Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
8,635 |
8,505 |
-130 |
-1.5% |
8,565 |
High |
8,655 |
8,565 |
-90 |
-1.0% |
8,790 |
Low |
8,485 |
8,435 |
-50 |
-0.6% |
8,480 |
Close |
8,495 |
8,485 |
-10 |
-0.1% |
8,565 |
Range |
170 |
130 |
-40 |
-23.5% |
310 |
ATR |
154 |
152 |
-2 |
-1.1% |
0 |
Volume |
4,872 |
6,293 |
1,421 |
29.2% |
30,703 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,885 |
8,815 |
8,557 |
|
R3 |
8,755 |
8,685 |
8,521 |
|
R2 |
8,625 |
8,625 |
8,509 |
|
R1 |
8,555 |
8,555 |
8,497 |
8,525 |
PP |
8,495 |
8,495 |
8,495 |
8,480 |
S1 |
8,425 |
8,425 |
8,473 |
8,395 |
S2 |
8,365 |
8,365 |
8,461 |
|
S3 |
8,235 |
8,295 |
8,449 |
|
S4 |
8,105 |
8,165 |
8,414 |
|
|
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 |
8,670 |
8,435 |
235 |
2.8% |
128 |
1.5% |
21% |
False |
True |
4,928 |
10 |
8,880 |
8,435 |
445 |
5.2% |
158 |
1.9% |
11% |
False |
True |
5,766 |
20 |
9,370 |
8,435 |
935 |
11.0% |
153 |
1.8% |
5% |
False |
True |
5,614 |
40 |
10,100 |
8,435 |
1,665 |
19.6% |
159 |
1.9% |
3% |
False |
True |
4,863 |
60 |
10,230 |
8,435 |
1,795 |
21.2% |
154 |
1.8% |
3% |
False |
True |
5,260 |
80 |
10,230 |
8,435 |
1,795 |
21.2% |
124 |
1.5% |
3% |
False |
True |
4,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,118 |
2.618 |
8,905 |
1.618 |
8,775 |
1.000 |
8,695 |
0.618 |
8,645 |
HIGH |
8,565 |
0.618 |
8,515 |
0.500 |
8,500 |
0.382 |
8,485 |
LOW |
8,435 |
0.618 |
8,355 |
1.000 |
8,305 |
1.618 |
8,225 |
2.618 |
8,095 |
4.250 |
7,883 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
8,500 |
8,553 |
PP |
8,495 |
8,530 |
S1 |
8,490 |
8,508 |
|