Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
8,710 |
8,755 |
45 |
0.5% |
8,950 |
High |
8,790 |
8,755 |
-35 |
-0.4% |
9,035 |
Low |
8,695 |
8,480 |
-215 |
-2.5% |
8,545 |
Close |
8,740 |
8,595 |
-145 |
-1.7% |
8,555 |
Range |
95 |
275 |
180 |
189.5% |
490 |
ATR |
154 |
163 |
9 |
5.6% |
0 |
Volume |
6,344 |
11,473 |
5,129 |
80.8% |
27,563 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,435 |
9,290 |
8,746 |
|
R3 |
9,160 |
9,015 |
8,671 |
|
R2 |
8,885 |
8,885 |
8,646 |
|
R1 |
8,740 |
8,740 |
8,620 |
8,675 |
PP |
8,610 |
8,610 |
8,610 |
8,578 |
S1 |
8,465 |
8,465 |
8,570 |
8,400 |
S2 |
8,335 |
8,335 |
8,545 |
|
S3 |
8,060 |
8,190 |
8,520 |
|
S4 |
7,785 |
7,915 |
8,444 |
|
|
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 |
8,880 |
8,480 |
400 |
4.7% |
187 |
2.2% |
29% |
False |
True |
6,604 |
10 |
9,100 |
8,480 |
620 |
7.2% |
166 |
1.9% |
19% |
False |
True |
6,103 |
20 |
9,715 |
8,480 |
1,235 |
14.4% |
162 |
1.9% |
9% |
False |
True |
5,416 |
40 |
10,230 |
8,480 |
1,750 |
20.4% |
159 |
1.8% |
7% |
False |
True |
5,005 |
60 |
10,230 |
8,480 |
1,750 |
20.4% |
153 |
1.8% |
7% |
False |
True |
5,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,924 |
2.618 |
9,475 |
1.618 |
9,200 |
1.000 |
9,030 |
0.618 |
8,925 |
HIGH |
8,755 |
0.618 |
8,650 |
0.500 |
8,618 |
0.382 |
8,585 |
LOW |
8,480 |
0.618 |
8,310 |
1.000 |
8,205 |
1.618 |
8,035 |
2.618 |
7,760 |
4.250 |
7,311 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,618 |
8,635 |
PP |
8,610 |
8,622 |
S1 |
8,603 |
8,608 |
|