Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
134.02 |
133.94 |
-0.08 |
-0.1% |
136.51 |
High |
134.81 |
134.55 |
-0.26 |
-0.2% |
137.56 |
Low |
133.13 |
132.80 |
-0.33 |
-0.2% |
134.49 |
Close |
133.34 |
132.83 |
-0.51 |
-0.4% |
135.61 |
Range |
1.68 |
1.75 |
0.07 |
4.2% |
3.07 |
ATR |
1.60 |
1.61 |
0.01 |
0.7% |
0.00 |
Volume |
207,532,953 |
207,068,922 |
-464,031 |
-0.2% |
864,942,899 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.64 |
137.49 |
133.79 |
|
R3 |
136.89 |
135.74 |
133.31 |
|
R2 |
135.14 |
135.14 |
133.15 |
|
R1 |
133.99 |
133.99 |
132.99 |
133.69 |
PP |
133.39 |
133.39 |
133.39 |
133.25 |
S1 |
132.24 |
132.24 |
132.67 |
131.94 |
S2 |
131.64 |
131.64 |
132.51 |
|
S3 |
129.89 |
130.49 |
132.35 |
|
S4 |
128.14 |
128.74 |
131.87 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.10 |
143.42 |
137.30 |
|
R3 |
142.03 |
140.35 |
136.45 |
|
R2 |
138.96 |
138.96 |
136.17 |
|
R1 |
137.28 |
137.28 |
135.89 |
136.59 |
PP |
135.89 |
135.89 |
135.89 |
135.54 |
S1 |
134.21 |
134.21 |
135.33 |
133.52 |
S2 |
132.82 |
132.82 |
135.05 |
|
S3 |
129.75 |
131.14 |
134.77 |
|
S4 |
126.68 |
128.07 |
133.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.87 |
132.80 |
4.07 |
3.1% |
1.61 |
1.2% |
1% |
False |
True |
176,294,081 |
10 |
140.45 |
132.80 |
7.65 |
5.8% |
1.69 |
1.3% |
0% |
False |
True |
178,050,229 |
20 |
141.66 |
132.80 |
8.86 |
6.7% |
1.44 |
1.1% |
0% |
False |
True |
160,803,631 |
40 |
142.21 |
132.80 |
9.41 |
7.1% |
1.39 |
1.0% |
0% |
False |
True |
153,306,980 |
60 |
142.21 |
132.80 |
9.41 |
7.1% |
1.27 |
1.0% |
0% |
False |
True |
149,149,714 |
80 |
142.21 |
130.06 |
12.15 |
9.1% |
1.24 |
0.9% |
23% |
False |
False |
149,223,456 |
100 |
142.21 |
124.23 |
17.98 |
13.5% |
1.22 |
0.9% |
48% |
False |
False |
145,277,355 |
120 |
142.21 |
116.20 |
26.01 |
19.6% |
1.37 |
1.0% |
64% |
False |
False |
156,598,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.99 |
2.618 |
139.13 |
1.618 |
137.38 |
1.000 |
136.30 |
0.618 |
135.63 |
HIGH |
134.55 |
0.618 |
133.88 |
0.500 |
133.68 |
0.382 |
133.47 |
LOW |
132.80 |
0.618 |
131.72 |
1.000 |
131.05 |
1.618 |
129.97 |
2.618 |
128.22 |
4.250 |
125.36 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
133.68 |
134.21 |
PP |
133.39 |
133.75 |
S1 |
133.11 |
133.29 |
|