Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,327.25 |
1,323.00 |
-4.25 |
-0.3% |
1,351.00 |
High |
1,340.00 |
1,333.25 |
-6.75 |
-0.5% |
1,363.50 |
Low |
1,319.50 |
1,314.50 |
-5.00 |
-0.4% |
1,333.00 |
Close |
1,321.75 |
1,316.00 |
-5.75 |
-0.4% |
1,343.50 |
Range |
20.50 |
18.75 |
-1.75 |
-8.5% |
30.50 |
ATR |
18.26 |
18.30 |
0.03 |
0.2% |
0.00 |
Volume |
1,372 |
3,173 |
1,801 |
131.3% |
10,997 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.50 |
1,365.50 |
1,326.25 |
|
R3 |
1,358.75 |
1,346.75 |
1,321.25 |
|
R2 |
1,340.00 |
1,340.00 |
1,319.50 |
|
R1 |
1,328.00 |
1,328.00 |
1,317.75 |
1,324.50 |
PP |
1,321.25 |
1,321.25 |
1,321.25 |
1,319.50 |
S1 |
1,309.25 |
1,309.25 |
1,314.25 |
1,306.00 |
S2 |
1,302.50 |
1,302.50 |
1,312.50 |
|
S3 |
1,283.75 |
1,290.50 |
1,310.75 |
|
S4 |
1,265.00 |
1,271.75 |
1,305.75 |
|
|
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 |
1,314.50 |
42.25 |
3.2% |
18.00 |
1.4% |
4% |
False |
True |
2,481 |
10 |
1,395.75 |
1,314.50 |
81.25 |
6.2% |
20.75 |
1.6% |
2% |
False |
True |
2,110 |
20 |
1,405.00 |
1,314.50 |
90.50 |
6.9% |
18.25 |
1.4% |
2% |
False |
True |
2,059 |
40 |
1,413.50 |
1,314.50 |
99.00 |
7.5% |
17.75 |
1.3% |
2% |
False |
True |
1,806 |
60 |
1,413.50 |
1,314.50 |
99.00 |
7.5% |
15.25 |
1.2% |
2% |
False |
True |
1,251 |
80 |
1,413.50 |
1,290.00 |
123.50 |
9.4% |
13.75 |
1.0% |
21% |
False |
False |
944 |
100 |
1,413.50 |
1,234.00 |
179.50 |
13.6% |
11.75 |
0.9% |
46% |
False |
False |
758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,413.00 |
2.618 |
1,382.25 |
1.618 |
1,363.50 |
1.000 |
1,352.00 |
0.618 |
1,344.75 |
HIGH |
1,333.25 |
0.618 |
1,326.00 |
0.500 |
1,324.00 |
0.382 |
1,321.75 |
LOW |
1,314.50 |
0.618 |
1,303.00 |
1.000 |
1,295.75 |
1.618 |
1,284.25 |
2.618 |
1,265.50 |
4.250 |
1,234.75 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,324.00 |
1,329.50 |
PP |
1,321.25 |
1,325.00 |
S1 |
1,318.50 |
1,320.50 |
|