Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
8,680 |
8,565 |
-115 |
-1.3% |
8,950 |
High |
8,720 |
8,715 |
-5 |
-0.1% |
9,035 |
Low |
8,545 |
8,535 |
-10 |
-0.1% |
8,545 |
Close |
8,555 |
8,700 |
145 |
1.7% |
8,555 |
Range |
175 |
180 |
5 |
2.9% |
490 |
ATR |
157 |
158 |
2 |
1.1% |
0 |
Volume |
5,382 |
4,538 |
-844 |
-15.7% |
27,563 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,190 |
9,125 |
8,799 |
|
R3 |
9,010 |
8,945 |
8,750 |
|
R2 |
8,830 |
8,830 |
8,733 |
|
R1 |
8,765 |
8,765 |
8,717 |
8,798 |
PP |
8,650 |
8,650 |
8,650 |
8,666 |
S1 |
8,585 |
8,585 |
8,684 |
8,618 |
S2 |
8,470 |
8,470 |
8,667 |
|
S3 |
8,290 |
8,405 |
8,651 |
|
S4 |
8,110 |
8,225 |
8,601 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,182 |
9,858 |
8,825 |
|
R3 |
9,692 |
9,368 |
8,690 |
|
R2 |
9,202 |
9,202 |
8,645 |
|
R1 |
8,878 |
8,878 |
8,600 |
8,795 |
PP |
8,712 |
8,712 |
8,712 |
8,670 |
S1 |
8,388 |
8,388 |
8,510 |
8,305 |
S2 |
8,222 |
8,222 |
8,465 |
|
S3 |
7,732 |
7,898 |
8,420 |
|
S4 |
7,242 |
7,408 |
8,286 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,965 |
8,535 |
430 |
4.9% |
172 |
2.0% |
38% |
False |
True |
5,291 |
10 |
9,220 |
8,535 |
685 |
7.9% |
164 |
1.9% |
24% |
False |
True |
5,903 |
20 |
9,715 |
8,535 |
1,180 |
13.6% |
152 |
1.8% |
14% |
False |
True |
4,820 |
40 |
10,230 |
8,535 |
1,695 |
19.5% |
157 |
1.8% |
10% |
False |
True |
4,730 |
60 |
10,230 |
8,535 |
1,695 |
19.5% |
148 |
1.7% |
10% |
False |
True |
5,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,480 |
2.618 |
9,186 |
1.618 |
9,006 |
1.000 |
8,895 |
0.618 |
8,826 |
HIGH |
8,715 |
0.618 |
8,646 |
0.500 |
8,625 |
0.382 |
8,604 |
LOW |
8,535 |
0.618 |
8,424 |
1.000 |
8,355 |
1.618 |
8,244 |
2.618 |
8,064 |
4.250 |
7,770 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,675 |
8,708 |
PP |
8,650 |
8,705 |
S1 |
8,625 |
8,703 |
|