Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,530.74 |
12,454.83 |
-75.91 |
-0.6% |
12,369.15 |
High |
12,533.12 |
12,611.61 |
78.49 |
0.6% |
12,575.96 |
Low |
12,421.53 |
12,454.60 |
33.07 |
0.3% |
12,311.56 |
Close |
12,454.83 |
12,580.69 |
125.86 |
1.0% |
12,454.83 |
Range |
111.59 |
157.01 |
45.42 |
40.7% |
264.40 |
ATR |
138.80 |
140.11 |
1.30 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,020.00 |
12,957.35 |
12,667.05 |
|
R3 |
12,862.99 |
12,800.34 |
12,623.87 |
|
R2 |
12,705.98 |
12,705.98 |
12,609.48 |
|
R1 |
12,643.33 |
12,643.33 |
12,595.08 |
12,674.66 |
PP |
12,548.97 |
12,548.97 |
12,548.97 |
12,564.63 |
S1 |
12,486.32 |
12,486.32 |
12,566.30 |
12,517.65 |
S2 |
12,391.96 |
12,391.96 |
12,551.90 |
|
S3 |
12,234.95 |
12,329.31 |
12,537.51 |
|
S4 |
12,077.94 |
12,172.30 |
12,494.33 |
|
|
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 |
12,611.61 |
12,311.56 |
300.05 |
2.4% |
142.79 |
1.1% |
90% |
True |
False |
|
10 |
12,758.43 |
12,311.56 |
446.87 |
3.6% |
145.70 |
1.2% |
60% |
False |
False |
|
20 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
142.41 |
1.1% |
26% |
False |
False |
|
40 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
140.83 |
1.1% |
26% |
False |
False |
|
60 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
128.82 |
1.0% |
26% |
False |
False |
|
80 |
13,338.66 |
12,311.56 |
1,027.10 |
8.2% |
121.58 |
1.0% |
26% |
False |
False |
|
100 |
13,338.66 |
12,283.90 |
1,054.76 |
8.4% |
120.61 |
1.0% |
28% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.7% |
128.60 |
1.0% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,278.90 |
2.618 |
13,022.66 |
1.618 |
12,865.65 |
1.000 |
12,768.62 |
0.618 |
12,708.64 |
HIGH |
12,611.61 |
0.618 |
12,551.63 |
0.500 |
12,533.11 |
0.382 |
12,514.58 |
LOW |
12,454.60 |
0.618 |
12,357.57 |
1.000 |
12,297.59 |
1.618 |
12,200.56 |
2.618 |
12,043.55 |
4.250 |
11,787.31 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,564.83 |
12,559.00 |
PP |
12,548.97 |
12,537.31 |
S1 |
12,533.11 |
12,515.62 |
|