Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,342.75 |
1,350.75 |
8.00 |
0.6% |
1,351.00 |
High |
1,356.75 |
1,356.50 |
-0.25 |
0.0% |
1,363.50 |
Low |
1,341.50 |
1,338.25 |
-3.25 |
-0.2% |
1,333.00 |
Close |
1,351.25 |
1,343.50 |
-7.75 |
-0.6% |
1,343.50 |
Range |
15.25 |
18.25 |
3.00 |
19.7% |
30.50 |
ATR |
18.15 |
18.16 |
0.01 |
0.0% |
0.00 |
Volume |
5,166 |
1,294 |
-3,872 |
-75.0% |
10,997 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.75 |
1,390.50 |
1,353.50 |
|
R3 |
1,382.50 |
1,372.25 |
1,348.50 |
|
R2 |
1,364.25 |
1,364.25 |
1,346.75 |
|
R1 |
1,354.00 |
1,354.00 |
1,345.25 |
1,350.00 |
PP |
1,346.00 |
1,346.00 |
1,346.00 |
1,344.00 |
S1 |
1,335.75 |
1,335.75 |
1,341.75 |
1,331.75 |
S2 |
1,327.75 |
1,327.75 |
1,340.25 |
|
S3 |
1,309.50 |
1,317.50 |
1,338.50 |
|
S4 |
1,291.25 |
1,299.25 |
1,333.50 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.25 |
1,421.25 |
1,360.25 |
|
R3 |
1,407.75 |
1,390.75 |
1,352.00 |
|
R2 |
1,377.25 |
1,377.25 |
1,349.00 |
|
R1 |
1,360.25 |
1,360.25 |
1,346.25 |
1,353.50 |
PP |
1,346.75 |
1,346.75 |
1,346.75 |
1,343.25 |
S1 |
1,329.75 |
1,329.75 |
1,340.75 |
1,323.00 |
S2 |
1,316.25 |
1,316.25 |
1,338.00 |
|
S3 |
1,285.75 |
1,299.25 |
1,335.00 |
|
S4 |
1,255.25 |
1,268.75 |
1,326.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,363.50 |
1,333.00 |
30.50 |
2.3% |
20.75 |
1.5% |
34% |
False |
False |
2,199 |
10 |
1,405.00 |
1,333.00 |
72.00 |
5.4% |
19.75 |
1.5% |
15% |
False |
False |
2,023 |
20 |
1,405.00 |
1,333.00 |
72.00 |
5.4% |
18.00 |
1.3% |
15% |
False |
False |
1,905 |
40 |
1,413.50 |
1,333.00 |
80.50 |
6.0% |
17.25 |
1.3% |
13% |
False |
False |
1,692 |
60 |
1,413.50 |
1,327.75 |
85.75 |
6.4% |
14.75 |
1.1% |
18% |
False |
False |
1,153 |
80 |
1,413.50 |
1,290.00 |
123.50 |
9.2% |
13.25 |
1.0% |
43% |
False |
False |
870 |
100 |
1,413.50 |
1,214.00 |
199.50 |
14.8% |
11.50 |
0.9% |
65% |
False |
False |
699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,434.00 |
2.618 |
1,404.25 |
1.618 |
1,386.00 |
1.000 |
1,374.75 |
0.618 |
1,367.75 |
HIGH |
1,356.50 |
0.618 |
1,349.50 |
0.500 |
1,347.50 |
0.382 |
1,345.25 |
LOW |
1,338.25 |
0.618 |
1,327.00 |
1.000 |
1,320.00 |
1.618 |
1,308.75 |
2.618 |
1,290.50 |
4.250 |
1,260.75 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,347.50 |
1,345.00 |
PP |
1,346.00 |
1,344.50 |
S1 |
1,344.75 |
1,344.00 |
|