Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,501.52 |
12,491.91 |
-9.61 |
-0.1% |
12,818.49 |
High |
12,508.30 |
12,539.59 |
31.29 |
0.3% |
12,818.86 |
Low |
12,311.56 |
12,419.63 |
108.07 |
0.9% |
12,336.76 |
Close |
12,496.15 |
12,529.75 |
33.60 |
0.3% |
12,369.38 |
Range |
196.74 |
119.96 |
-76.78 |
-39.0% |
482.10 |
ATR |
142.51 |
140.90 |
-1.61 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,856.20 |
12,812.94 |
12,595.73 |
|
R3 |
12,736.24 |
12,692.98 |
12,562.74 |
|
R2 |
12,616.28 |
12,616.28 |
12,551.74 |
|
R1 |
12,573.02 |
12,573.02 |
12,540.75 |
12,594.65 |
PP |
12,496.32 |
12,496.32 |
12,496.32 |
12,507.14 |
S1 |
12,453.06 |
12,453.06 |
12,518.75 |
12,474.69 |
S2 |
12,376.36 |
12,376.36 |
12,507.76 |
|
S3 |
12,256.40 |
12,333.10 |
12,496.76 |
|
S4 |
12,136.44 |
12,213.14 |
12,463.77 |
|
|
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 |
12,575.96 |
12,311.56 |
264.40 |
2.1% |
148.39 |
1.2% |
83% |
False |
False |
|
10 |
12,918.01 |
12,311.56 |
606.45 |
4.8% |
148.45 |
1.2% |
36% |
False |
False |
|
20 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
135.35 |
1.1% |
21% |
False |
False |
|
40 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
139.01 |
1.1% |
21% |
False |
False |
|
60 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
127.00 |
1.0% |
21% |
False |
False |
|
80 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
120.94 |
1.0% |
21% |
False |
False |
|
100 |
13,338.66 |
12,221.19 |
1,117.47 |
8.9% |
121.43 |
1.0% |
28% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.8% |
128.90 |
1.0% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,049.42 |
2.618 |
12,853.65 |
1.618 |
12,733.69 |
1.000 |
12,659.55 |
0.618 |
12,613.73 |
HIGH |
12,539.59 |
0.618 |
12,493.77 |
0.500 |
12,479.61 |
0.382 |
12,465.45 |
LOW |
12,419.63 |
0.618 |
12,345.49 |
1.000 |
12,299.67 |
1.618 |
12,225.53 |
2.618 |
12,105.57 |
4.250 |
11,909.80 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,513.04 |
12,501.09 |
PP |
12,496.32 |
12,472.42 |
S1 |
12,479.61 |
12,443.76 |
|