Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,579.02 |
12,414.41 |
-164.61 |
-1.3% |
12,369.15 |
High |
12,579.10 |
12,489.87 |
-89.23 |
-0.7% |
12,575.96 |
Low |
12,396.40 |
12,316.48 |
-79.92 |
-0.6% |
12,311.56 |
Close |
12,419.86 |
12,393.45 |
-26.41 |
-0.2% |
12,454.83 |
Range |
182.70 |
173.39 |
-9.31 |
-5.1% |
264.40 |
ATR |
143.26 |
145.41 |
2.15 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,920.10 |
12,830.17 |
12,488.81 |
|
R3 |
12,746.71 |
12,656.78 |
12,441.13 |
|
R2 |
12,573.32 |
12,573.32 |
12,425.24 |
|
R1 |
12,483.39 |
12,483.39 |
12,409.34 |
12,441.66 |
PP |
12,399.93 |
12,399.93 |
12,399.93 |
12,379.07 |
S1 |
12,310.00 |
12,310.00 |
12,377.56 |
12,268.27 |
S2 |
12,226.54 |
12,226.54 |
12,361.66 |
|
S3 |
12,053.15 |
12,136.61 |
12,345.77 |
|
S4 |
11,879.76 |
11,963.22 |
12,298.09 |
|
|
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 |
12,316.48 |
295.13 |
2.4% |
148.93 |
1.2% |
26% |
False |
True |
|
10 |
12,611.61 |
12,311.56 |
300.05 |
2.4% |
153.75 |
1.2% |
27% |
False |
False |
|
20 |
13,284.09 |
12,311.56 |
972.53 |
7.8% |
147.72 |
1.2% |
8% |
False |
False |
|
40 |
13,338.66 |
12,311.56 |
1,027.10 |
8.3% |
142.80 |
1.2% |
8% |
False |
False |
|
60 |
13,338.66 |
12,311.56 |
1,027.10 |
8.3% |
129.46 |
1.0% |
8% |
False |
False |
|
80 |
13,338.66 |
12,311.56 |
1,027.10 |
8.3% |
123.13 |
1.0% |
8% |
False |
False |
|
100 |
13,338.66 |
12,311.56 |
1,027.10 |
8.3% |
121.82 |
1.0% |
8% |
False |
False |
|
120 |
13,338.66 |
11,735.19 |
1,603.47 |
12.9% |
128.77 |
1.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,226.78 |
2.618 |
12,943.81 |
1.618 |
12,770.42 |
1.000 |
12,663.26 |
0.618 |
12,597.03 |
HIGH |
12,489.87 |
0.618 |
12,423.64 |
0.500 |
12,403.18 |
0.382 |
12,382.71 |
LOW |
12,316.48 |
0.618 |
12,209.32 |
1.000 |
12,143.09 |
1.618 |
12,035.93 |
2.618 |
11,862.54 |
4.250 |
11,579.57 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,403.18 |
12,464.05 |
PP |
12,399.93 |
12,440.51 |
S1 |
12,396.69 |
12,416.98 |
|