Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
8,600 |
8,590 |
-10 |
-0.1% |
8,565 |
High |
8,625 |
8,670 |
45 |
0.5% |
8,790 |
Low |
8,550 |
8,520 |
-30 |
-0.4% |
8,480 |
Close |
8,565 |
8,655 |
90 |
1.1% |
8,565 |
Range |
75 |
150 |
75 |
100.0% |
310 |
ATR |
153 |
153 |
0 |
-0.1% |
0 |
Volume |
4,104 |
5,130 |
1,026 |
25.0% |
30,703 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,065 |
9,010 |
8,738 |
|
R3 |
8,915 |
8,860 |
8,696 |
|
R2 |
8,765 |
8,765 |
8,683 |
|
R1 |
8,710 |
8,710 |
8,669 |
8,738 |
PP |
8,615 |
8,615 |
8,615 |
8,629 |
S1 |
8,560 |
8,560 |
8,641 |
8,588 |
S2 |
8,465 |
8,465 |
8,628 |
|
S3 |
8,315 |
8,410 |
8,614 |
|
S4 |
8,165 |
8,260 |
8,573 |
|
|
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% |
142 |
1.6% |
56% |
False |
False |
6,259 |
10 |
8,965 |
8,480 |
485 |
5.6% |
157 |
1.8% |
36% |
False |
False |
5,775 |
20 |
9,480 |
8,480 |
1,000 |
11.6% |
153 |
1.8% |
18% |
False |
False |
5,483 |
40 |
10,225 |
8,480 |
1,745 |
20.2% |
158 |
1.8% |
10% |
False |
False |
4,796 |
60 |
10,230 |
8,480 |
1,750 |
20.2% |
155 |
1.8% |
10% |
False |
False |
5,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,308 |
2.618 |
9,063 |
1.618 |
8,913 |
1.000 |
8,820 |
0.618 |
8,763 |
HIGH |
8,670 |
0.618 |
8,613 |
0.500 |
8,595 |
0.382 |
8,577 |
LOW |
8,520 |
0.618 |
8,427 |
1.000 |
8,370 |
1.618 |
8,277 |
2.618 |
8,127 |
4.250 |
7,883 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,635 |
8,632 |
PP |
8,615 |
8,608 |
S1 |
8,595 |
8,585 |
|