Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,597.6 |
1,596.5 |
-1.1 |
-0.1% |
1,642.8 |
High |
1,604.0 |
1,596.6 |
-7.4 |
-0.5% |
1,645.0 |
Low |
1,597.2 |
1,581.6 |
-15.6 |
-1.0% |
1,581.6 |
Close |
1,599.8 |
1,588.3 |
-11.5 |
-0.7% |
1,588.3 |
Range |
6.8 |
15.0 |
8.2 |
120.6% |
63.4 |
ATR |
19.3 |
19.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
813 |
1,356 |
543 |
66.8% |
4,962 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.8 |
1,626.1 |
1,596.6 |
|
R3 |
1,618.8 |
1,611.1 |
1,592.4 |
|
R2 |
1,603.8 |
1,603.8 |
1,591.1 |
|
R1 |
1,596.1 |
1,596.1 |
1,589.7 |
1,592.5 |
PP |
1,588.8 |
1,588.8 |
1,588.8 |
1,587.0 |
S1 |
1,581.1 |
1,581.1 |
1,586.9 |
1,577.5 |
S2 |
1,573.8 |
1,573.8 |
1,585.6 |
|
S3 |
1,558.8 |
1,566.1 |
1,584.2 |
|
S4 |
1,543.8 |
1,551.1 |
1,580.1 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.2 |
1,755.1 |
1,623.2 |
|
R3 |
1,731.8 |
1,691.7 |
1,605.7 |
|
R2 |
1,668.4 |
1,668.4 |
1,599.9 |
|
R1 |
1,628.3 |
1,628.3 |
1,594.1 |
1,616.7 |
PP |
1,605.0 |
1,605.0 |
1,605.0 |
1,599.1 |
S1 |
1,564.9 |
1,564.9 |
1,582.5 |
1,553.3 |
S2 |
1,541.6 |
1,541.6 |
1,576.7 |
|
S3 |
1,478.2 |
1,501.5 |
1,570.9 |
|
S4 |
1,414.8 |
1,438.1 |
1,553.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,645.0 |
1,581.6 |
63.4 |
4.0% |
19.3 |
1.2% |
11% |
False |
True |
992 |
10 |
1,674.4 |
1,581.6 |
92.8 |
5.8% |
16.8 |
1.1% |
7% |
False |
True |
1,198 |
20 |
1,674.4 |
1,581.6 |
92.8 |
5.8% |
16.1 |
1.0% |
7% |
False |
True |
1,031 |
40 |
1,701.5 |
1,581.6 |
119.9 |
7.5% |
17.5 |
1.1% |
6% |
False |
True |
857 |
60 |
1,799.5 |
1,581.6 |
217.9 |
13.7% |
18.5 |
1.2% |
3% |
False |
True |
816 |
80 |
1,799.5 |
1,581.6 |
217.9 |
13.7% |
16.9 |
1.1% |
3% |
False |
True |
686 |
100 |
1,799.5 |
1,536.2 |
263.3 |
16.6% |
16.2 |
1.0% |
20% |
False |
False |
655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,660.4 |
2.618 |
1,635.9 |
1.618 |
1,620.9 |
1.000 |
1,611.6 |
0.618 |
1,605.9 |
HIGH |
1,596.6 |
0.618 |
1,590.9 |
0.500 |
1,589.1 |
0.382 |
1,587.3 |
LOW |
1,581.6 |
0.618 |
1,572.3 |
1.000 |
1,566.6 |
1.618 |
1,557.3 |
2.618 |
1,542.3 |
4.250 |
1,517.9 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,589.1 |
1,596.0 |
PP |
1,588.8 |
1,593.4 |
S1 |
1,588.6 |
1,590.9 |
|