Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,443.02 |
12,369.15 |
-73.87 |
-0.6% |
12,818.49 |
High |
12,492.97 |
12,508.11 |
15.14 |
0.1% |
12,818.86 |
Low |
12,336.76 |
12,367.72 |
30.96 |
0.3% |
12,336.76 |
Close |
12,369.38 |
12,504.48 |
135.10 |
1.1% |
12,369.38 |
Range |
156.21 |
140.39 |
-15.82 |
-10.1% |
482.10 |
ATR |
138.98 |
139.08 |
0.10 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,881.27 |
12,833.27 |
12,581.69 |
|
R3 |
12,740.88 |
12,692.88 |
12,543.09 |
|
R2 |
12,600.49 |
12,600.49 |
12,530.22 |
|
R1 |
12,552.49 |
12,552.49 |
12,517.35 |
12,576.49 |
PP |
12,460.10 |
12,460.10 |
12,460.10 |
12,472.11 |
S1 |
12,412.10 |
12,412.10 |
12,491.61 |
12,436.10 |
S2 |
12,319.71 |
12,319.71 |
12,478.74 |
|
S3 |
12,179.32 |
12,271.71 |
12,465.87 |
|
S4 |
12,038.93 |
12,131.32 |
12,427.27 |
|
|
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 |
12,758.43 |
12,336.76 |
421.67 |
3.4% |
148.61 |
1.2% |
40% |
False |
False |
|
10 |
13,000.73 |
12,336.76 |
663.97 |
5.3% |
151.43 |
1.2% |
25% |
False |
False |
|
20 |
13,338.66 |
12,336.76 |
1,001.90 |
8.0% |
132.47 |
1.1% |
17% |
False |
False |
|
40 |
13,338.66 |
12,336.76 |
1,001.90 |
8.0% |
137.26 |
1.1% |
17% |
False |
False |
|
60 |
13,338.66 |
12,336.76 |
1,001.90 |
8.0% |
125.24 |
1.0% |
17% |
False |
False |
|
80 |
13,338.66 |
12,336.76 |
1,001.90 |
8.0% |
120.20 |
1.0% |
17% |
False |
False |
|
100 |
13,338.66 |
12,140.17 |
1,198.49 |
9.6% |
120.75 |
1.0% |
30% |
False |
False |
|
120 |
13,338.66 |
11,517.04 |
1,821.62 |
14.6% |
130.87 |
1.0% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,104.77 |
2.618 |
12,875.65 |
1.618 |
12,735.26 |
1.000 |
12,648.50 |
0.618 |
12,594.87 |
HIGH |
12,508.11 |
0.618 |
12,454.48 |
0.500 |
12,437.92 |
0.382 |
12,421.35 |
LOW |
12,367.72 |
0.618 |
12,280.96 |
1.000 |
12,227.33 |
1.618 |
12,140.57 |
2.618 |
12,000.18 |
4.250 |
11,771.06 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,482.29 |
12,494.35 |
PP |
12,460.10 |
12,484.22 |
S1 |
12,437.92 |
12,474.09 |
|