Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,323.00 |
1,317.25 |
-5.75 |
-0.4% |
1,351.00 |
High |
1,333.25 |
1,324.25 |
-9.00 |
-0.7% |
1,363.50 |
Low |
1,314.50 |
1,294.50 |
-20.00 |
-1.5% |
1,333.00 |
Close |
1,316.00 |
1,295.00 |
-21.00 |
-1.6% |
1,343.50 |
Range |
18.75 |
29.75 |
11.00 |
58.7% |
30.50 |
ATR |
18.30 |
19.12 |
0.82 |
4.5% |
0.00 |
Volume |
3,173 |
4,553 |
1,380 |
43.5% |
10,997 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.75 |
1,374.25 |
1,311.25 |
|
R3 |
1,364.00 |
1,344.50 |
1,303.25 |
|
R2 |
1,334.25 |
1,334.25 |
1,300.50 |
|
R1 |
1,314.75 |
1,314.75 |
1,297.75 |
1,309.50 |
PP |
1,304.50 |
1,304.50 |
1,304.50 |
1,302.00 |
S1 |
1,285.00 |
1,285.00 |
1,292.25 |
1,280.00 |
S2 |
1,274.75 |
1,274.75 |
1,289.50 |
|
S3 |
1,245.00 |
1,255.25 |
1,286.75 |
|
S4 |
1,215.25 |
1,225.50 |
1,278.75 |
|
|
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 |
1,356.50 |
1,294.50 |
62.00 |
4.8% |
21.00 |
1.6% |
1% |
False |
True |
2,359 |
10 |
1,385.00 |
1,294.50 |
90.50 |
7.0% |
22.00 |
1.7% |
1% |
False |
True |
2,425 |
20 |
1,405.00 |
1,294.50 |
110.50 |
8.5% |
18.50 |
1.4% |
0% |
False |
True |
2,228 |
40 |
1,413.50 |
1,294.50 |
119.00 |
9.2% |
18.00 |
1.4% |
0% |
False |
True |
1,875 |
60 |
1,413.50 |
1,294.50 |
119.00 |
9.2% |
15.50 |
1.2% |
0% |
False |
True |
1,326 |
80 |
1,413.50 |
1,290.00 |
123.50 |
9.5% |
14.00 |
1.1% |
4% |
False |
False |
1,001 |
100 |
1,413.50 |
1,234.00 |
179.50 |
13.9% |
12.25 |
0.9% |
34% |
False |
False |
804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.75 |
2.618 |
1,402.25 |
1.618 |
1,372.50 |
1.000 |
1,354.00 |
0.618 |
1,342.75 |
HIGH |
1,324.25 |
0.618 |
1,313.00 |
0.500 |
1,309.50 |
0.382 |
1,305.75 |
LOW |
1,294.50 |
0.618 |
1,276.00 |
1.000 |
1,264.75 |
1.618 |
1,246.25 |
2.618 |
1,216.50 |
4.250 |
1,168.00 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,309.50 |
1,317.25 |
PP |
1,304.50 |
1,309.75 |
S1 |
1,299.75 |
1,302.50 |
|