Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
8,590 |
8,635 |
45 |
0.5% |
8,565 |
High |
8,670 |
8,655 |
-15 |
-0.2% |
8,790 |
Low |
8,520 |
8,485 |
-35 |
-0.4% |
8,480 |
Close |
8,655 |
8,495 |
-160 |
-1.8% |
8,565 |
Range |
150 |
170 |
20 |
13.3% |
310 |
ATR |
153 |
154 |
1 |
0.8% |
0 |
Volume |
5,130 |
4,872 |
-258 |
-5.0% |
30,703 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,055 |
8,945 |
8,589 |
|
R3 |
8,885 |
8,775 |
8,542 |
|
R2 |
8,715 |
8,715 |
8,526 |
|
R1 |
8,605 |
8,605 |
8,511 |
8,575 |
PP |
8,545 |
8,545 |
8,545 |
8,530 |
S1 |
8,435 |
8,435 |
8,480 |
8,405 |
S2 |
8,375 |
8,375 |
8,464 |
|
S3 |
8,205 |
8,265 |
8,448 |
|
S4 |
8,035 |
8,095 |
8,402 |
|
|
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 |
8,755 |
8,480 |
275 |
3.2% |
157 |
1.8% |
5% |
False |
False |
5,964 |
10 |
8,890 |
8,480 |
410 |
4.8% |
161 |
1.9% |
4% |
False |
False |
5,731 |
20 |
9,430 |
8,480 |
950 |
11.2% |
152 |
1.8% |
2% |
False |
False |
5,523 |
40 |
10,120 |
8,480 |
1,640 |
19.3% |
158 |
1.9% |
1% |
False |
False |
4,819 |
60 |
10,230 |
8,480 |
1,750 |
20.6% |
155 |
1.8% |
1% |
False |
False |
5,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,378 |
2.618 |
9,100 |
1.618 |
8,930 |
1.000 |
8,825 |
0.618 |
8,760 |
HIGH |
8,655 |
0.618 |
8,590 |
0.500 |
8,570 |
0.382 |
8,550 |
LOW |
8,485 |
0.618 |
8,380 |
1.000 |
8,315 |
1.618 |
8,210 |
2.618 |
8,040 |
4.250 |
7,763 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,570 |
8,578 |
PP |
8,545 |
8,550 |
S1 |
8,520 |
8,523 |
|