Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,454.83 |
12,579.02 |
124.19 |
1.0% |
12,369.15 |
High |
12,611.61 |
12,579.10 |
-32.51 |
-0.3% |
12,575.96 |
Low |
12,454.60 |
12,396.40 |
-58.20 |
-0.5% |
12,311.56 |
Close |
12,580.69 |
12,419.86 |
-160.83 |
-1.3% |
12,454.83 |
Range |
157.01 |
182.70 |
25.69 |
16.4% |
264.40 |
ATR |
140.11 |
143.26 |
3.16 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,013.22 |
12,899.24 |
12,520.35 |
|
R3 |
12,830.52 |
12,716.54 |
12,470.10 |
|
R2 |
12,647.82 |
12,647.82 |
12,453.36 |
|
R1 |
12,533.84 |
12,533.84 |
12,436.61 |
12,499.48 |
PP |
12,465.12 |
12,465.12 |
12,465.12 |
12,447.94 |
S1 |
12,351.14 |
12,351.14 |
12,403.11 |
12,316.78 |
S2 |
12,282.42 |
12,282.42 |
12,386.37 |
|
S3 |
12,099.72 |
12,168.44 |
12,369.62 |
|
S4 |
11,917.02 |
11,985.74 |
12,319.38 |
|
|
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% |
153.60 |
1.2% |
36% |
False |
False |
|
10 |
12,722.63 |
12,311.56 |
411.07 |
3.3% |
148.94 |
1.2% |
26% |
False |
False |
|
20 |
13,284.09 |
12,311.56 |
972.53 |
7.8% |
143.35 |
1.2% |
11% |
False |
False |
|
40 |
13,338.66 |
12,311.56 |
1,027.10 |
8.3% |
141.82 |
1.1% |
11% |
False |
False |
|
60 |
13,338.66 |
12,311.56 |
1,027.10 |
8.3% |
130.31 |
1.0% |
11% |
False |
False |
|
80 |
13,338.66 |
12,311.56 |
1,027.10 |
8.3% |
121.80 |
1.0% |
11% |
False |
False |
|
100 |
13,338.66 |
12,311.56 |
1,027.10 |
8.3% |
120.91 |
1.0% |
11% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.9% |
128.96 |
1.0% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,355.58 |
2.618 |
13,057.41 |
1.618 |
12,874.71 |
1.000 |
12,761.80 |
0.618 |
12,692.01 |
HIGH |
12,579.10 |
0.618 |
12,509.31 |
0.500 |
12,487.75 |
0.382 |
12,466.19 |
LOW |
12,396.40 |
0.618 |
12,283.49 |
1.000 |
12,213.70 |
1.618 |
12,100.79 |
2.618 |
11,918.09 |
4.250 |
11,619.93 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,487.75 |
12,504.01 |
PP |
12,465.12 |
12,475.96 |
S1 |
12,442.49 |
12,447.91 |
|