Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,350.75 |
1,339.75 |
-11.00 |
-0.8% |
1,351.00 |
High |
1,356.50 |
1,344.25 |
-12.25 |
-0.9% |
1,363.50 |
Low |
1,338.25 |
1,327.00 |
-11.25 |
-0.8% |
1,333.00 |
Close |
1,343.50 |
1,327.75 |
-15.75 |
-1.2% |
1,343.50 |
Range |
18.25 |
17.25 |
-1.00 |
-5.5% |
30.50 |
ATR |
18.16 |
18.09 |
-0.06 |
-0.4% |
0.00 |
Volume |
1,294 |
1,404 |
110 |
8.5% |
10,997 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.75 |
1,373.50 |
1,337.25 |
|
R3 |
1,367.50 |
1,356.25 |
1,332.50 |
|
R2 |
1,350.25 |
1,350.25 |
1,331.00 |
|
R1 |
1,339.00 |
1,339.00 |
1,329.25 |
1,336.00 |
PP |
1,333.00 |
1,333.00 |
1,333.00 |
1,331.50 |
S1 |
1,321.75 |
1,321.75 |
1,326.25 |
1,318.75 |
S2 |
1,315.75 |
1,315.75 |
1,324.50 |
|
S3 |
1,298.50 |
1,304.50 |
1,323.00 |
|
S4 |
1,281.25 |
1,287.25 |
1,318.25 |
|
|
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 |
1,360.50 |
1,327.00 |
33.50 |
2.5% |
19.00 |
1.4% |
2% |
False |
True |
2,144 |
10 |
1,405.00 |
1,327.00 |
78.00 |
5.9% |
20.25 |
1.5% |
1% |
False |
True |
1,931 |
20 |
1,405.00 |
1,327.00 |
78.00 |
5.9% |
18.00 |
1.4% |
1% |
False |
True |
1,926 |
40 |
1,413.50 |
1,327.00 |
86.50 |
6.5% |
17.25 |
1.3% |
1% |
False |
True |
1,721 |
60 |
1,413.50 |
1,327.00 |
86.50 |
6.5% |
15.00 |
1.1% |
1% |
False |
True |
1,176 |
80 |
1,413.50 |
1,290.00 |
123.50 |
9.3% |
13.50 |
1.0% |
31% |
False |
False |
887 |
100 |
1,413.50 |
1,225.75 |
187.75 |
14.1% |
11.50 |
0.9% |
54% |
False |
False |
713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.50 |
2.618 |
1,389.50 |
1.618 |
1,372.25 |
1.000 |
1,361.50 |
0.618 |
1,355.00 |
HIGH |
1,344.25 |
0.618 |
1,337.75 |
0.500 |
1,335.50 |
0.382 |
1,333.50 |
LOW |
1,327.00 |
0.618 |
1,316.25 |
1.000 |
1,309.75 |
1.618 |
1,299.00 |
2.618 |
1,281.75 |
4.250 |
1,253.75 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,335.50 |
1,342.00 |
PP |
1,333.00 |
1,337.25 |
S1 |
1,330.50 |
1,332.50 |
|