Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,491.91 |
12,530.74 |
38.83 |
0.3% |
12,369.15 |
High |
12,539.59 |
12,533.12 |
-6.47 |
-0.1% |
12,575.96 |
Low |
12,419.63 |
12,421.53 |
1.90 |
0.0% |
12,311.56 |
Close |
12,529.75 |
12,454.83 |
-74.92 |
-0.6% |
12,454.83 |
Range |
119.96 |
111.59 |
-8.37 |
-7.0% |
264.40 |
ATR |
140.90 |
138.80 |
-2.09 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,804.60 |
12,741.30 |
12,516.20 |
|
R3 |
12,693.01 |
12,629.71 |
12,485.52 |
|
R2 |
12,581.42 |
12,581.42 |
12,475.29 |
|
R1 |
12,518.12 |
12,518.12 |
12,465.06 |
12,493.98 |
PP |
12,469.83 |
12,469.83 |
12,469.83 |
12,457.75 |
S1 |
12,406.53 |
12,406.53 |
12,444.60 |
12,382.39 |
S2 |
12,358.24 |
12,358.24 |
12,434.37 |
|
S3 |
12,246.65 |
12,294.94 |
12,424.14 |
|
S4 |
12,135.06 |
12,183.35 |
12,393.46 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,240.65 |
13,112.14 |
12,600.25 |
|
R3 |
12,976.25 |
12,847.74 |
12,527.54 |
|
R2 |
12,711.85 |
12,711.85 |
12,503.30 |
|
R1 |
12,583.34 |
12,583.34 |
12,479.07 |
12,647.60 |
PP |
12,447.45 |
12,447.45 |
12,447.45 |
12,479.58 |
S1 |
12,318.94 |
12,318.94 |
12,430.59 |
12,383.20 |
S2 |
12,183.05 |
12,183.05 |
12,406.36 |
|
S3 |
11,918.65 |
12,054.54 |
12,382.12 |
|
S4 |
11,654.25 |
11,790.14 |
12,309.41 |
|
|
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% |
139.46 |
1.1% |
54% |
False |
False |
|
10 |
12,818.86 |
12,311.56 |
507.30 |
4.1% |
145.74 |
1.2% |
28% |
False |
False |
|
20 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
137.20 |
1.1% |
14% |
False |
False |
|
40 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
138.83 |
1.1% |
14% |
False |
False |
|
60 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
127.36 |
1.0% |
14% |
False |
False |
|
80 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
120.44 |
1.0% |
14% |
False |
False |
|
100 |
13,338.66 |
12,283.90 |
1,054.76 |
8.5% |
119.97 |
1.0% |
16% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.9% |
128.67 |
1.0% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,007.38 |
2.618 |
12,825.26 |
1.618 |
12,713.67 |
1.000 |
12,644.71 |
0.618 |
12,602.08 |
HIGH |
12,533.12 |
0.618 |
12,490.49 |
0.500 |
12,477.33 |
0.382 |
12,464.16 |
LOW |
12,421.53 |
0.618 |
12,352.57 |
1.000 |
12,309.94 |
1.618 |
12,240.98 |
2.618 |
12,129.39 |
4.250 |
11,947.27 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,477.33 |
12,445.08 |
PP |
12,469.83 |
12,435.33 |
S1 |
12,462.33 |
12,425.58 |
|