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 |
8,595 |
8,600 |
5 |
0.1% |
8,565 |
High |
8,615 |
8,625 |
10 |
0.1% |
8,790 |
Low |
8,500 |
8,550 |
50 |
0.6% |
8,480 |
Close |
8,580 |
8,565 |
-15 |
-0.2% |
8,565 |
Range |
115 |
75 |
-40 |
-34.8% |
310 |
ATR |
159 |
153 |
-6 |
-3.8% |
0 |
Volume |
4,244 |
4,104 |
-140 |
-3.3% |
30,703 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,805 |
8,760 |
8,606 |
|
R3 |
8,730 |
8,685 |
8,586 |
|
R2 |
8,655 |
8,655 |
8,579 |
|
R1 |
8,610 |
8,610 |
8,572 |
8,595 |
PP |
8,580 |
8,580 |
8,580 |
8,573 |
S1 |
8,535 |
8,535 |
8,558 |
8,520 |
S2 |
8,505 |
8,505 |
8,551 |
|
S3 |
8,430 |
8,460 |
8,545 |
|
S4 |
8,355 |
8,385 |
8,524 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,542 |
9,363 |
8,736 |
|
R3 |
9,232 |
9,053 |
8,650 |
|
R2 |
8,922 |
8,922 |
8,622 |
|
R1 |
8,743 |
8,743 |
8,594 |
8,720 |
PP |
8,612 |
8,612 |
8,612 |
8,600 |
S1 |
8,433 |
8,433 |
8,537 |
8,410 |
S2 |
8,302 |
8,302 |
8,508 |
|
S3 |
7,992 |
8,123 |
8,480 |
|
S4 |
7,682 |
7,813 |
8,395 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,790 |
8,480 |
310 |
3.6% |
148 |
1.7% |
27% |
False |
False |
6,140 |
10 |
9,035 |
8,480 |
555 |
6.5% |
159 |
1.9% |
15% |
False |
False |
5,826 |
20 |
9,580 |
8,480 |
1,100 |
12.8% |
153 |
1.8% |
8% |
False |
False |
5,393 |
40 |
10,225 |
8,480 |
1,745 |
20.4% |
157 |
1.8% |
5% |
False |
False |
4,924 |
60 |
10,230 |
8,480 |
1,750 |
20.4% |
153 |
1.8% |
5% |
False |
False |
5,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,944 |
2.618 |
8,821 |
1.618 |
8,746 |
1.000 |
8,700 |
0.618 |
8,671 |
HIGH |
8,625 |
0.618 |
8,596 |
0.500 |
8,588 |
0.382 |
8,579 |
LOW |
8,550 |
0.618 |
8,504 |
1.000 |
8,475 |
1.618 |
8,429 |
2.618 |
8,354 |
4.250 |
8,231 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,588 |
8,618 |
PP |
8,580 |
8,600 |
S1 |
8,573 |
8,583 |
|