Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,351.50 |
1,342.75 |
-8.75 |
-0.6% |
1,394.75 |
High |
1,354.00 |
1,356.75 |
2.75 |
0.2% |
1,405.00 |
Low |
1,333.00 |
1,341.50 |
8.50 |
0.6% |
1,355.50 |
Close |
1,344.50 |
1,351.25 |
6.75 |
0.5% |
1,356.00 |
Range |
21.00 |
15.25 |
-5.75 |
-27.4% |
49.50 |
ATR |
18.37 |
18.15 |
-0.22 |
-1.2% |
0.00 |
Volume |
1,661 |
5,166 |
3,505 |
211.0% |
9,234 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.50 |
1,388.75 |
1,359.75 |
|
R3 |
1,380.25 |
1,373.50 |
1,355.50 |
|
R2 |
1,365.00 |
1,365.00 |
1,354.00 |
|
R1 |
1,358.25 |
1,358.25 |
1,352.75 |
1,361.50 |
PP |
1,349.75 |
1,349.75 |
1,349.75 |
1,351.50 |
S1 |
1,343.00 |
1,343.00 |
1,349.75 |
1,346.50 |
S2 |
1,334.50 |
1,334.50 |
1,348.50 |
|
S3 |
1,319.25 |
1,327.75 |
1,347.00 |
|
S4 |
1,304.00 |
1,312.50 |
1,342.75 |
|
|
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 |
1,385.00 |
1,333.00 |
52.00 |
3.8% |
23.00 |
1.7% |
35% |
False |
False |
2,492 |
10 |
1,405.00 |
1,333.00 |
72.00 |
5.3% |
19.25 |
1.4% |
25% |
False |
False |
2,064 |
20 |
1,405.00 |
1,333.00 |
72.00 |
5.3% |
18.25 |
1.4% |
25% |
False |
False |
1,881 |
40 |
1,413.50 |
1,333.00 |
80.50 |
6.0% |
16.75 |
1.2% |
23% |
False |
False |
1,663 |
60 |
1,413.50 |
1,327.75 |
85.75 |
6.3% |
14.75 |
1.1% |
27% |
False |
False |
1,131 |
80 |
1,413.50 |
1,287.25 |
126.25 |
9.3% |
13.00 |
1.0% |
51% |
False |
False |
854 |
100 |
1,413.50 |
1,188.50 |
225.00 |
16.7% |
11.25 |
0.8% |
72% |
False |
False |
686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.50 |
2.618 |
1,396.75 |
1.618 |
1,381.50 |
1.000 |
1,372.00 |
0.618 |
1,366.25 |
HIGH |
1,356.75 |
0.618 |
1,351.00 |
0.500 |
1,349.00 |
0.382 |
1,347.25 |
LOW |
1,341.50 |
0.618 |
1,332.00 |
1.000 |
1,326.25 |
1.618 |
1,316.75 |
2.618 |
1,301.50 |
4.250 |
1,276.75 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,350.50 |
1,349.75 |
PP |
1,349.75 |
1,348.25 |
S1 |
1,349.00 |
1,346.75 |
|