
S3 |
1,301.75 |
1,312.75 |
1,338.75 |
|
S4 |
1,280.75 |
1,291.75 |
1,333.00 |
|
|
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 |
1,395.75 |
1,333.00 |
62.75 |
4.7% |
23.50 |
1.7% |
18% |
False |
True |
1,739 |
10 |
1,405.00 |
1,333.00 |
72.00 |
5.4% |
19.50 |
1.5% |
16% |
False |
True |
1,806 |
20 |
1,405.00 |
1,333.00 |
72.00 |
5.4% |
18.50 |
1.4% |
16% |
False |
True |
1,752 |
40 |
1,413.50 |
1,333.00 |
80.50 |
6.0% |
16.75 |
1.2% |
14% |
False |
True |
1,544 |
60 |
1,413.50 |
1,327.75 |
85.75 |
6.4% |
14.75 |
1.1% |
20% |
False |
False |
1,046 |
80 |
1,413.50 |
1,283.75 |
129.75 |
9.7% |
13.00 |
1.0% |
47% |
False |
False |
790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.25 |
2.618 |
1,409.00 |
1.618 |
1,388.00 |
1.000 |
1,375.00 |
0.618 |
1,367.00 |
HIGH |
1,354.00 |
0.618 |
1,346.00 |
0.500 |
1,343.50 |
0.382 |
1,341.00 |
LOW |
1,333.00 |
0.618 |
1,320.00 |
1.000 |
1,312.00 |
1.618 |
1,299.00 |
2.618 |
1,278.00 |
4.250 |
1,243.75 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,344.25 |
1,348.25 |
PP |
1,343.75 |
1,347.00 |
S1 |
1,343.50 |
1,345.75 |
|