Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,643.3 |
1,610.4 |
-32.9 |
-2.0% |
1,667.1 |
High |
1,643.3 |
1,610.4 |
-32.9 |
-2.0% |
1,674.4 |
Low |
1,601.0 |
1,586.0 |
-15.0 |
-0.9% |
1,636.0 |
Close |
1,608.7 |
1,598.4 |
-10.3 |
-0.6% |
1,649.4 |
Range |
42.3 |
24.4 |
-17.9 |
-42.3% |
38.4 |
ATR |
20.0 |
20.3 |
0.3 |
1.6% |
0.0 |
Volume |
678 |
1,740 |
1,062 |
156.6% |
7,020 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.5 |
1,659.3 |
1,611.8 |
|
R3 |
1,647.1 |
1,634.9 |
1,605.1 |
|
R2 |
1,622.7 |
1,622.7 |
1,602.9 |
|
R1 |
1,610.5 |
1,610.5 |
1,600.6 |
1,604.4 |
PP |
1,598.3 |
1,598.3 |
1,598.3 |
1,595.2 |
S1 |
1,586.1 |
1,586.1 |
1,596.2 |
1,580.0 |
S2 |
1,573.9 |
1,573.9 |
1,593.9 |
|
S3 |
1,549.5 |
1,561.7 |
1,591.7 |
|
S4 |
1,525.1 |
1,537.3 |
1,585.0 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.5 |
1,747.3 |
1,670.5 |
|
R3 |
1,730.1 |
1,708.9 |
1,660.0 |
|
R2 |
1,691.7 |
1,691.7 |
1,656.4 |
|
R1 |
1,670.5 |
1,670.5 |
1,652.9 |
1,661.9 |
PP |
1,653.3 |
1,653.3 |
1,653.3 |
1,649.0 |
S1 |
1,632.1 |
1,632.1 |
1,645.9 |
1,623.5 |
S2 |
1,614.9 |
1,614.9 |
1,642.4 |
|
S3 |
1,576.5 |
1,593.7 |
1,638.8 |
|
S4 |
1,538.1 |
1,555.3 |
1,628.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,657.3 |
1,586.0 |
71.3 |
4.5% |
21.6 |
1.4% |
17% |
False |
True |
1,079 |
10 |
1,674.4 |
1,586.0 |
88.4 |
5.5% |
17.5 |
1.1% |
14% |
False |
True |
1,044 |
20 |
1,685.3 |
1,586.0 |
99.3 |
6.2% |
17.6 |
1.1% |
12% |
False |
True |
1,081 |
40 |
1,701.5 |
1,586.0 |
115.5 |
7.2% |
18.6 |
1.2% |
11% |
False |
True |
831 |
60 |
1,799.5 |
1,586.0 |
213.5 |
13.4% |
18.3 |
1.1% |
6% |
False |
True |
797 |
80 |
1,799.5 |
1,586.0 |
213.5 |
13.4% |
16.9 |
1.1% |
6% |
False |
True |
678 |
100 |
1,799.5 |
1,536.2 |
263.3 |
16.5% |
16.4 |
1.0% |
24% |
False |
False |
643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,714.1 |
2.618 |
1,674.3 |
1.618 |
1,649.9 |
1.000 |
1,634.8 |
0.618 |
1,625.5 |
HIGH |
1,610.4 |
0.618 |
1,601.1 |
0.500 |
1,598.2 |
0.382 |
1,595.3 |
LOW |
1,586.0 |
0.618 |
1,570.9 |
1.000 |
1,561.6 |
1.618 |
1,546.5 |
2.618 |
1,522.1 |
4.250 |
1,482.3 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,598.3 |
1,615.5 |
PP |
1,598.3 |
1,609.8 |
S1 |
1,598.2 |
1,604.1 |
|