Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,596.5 |
1,588.5 |
-8.0 |
-0.5% |
1,642.8 |
High |
1,596.6 |
1,588.5 |
-8.1 |
-0.5% |
1,645.0 |
Low |
1,581.6 |
1,560.0 |
-21.6 |
-1.4% |
1,581.6 |
Close |
1,588.3 |
1,565.2 |
-23.1 |
-1.5% |
1,588.3 |
Range |
15.0 |
28.5 |
13.5 |
90.0% |
63.4 |
ATR |
19.3 |
19.9 |
0.7 |
3.4% |
0.0 |
Volume |
1,356 |
715 |
-641 |
-47.3% |
4,962 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.7 |
1,639.5 |
1,580.9 |
|
R3 |
1,628.2 |
1,611.0 |
1,573.0 |
|
R2 |
1,599.7 |
1,599.7 |
1,570.4 |
|
R1 |
1,582.5 |
1,582.5 |
1,567.8 |
1,576.9 |
PP |
1,571.2 |
1,571.2 |
1,571.2 |
1,568.4 |
S1 |
1,554.0 |
1,554.0 |
1,562.6 |
1,548.4 |
S2 |
1,542.7 |
1,542.7 |
1,560.0 |
|
S3 |
1,514.2 |
1,525.5 |
1,557.4 |
|
S4 |
1,485.7 |
1,497.0 |
1,549.5 |
|
|
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 |
1,643.3 |
1,560.0 |
83.3 |
5.3% |
23.4 |
1.5% |
6% |
False |
True |
1,060 |
10 |
1,674.4 |
1,560.0 |
114.4 |
7.3% |
17.8 |
1.1% |
5% |
False |
True |
1,237 |
20 |
1,674.4 |
1,560.0 |
114.4 |
7.3% |
17.0 |
1.1% |
5% |
False |
True |
1,029 |
40 |
1,701.5 |
1,560.0 |
141.5 |
9.0% |
17.8 |
1.1% |
4% |
False |
True |
858 |
60 |
1,799.5 |
1,560.0 |
239.5 |
15.3% |
18.7 |
1.2% |
2% |
False |
True |
827 |
80 |
1,799.5 |
1,560.0 |
239.5 |
15.3% |
17.1 |
1.1% |
2% |
False |
True |
693 |
100 |
1,799.5 |
1,536.2 |
263.3 |
16.8% |
16.4 |
1.0% |
11% |
False |
False |
660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,709.6 |
2.618 |
1,663.1 |
1.618 |
1,634.6 |
1.000 |
1,617.0 |
0.618 |
1,606.1 |
HIGH |
1,588.5 |
0.618 |
1,577.6 |
0.500 |
1,574.3 |
0.382 |
1,570.9 |
LOW |
1,560.0 |
0.618 |
1,542.4 |
1.000 |
1,531.5 |
1.618 |
1,513.9 |
2.618 |
1,485.4 |
4.250 |
1,438.9 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,574.3 |
1,582.0 |
PP |
1,571.2 |
1,576.4 |
S1 |
1,568.2 |
1,570.8 |
|