Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,598.32 |
12,443.02 |
-155.30 |
-1.2% |
12,818.49 |
High |
12,611.42 |
12,492.97 |
-118.45 |
-0.9% |
12,818.86 |
Low |
12,440.52 |
12,336.76 |
-103.76 |
-0.8% |
12,336.76 |
Close |
12,442.49 |
12,369.38 |
-73.11 |
-0.6% |
12,369.38 |
Range |
170.90 |
156.21 |
-14.69 |
-8.6% |
482.10 |
ATR |
137.66 |
138.98 |
1.33 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,868.33 |
12,775.07 |
12,455.30 |
|
R3 |
12,712.12 |
12,618.86 |
12,412.34 |
|
R2 |
12,555.91 |
12,555.91 |
12,398.02 |
|
R1 |
12,462.65 |
12,462.65 |
12,383.70 |
12,431.18 |
PP |
12,399.70 |
12,399.70 |
12,399.70 |
12,383.97 |
S1 |
12,306.44 |
12,306.44 |
12,355.06 |
12,274.97 |
S2 |
12,243.49 |
12,243.49 |
12,340.74 |
|
S3 |
12,087.28 |
12,150.23 |
12,326.42 |
|
S4 |
11,931.07 |
11,994.02 |
12,283.46 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,954.63 |
13,644.11 |
12,634.54 |
|
R3 |
13,472.53 |
13,162.01 |
12,501.96 |
|
R2 |
12,990.43 |
12,990.43 |
12,457.77 |
|
R1 |
12,679.91 |
12,679.91 |
12,413.57 |
12,594.12 |
PP |
12,508.33 |
12,508.33 |
12,508.33 |
12,465.44 |
S1 |
12,197.81 |
12,197.81 |
12,325.19 |
12,112.02 |
S2 |
12,026.23 |
12,026.23 |
12,281.00 |
|
S3 |
11,544.13 |
11,715.71 |
12,236.80 |
|
S4 |
11,062.03 |
11,233.61 |
12,104.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,818.86 |
12,336.76 |
482.10 |
3.9% |
152.01 |
1.2% |
7% |
False |
True |
|
10 |
13,049.09 |
12,336.76 |
712.33 |
5.8% |
145.30 |
1.2% |
5% |
False |
True |
|
20 |
13,338.66 |
12,336.76 |
1,001.90 |
8.1% |
134.58 |
1.1% |
3% |
False |
True |
|
40 |
13,338.66 |
12,336.76 |
1,001.90 |
8.1% |
136.18 |
1.1% |
3% |
False |
True |
|
60 |
13,338.66 |
12,336.76 |
1,001.90 |
8.1% |
123.95 |
1.0% |
3% |
False |
True |
|
80 |
13,338.66 |
12,336.76 |
1,001.90 |
8.1% |
120.28 |
1.0% |
3% |
False |
True |
|
100 |
13,338.66 |
12,140.17 |
1,198.49 |
9.7% |
119.93 |
1.0% |
19% |
False |
False |
|
120 |
13,338.66 |
11,232.16 |
2,106.50 |
17.0% |
132.45 |
1.1% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,156.86 |
2.618 |
12,901.93 |
1.618 |
12,745.72 |
1.000 |
12,649.18 |
0.618 |
12,589.51 |
HIGH |
12,492.97 |
0.618 |
12,433.30 |
0.500 |
12,414.87 |
0.382 |
12,396.43 |
LOW |
12,336.76 |
0.618 |
12,240.22 |
1.000 |
12,180.55 |
1.618 |
12,084.01 |
2.618 |
11,927.80 |
4.250 |
11,672.87 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,414.87 |
12,529.70 |
PP |
12,399.70 |
12,476.26 |
S1 |
12,384.54 |
12,422.82 |
|