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 |
6,379.0 |
6,283.5 |
-95.5 |
-1.5% |
6,273.0 |
High |
6,396.0 |
6,323.5 |
-72.5 |
-1.1% |
6,447.5 |
Low |
6,258.5 |
6,208.5 |
-50.0 |
-0.8% |
6,243.0 |
Close |
6,283.5 |
6,269.5 |
-14.0 |
-0.2% |
6,320.0 |
Range |
137.5 |
115.0 |
-22.5 |
-16.4% |
204.5 |
ATR |
140.7 |
138.8 |
-1.8 |
-1.3% |
0.0 |
Volume |
220,336 |
182,420 |
-37,916 |
-17.2% |
836,676 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,612.2 |
6,555.8 |
6,332.8 |
|
R3 |
6,497.2 |
6,440.8 |
6,301.1 |
|
R2 |
6,382.2 |
6,382.2 |
6,290.6 |
|
R1 |
6,325.8 |
6,325.8 |
6,280.0 |
6,296.5 |
PP |
6,267.2 |
6,267.2 |
6,267.2 |
6,252.5 |
S1 |
6,210.8 |
6,210.8 |
6,259.0 |
6,181.5 |
S2 |
6,152.2 |
6,152.2 |
6,248.4 |
|
S3 |
6,037.2 |
6,095.8 |
6,237.9 |
|
S4 |
5,922.2 |
5,980.8 |
6,206.3 |
|
|
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 |
6,443.5 |
6,208.5 |
235.0 |
3.7% |
120.9 |
1.9% |
26% |
False |
True |
187,657 |
10 |
6,447.5 |
6,208.5 |
239.0 |
3.8% |
122.8 |
2.0% |
26% |
False |
True |
176,568 |
20 |
6,799.0 |
6,208.5 |
590.5 |
9.4% |
137.1 |
2.2% |
10% |
False |
True |
173,173 |
40 |
7,103.5 |
6,208.5 |
895.0 |
14.3% |
147.9 |
2.4% |
7% |
False |
True |
166,119 |
60 |
7,211.0 |
6,208.5 |
1,002.5 |
16.0% |
137.1 |
2.2% |
6% |
False |
True |
141,992 |
80 |
7,211.0 |
6,208.5 |
1,002.5 |
16.0% |
127.0 |
2.0% |
6% |
False |
True |
106,696 |
100 |
7,211.0 |
6,014.0 |
1,197.0 |
19.1% |
121.1 |
1.9% |
21% |
False |
False |
85,435 |
120 |
7,211.0 |
5,641.5 |
1,569.5 |
25.0% |
122.7 |
2.0% |
40% |
False |
False |
71,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,812.3 |
2.618 |
6,624.6 |
1.618 |
6,509.6 |
1.000 |
6,438.5 |
0.618 |
6,394.6 |
HIGH |
6,323.5 |
0.618 |
6,279.6 |
0.500 |
6,266.0 |
0.382 |
6,252.4 |
LOW |
6,208.5 |
0.618 |
6,137.4 |
1.000 |
6,093.5 |
1.618 |
6,022.4 |
2.618 |
5,907.4 |
4.250 |
5,719.8 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
6,268.3 |
6,326.0 |
PP |
6,267.2 |
6,307.2 |
S1 |
6,266.0 |
6,288.3 |
|