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 |
6,350.0 |
6,292.5 |
-57.5 |
-0.9% |
6,273.0 |
High |
6,356.0 |
6,409.0 |
53.0 |
0.8% |
6,447.5 |
Low |
6,243.0 |
6,279.0 |
36.0 |
0.6% |
6,243.0 |
Close |
6,323.5 |
6,320.0 |
-3.5 |
-0.1% |
6,320.0 |
Range |
113.0 |
130.0 |
17.0 |
15.0% |
204.5 |
ATR |
141.1 |
140.3 |
-0.8 |
-0.6% |
0.0 |
Volume |
186,931 |
164,841 |
-22,090 |
-11.8% |
836,676 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,726.0 |
6,653.0 |
6,391.5 |
|
R3 |
6,596.0 |
6,523.0 |
6,355.8 |
|
R2 |
6,466.0 |
6,466.0 |
6,343.8 |
|
R1 |
6,393.0 |
6,393.0 |
6,331.9 |
6,429.5 |
PP |
6,336.0 |
6,336.0 |
6,336.0 |
6,354.3 |
S1 |
6,263.0 |
6,263.0 |
6,308.1 |
6,299.5 |
S2 |
6,206.0 |
6,206.0 |
6,296.2 |
|
S3 |
6,076.0 |
6,133.0 |
6,284.3 |
|
S4 |
5,946.0 |
6,003.0 |
6,248.5 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,950.3 |
6,839.7 |
6,432.5 |
|
R3 |
6,745.8 |
6,635.2 |
6,376.2 |
|
R2 |
6,541.3 |
6,541.3 |
6,357.5 |
|
R1 |
6,430.7 |
6,430.7 |
6,338.7 |
6,486.0 |
PP |
6,336.8 |
6,336.8 |
6,336.8 |
6,364.5 |
S1 |
6,226.2 |
6,226.2 |
6,301.3 |
6,281.5 |
S2 |
6,132.3 |
6,132.3 |
6,282.5 |
|
S3 |
5,927.8 |
6,021.7 |
6,263.8 |
|
S4 |
5,723.3 |
5,817.2 |
6,207.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,447.5 |
6,243.0 |
204.5 |
3.2% |
117.4 |
1.9% |
38% |
False |
False |
167,335 |
10 |
6,528.0 |
6,221.5 |
306.5 |
4.8% |
129.4 |
2.0% |
32% |
False |
False |
173,198 |
20 |
6,885.0 |
6,221.5 |
663.5 |
10.5% |
143.9 |
2.3% |
15% |
False |
False |
164,616 |
40 |
7,124.5 |
6,221.5 |
903.0 |
14.3% |
148.4 |
2.3% |
11% |
False |
False |
162,394 |
60 |
7,211.0 |
6,221.5 |
989.5 |
15.7% |
136.4 |
2.2% |
10% |
False |
False |
132,312 |
80 |
7,211.0 |
6,221.5 |
989.5 |
15.7% |
127.1 |
2.0% |
10% |
False |
False |
99,387 |
100 |
7,211.0 |
6,014.0 |
1,197.0 |
18.9% |
120.2 |
1.9% |
26% |
False |
False |
79,583 |
120 |
7,211.0 |
5,641.5 |
1,569.5 |
24.8% |
124.0 |
2.0% |
43% |
False |
False |
66,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,961.5 |
2.618 |
6,749.3 |
1.618 |
6,619.3 |
1.000 |
6,539.0 |
0.618 |
6,489.3 |
HIGH |
6,409.0 |
0.618 |
6,359.3 |
0.500 |
6,344.0 |
0.382 |
6,328.7 |
LOW |
6,279.0 |
0.618 |
6,198.7 |
1.000 |
6,149.0 |
1.618 |
6,068.7 |
2.618 |
5,938.7 |
4.250 |
5,726.5 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
6,344.0 |
6,326.0 |
PP |
6,336.0 |
6,324.0 |
S1 |
6,328.0 |
6,322.0 |
|