Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,317.25 |
1,295.75 |
-21.50 |
-1.6% |
1,339.75 |
High |
1,324.25 |
1,303.75 |
-20.50 |
-1.5% |
1,344.25 |
Low |
1,294.50 |
1,283.25 |
-11.25 |
-0.9% |
1,283.25 |
Close |
1,295.00 |
1,284.50 |
-10.50 |
-0.8% |
1,284.50 |
Range |
29.75 |
20.50 |
-9.25 |
-31.1% |
61.00 |
ATR |
19.12 |
19.21 |
0.10 |
0.5% |
0.00 |
Volume |
4,553 |
6,523 |
1,970 |
43.3% |
17,025 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.00 |
1,338.75 |
1,295.75 |
|
R3 |
1,331.50 |
1,318.25 |
1,290.25 |
|
R2 |
1,311.00 |
1,311.00 |
1,288.25 |
|
R1 |
1,297.75 |
1,297.75 |
1,286.50 |
1,294.00 |
PP |
1,290.50 |
1,290.50 |
1,290.50 |
1,288.75 |
S1 |
1,277.25 |
1,277.25 |
1,282.50 |
1,273.50 |
S2 |
1,270.00 |
1,270.00 |
1,280.75 |
|
S3 |
1,249.50 |
1,256.75 |
1,278.75 |
|
S4 |
1,229.00 |
1,236.25 |
1,273.25 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.00 |
1,446.75 |
1,318.00 |
|
R3 |
1,426.00 |
1,385.75 |
1,301.25 |
|
R2 |
1,365.00 |
1,365.00 |
1,295.75 |
|
R1 |
1,324.75 |
1,324.75 |
1,290.00 |
1,314.50 |
PP |
1,304.00 |
1,304.00 |
1,304.00 |
1,298.75 |
S1 |
1,263.75 |
1,263.75 |
1,279.00 |
1,253.50 |
S2 |
1,243.00 |
1,243.00 |
1,273.25 |
|
S3 |
1,182.00 |
1,202.75 |
1,267.75 |
|
S4 |
1,121.00 |
1,141.75 |
1,251.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,344.25 |
1,283.25 |
61.00 |
4.7% |
21.25 |
1.7% |
2% |
False |
True |
3,405 |
10 |
1,363.50 |
1,283.25 |
80.25 |
6.2% |
21.00 |
1.6% |
2% |
False |
True |
2,802 |
20 |
1,405.00 |
1,283.25 |
121.75 |
9.5% |
19.00 |
1.5% |
1% |
False |
True |
2,489 |
40 |
1,413.50 |
1,283.25 |
130.25 |
10.1% |
18.25 |
1.4% |
1% |
False |
True |
1,993 |
60 |
1,413.50 |
1,283.25 |
130.25 |
10.1% |
15.75 |
1.2% |
1% |
False |
True |
1,435 |
80 |
1,413.50 |
1,283.25 |
130.25 |
10.1% |
14.00 |
1.1% |
1% |
False |
True |
1,082 |
100 |
1,413.50 |
1,234.00 |
179.50 |
14.0% |
12.25 |
1.0% |
28% |
False |
False |
869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.00 |
2.618 |
1,357.50 |
1.618 |
1,337.00 |
1.000 |
1,324.25 |
0.618 |
1,316.50 |
HIGH |
1,303.75 |
0.618 |
1,296.00 |
0.500 |
1,293.50 |
0.382 |
1,291.00 |
LOW |
1,283.25 |
0.618 |
1,270.50 |
1.000 |
1,262.75 |
1.618 |
1,250.00 |
2.618 |
1,229.50 |
4.250 |
1,196.00 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,293.50 |
1,308.25 |
PP |
1,290.50 |
1,300.25 |
S1 |
1,287.50 |
1,292.50 |
|