Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,369.15 |
12,505.38 |
136.23 |
1.1% |
12,818.49 |
High |
12,508.11 |
12,575.96 |
67.85 |
0.5% |
12,818.86 |
Low |
12,367.72 |
12,447.33 |
79.61 |
0.6% |
12,336.76 |
Close |
12,504.48 |
12,502.81 |
-1.67 |
0.0% |
12,369.38 |
Range |
140.39 |
128.63 |
-11.76 |
-8.4% |
482.10 |
ATR |
139.08 |
138.34 |
-0.75 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,894.59 |
12,827.33 |
12,573.56 |
|
R3 |
12,765.96 |
12,698.70 |
12,538.18 |
|
R2 |
12,637.33 |
12,637.33 |
12,526.39 |
|
R1 |
12,570.07 |
12,570.07 |
12,514.60 |
12,539.39 |
PP |
12,508.70 |
12,508.70 |
12,508.70 |
12,493.36 |
S1 |
12,441.44 |
12,441.44 |
12,491.02 |
12,410.76 |
S2 |
12,380.07 |
12,380.07 |
12,479.23 |
|
S3 |
12,251.44 |
12,312.81 |
12,467.44 |
|
S4 |
12,122.81 |
12,184.18 |
12,432.06 |
|
|
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 |
12,722.63 |
12,336.76 |
385.87 |
3.1% |
144.28 |
1.2% |
43% |
False |
False |
|
10 |
12,931.71 |
12,336.76 |
594.95 |
4.8% |
145.25 |
1.2% |
28% |
False |
False |
|
20 |
13,338.66 |
12,336.76 |
1,001.90 |
8.0% |
132.71 |
1.1% |
17% |
False |
False |
|
40 |
13,338.66 |
12,336.76 |
1,001.90 |
8.0% |
136.44 |
1.1% |
17% |
False |
False |
|
60 |
13,338.66 |
12,336.76 |
1,001.90 |
8.0% |
124.96 |
1.0% |
17% |
False |
False |
|
80 |
13,338.66 |
12,336.76 |
1,001.90 |
8.0% |
120.52 |
1.0% |
17% |
False |
False |
|
100 |
13,338.66 |
12,152.09 |
1,186.57 |
9.5% |
120.45 |
1.0% |
30% |
False |
False |
|
120 |
13,338.66 |
11,559.27 |
1,779.39 |
14.2% |
131.05 |
1.0% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,122.64 |
2.618 |
12,912.71 |
1.618 |
12,784.08 |
1.000 |
12,704.59 |
0.618 |
12,655.45 |
HIGH |
12,575.96 |
0.618 |
12,526.82 |
0.500 |
12,511.65 |
0.382 |
12,496.47 |
LOW |
12,447.33 |
0.618 |
12,367.84 |
1.000 |
12,318.70 |
1.618 |
12,239.21 |
2.618 |
12,110.58 |
4.250 |
11,900.65 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,511.65 |
12,487.33 |
PP |
12,508.70 |
12,471.84 |
S1 |
12,505.76 |
12,456.36 |
|