Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,339.75 |
1,327.25 |
-12.50 |
-0.9% |
1,351.00 |
High |
1,344.25 |
1,340.00 |
-4.25 |
-0.3% |
1,363.50 |
Low |
1,327.00 |
1,319.50 |
-7.50 |
-0.6% |
1,333.00 |
Close |
1,327.75 |
1,321.75 |
-6.00 |
-0.5% |
1,343.50 |
Range |
17.25 |
20.50 |
3.25 |
18.8% |
30.50 |
ATR |
18.09 |
18.26 |
0.17 |
1.0% |
0.00 |
Volume |
1,404 |
1,372 |
-32 |
-2.3% |
10,997 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.50 |
1,375.75 |
1,333.00 |
|
R3 |
1,368.00 |
1,355.25 |
1,327.50 |
|
R2 |
1,347.50 |
1,347.50 |
1,325.50 |
|
R1 |
1,334.75 |
1,334.75 |
1,323.75 |
1,331.00 |
PP |
1,327.00 |
1,327.00 |
1,327.00 |
1,325.25 |
S1 |
1,314.25 |
1,314.25 |
1,319.75 |
1,310.50 |
S2 |
1,306.50 |
1,306.50 |
1,318.00 |
|
S3 |
1,286.00 |
1,293.75 |
1,316.00 |
|
S4 |
1,265.50 |
1,273.25 |
1,310.50 |
|
|
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 |
1,356.75 |
1,319.50 |
37.25 |
2.8% |
18.50 |
1.4% |
6% |
False |
True |
2,179 |
10 |
1,397.25 |
1,319.50 |
77.75 |
5.9% |
20.25 |
1.5% |
3% |
False |
True |
1,932 |
20 |
1,405.00 |
1,319.50 |
85.50 |
6.5% |
17.75 |
1.3% |
3% |
False |
True |
1,975 |
40 |
1,413.50 |
1,319.50 |
94.00 |
7.1% |
17.50 |
1.3% |
2% |
False |
True |
1,730 |
60 |
1,413.50 |
1,319.50 |
94.00 |
7.1% |
15.00 |
1.1% |
2% |
False |
True |
1,199 |
80 |
1,413.50 |
1,290.00 |
123.50 |
9.3% |
13.50 |
1.0% |
26% |
False |
False |
905 |
100 |
1,413.50 |
1,234.00 |
179.50 |
13.6% |
11.75 |
0.9% |
49% |
False |
False |
726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.00 |
2.618 |
1,393.75 |
1.618 |
1,373.25 |
1.000 |
1,360.50 |
0.618 |
1,352.75 |
HIGH |
1,340.00 |
0.618 |
1,332.25 |
0.500 |
1,329.75 |
0.382 |
1,327.25 |
LOW |
1,319.50 |
0.618 |
1,306.75 |
1.000 |
1,299.00 |
1.618 |
1,286.25 |
2.618 |
1,265.75 |
4.250 |
1,232.50 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,329.75 |
1,338.00 |
PP |
1,327.00 |
1,332.50 |
S1 |
1,324.50 |
1,327.25 |
|