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 |
1,597.5 |
1,599.0 |
1.5 |
0.1% |
1,644.0 |
High |
1,608.4 |
1,599.0 |
-9.4 |
-0.6% |
1,649.2 |
Low |
1,593.2 |
1,578.3 |
-14.9 |
-0.9% |
1,578.3 |
Close |
1,601.8 |
1,590.3 |
-11.5 |
-0.7% |
1,590.3 |
Range |
15.2 |
20.7 |
5.5 |
36.2% |
70.9 |
ATR |
21.3 |
21.5 |
0.2 |
0.7% |
0.0 |
Volume |
5,108 |
3,560 |
-1,548 |
-30.3% |
16,369 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.3 |
1,641.5 |
1,601.7 |
|
R3 |
1,630.6 |
1,620.8 |
1,596.0 |
|
R2 |
1,609.9 |
1,609.9 |
1,594.1 |
|
R1 |
1,600.1 |
1,600.1 |
1,592.2 |
1,594.7 |
PP |
1,589.2 |
1,589.2 |
1,589.2 |
1,586.5 |
S1 |
1,579.4 |
1,579.4 |
1,588.4 |
1,574.0 |
S2 |
1,568.5 |
1,568.5 |
1,586.5 |
|
S3 |
1,547.8 |
1,558.7 |
1,584.6 |
|
S4 |
1,527.1 |
1,538.0 |
1,578.9 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.6 |
1,775.4 |
1,629.3 |
|
R3 |
1,747.7 |
1,704.5 |
1,609.8 |
|
R2 |
1,676.8 |
1,676.8 |
1,603.3 |
|
R1 |
1,633.6 |
1,633.6 |
1,596.8 |
1,619.8 |
PP |
1,605.9 |
1,605.9 |
1,605.9 |
1,599.0 |
S1 |
1,562.7 |
1,562.7 |
1,583.8 |
1,548.9 |
S2 |
1,535.0 |
1,535.0 |
1,577.3 |
|
S3 |
1,464.1 |
1,491.8 |
1,570.8 |
|
S4 |
1,393.2 |
1,420.9 |
1,551.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,649.2 |
1,578.3 |
70.9 |
4.5% |
22.9 |
1.4% |
17% |
False |
True |
3,273 |
10 |
1,678.6 |
1,578.3 |
100.3 |
6.3% |
20.2 |
1.3% |
12% |
False |
True |
4,022 |
20 |
1,678.6 |
1,578.3 |
100.3 |
6.3% |
18.3 |
1.2% |
12% |
False |
True |
3,019 |
40 |
1,704.5 |
1,578.3 |
126.2 |
7.9% |
20.1 |
1.3% |
10% |
False |
True |
2,794 |
60 |
1,800.9 |
1,578.3 |
222.6 |
14.0% |
23.4 |
1.5% |
5% |
False |
True |
2,562 |
80 |
1,800.9 |
1,578.3 |
222.6 |
14.0% |
23.5 |
1.5% |
5% |
False |
True |
2,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,687.0 |
2.618 |
1,653.2 |
1.618 |
1,632.5 |
1.000 |
1,619.7 |
0.618 |
1,611.8 |
HIGH |
1,599.0 |
0.618 |
1,591.1 |
0.500 |
1,588.7 |
0.382 |
1,586.2 |
LOW |
1,578.3 |
0.618 |
1,565.5 |
1.000 |
1,557.6 |
1.618 |
1,544.8 |
2.618 |
1,524.1 |
4.250 |
1,490.3 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,589.8 |
1,595.5 |
PP |
1,589.2 |
1,593.8 |
S1 |
1,588.7 |
1,592.0 |
|