Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
8,565 |
8,710 |
145 |
1.7% |
8,950 |
High |
8,715 |
8,790 |
75 |
0.9% |
9,035 |
Low |
8,535 |
8,695 |
160 |
1.9% |
8,545 |
Close |
8,700 |
8,740 |
40 |
0.5% |
8,555 |
Range |
180 |
95 |
-85 |
-47.2% |
490 |
ATR |
158 |
154 |
-5 |
-2.9% |
0 |
Volume |
4,538 |
6,344 |
1,806 |
39.8% |
27,563 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,027 |
8,978 |
8,792 |
|
R3 |
8,932 |
8,883 |
8,766 |
|
R2 |
8,837 |
8,837 |
8,758 |
|
R1 |
8,788 |
8,788 |
8,749 |
8,813 |
PP |
8,742 |
8,742 |
8,742 |
8,754 |
S1 |
8,693 |
8,693 |
8,731 |
8,718 |
S2 |
8,647 |
8,647 |
8,723 |
|
S3 |
8,552 |
8,598 |
8,714 |
|
S4 |
8,457 |
8,503 |
8,688 |
|
|
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 |
8,890 |
8,535 |
355 |
4.1% |
165 |
1.9% |
58% |
False |
False |
5,498 |
10 |
9,120 |
8,535 |
585 |
6.7% |
156 |
1.8% |
35% |
False |
False |
6,095 |
20 |
9,715 |
8,535 |
1,180 |
13.5% |
152 |
1.7% |
17% |
False |
False |
4,995 |
40 |
10,230 |
8,535 |
1,695 |
19.4% |
156 |
1.8% |
12% |
False |
False |
4,817 |
60 |
10,230 |
8,535 |
1,695 |
19.4% |
150 |
1.7% |
12% |
False |
False |
5,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,194 |
2.618 |
9,039 |
1.618 |
8,944 |
1.000 |
8,885 |
0.618 |
8,849 |
HIGH |
8,790 |
0.618 |
8,754 |
0.500 |
8,743 |
0.382 |
8,731 |
LOW |
8,695 |
0.618 |
8,636 |
1.000 |
8,600 |
1.618 |
8,541 |
2.618 |
8,446 |
4.250 |
8,291 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,743 |
8,714 |
PP |
8,742 |
8,688 |
S1 |
8,741 |
8,663 |
|