Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,505.38 |
12,501.52 |
-3.86 |
0.0% |
12,818.49 |
High |
12,575.96 |
12,508.30 |
-67.66 |
-0.5% |
12,818.86 |
Low |
12,447.33 |
12,311.56 |
-135.77 |
-1.1% |
12,336.76 |
Close |
12,502.81 |
12,496.15 |
-6.66 |
-0.1% |
12,369.38 |
Range |
128.63 |
196.74 |
68.11 |
53.0% |
482.10 |
ATR |
138.34 |
142.51 |
4.17 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,028.89 |
12,959.26 |
12,604.36 |
|
R3 |
12,832.15 |
12,762.52 |
12,550.25 |
|
R2 |
12,635.41 |
12,635.41 |
12,532.22 |
|
R1 |
12,565.78 |
12,565.78 |
12,514.18 |
12,502.23 |
PP |
12,438.67 |
12,438.67 |
12,438.67 |
12,406.89 |
S1 |
12,369.04 |
12,369.04 |
12,478.12 |
12,305.49 |
S2 |
12,241.93 |
12,241.93 |
12,460.08 |
|
S3 |
12,045.19 |
12,172.30 |
12,442.05 |
|
S4 |
11,848.45 |
11,975.56 |
12,387.94 |
|
|
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 |
12,611.42 |
12,311.56 |
299.86 |
2.4% |
158.57 |
1.3% |
62% |
False |
True |
|
10 |
12,931.71 |
12,311.56 |
620.15 |
5.0% |
147.60 |
1.2% |
30% |
False |
True |
|
20 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
136.94 |
1.1% |
18% |
False |
True |
|
40 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
139.59 |
1.1% |
18% |
False |
True |
|
60 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
127.10 |
1.0% |
18% |
False |
True |
|
80 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
121.35 |
1.0% |
18% |
False |
True |
|
100 |
13,338.66 |
12,213.78 |
1,124.88 |
9.0% |
121.00 |
1.0% |
25% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.8% |
128.63 |
1.0% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,344.45 |
2.618 |
13,023.37 |
1.618 |
12,826.63 |
1.000 |
12,705.04 |
0.618 |
12,629.89 |
HIGH |
12,508.30 |
0.618 |
12,433.15 |
0.500 |
12,409.93 |
0.382 |
12,386.71 |
LOW |
12,311.56 |
0.618 |
12,189.97 |
1.000 |
12,114.82 |
1.618 |
11,993.23 |
2.618 |
11,796.49 |
4.250 |
11,475.42 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,467.41 |
12,478.69 |
PP |
12,438.67 |
12,461.22 |
S1 |
12,409.93 |
12,443.76 |
|