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 |
1,645.4 |
1,612.5 |
-32.9 |
-2.0% |
1,671.0 |
High |
1,645.7 |
1,612.7 |
-33.0 |
-2.0% |
1,678.6 |
Low |
1,602.2 |
1,586.2 |
-16.0 |
-1.0% |
1,634.1 |
Close |
1,610.8 |
1,600.5 |
-10.3 |
-0.6% |
1,651.4 |
Range |
43.5 |
26.5 |
-17.0 |
-39.1% |
44.5 |
ATR |
21.5 |
21.8 |
0.4 |
1.7% |
0.0 |
Volume |
2,207 |
3,735 |
1,528 |
69.2% |
23,853 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,679.3 |
1,666.4 |
1,615.1 |
|
R3 |
1,652.8 |
1,639.9 |
1,607.8 |
|
R2 |
1,626.3 |
1,626.3 |
1,605.4 |
|
R1 |
1,613.4 |
1,613.4 |
1,602.9 |
1,606.6 |
PP |
1,599.8 |
1,599.8 |
1,599.8 |
1,596.4 |
S1 |
1,586.9 |
1,586.9 |
1,598.1 |
1,580.1 |
S2 |
1,573.3 |
1,573.3 |
1,595.6 |
|
S3 |
1,546.8 |
1,560.4 |
1,593.2 |
|
S4 |
1,520.3 |
1,533.9 |
1,585.9 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.2 |
1,764.3 |
1,675.9 |
|
R3 |
1,743.7 |
1,719.8 |
1,663.6 |
|
R2 |
1,699.2 |
1,699.2 |
1,659.6 |
|
R1 |
1,675.3 |
1,675.3 |
1,655.5 |
1,665.0 |
PP |
1,654.7 |
1,654.7 |
1,654.7 |
1,649.6 |
S1 |
1,630.8 |
1,630.8 |
1,647.3 |
1,620.5 |
S2 |
1,610.2 |
1,610.2 |
1,643.2 |
|
S3 |
1,565.7 |
1,586.3 |
1,639.2 |
|
S4 |
1,521.2 |
1,541.8 |
1,626.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,659.1 |
1,586.2 |
72.9 |
4.6% |
23.8 |
1.5% |
20% |
False |
True |
3,689 |
10 |
1,678.6 |
1,586.2 |
92.4 |
5.8% |
19.9 |
1.2% |
15% |
False |
True |
3,447 |
20 |
1,687.4 |
1,586.2 |
101.2 |
6.3% |
19.2 |
1.2% |
14% |
False |
True |
2,945 |
40 |
1,704.5 |
1,586.2 |
118.3 |
7.4% |
21.1 |
1.3% |
12% |
False |
True |
2,706 |
60 |
1,800.9 |
1,586.2 |
214.7 |
13.4% |
23.3 |
1.5% |
7% |
False |
True |
2,506 |
80 |
1,800.9 |
1,586.2 |
214.7 |
13.4% |
23.6 |
1.5% |
7% |
False |
True |
2,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,725.3 |
2.618 |
1,682.1 |
1.618 |
1,655.6 |
1.000 |
1,639.2 |
0.618 |
1,629.1 |
HIGH |
1,612.7 |
0.618 |
1,602.6 |
0.500 |
1,599.5 |
0.382 |
1,596.3 |
LOW |
1,586.2 |
0.618 |
1,569.8 |
1.000 |
1,559.7 |
1.618 |
1,543.3 |
2.618 |
1,516.8 |
4.250 |
1,473.6 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,600.2 |
1,617.7 |
PP |
1,599.8 |
1,612.0 |
S1 |
1,599.5 |
1,606.2 |
|