Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,302.00 |
1,291.75 |
-10.25 |
-0.8% |
1,346.00 |
High |
1,310.50 |
1,316.00 |
5.50 |
0.4% |
1,351.00 |
Low |
1,289.75 |
1,287.25 |
-2.50 |
-0.2% |
1,289.75 |
Close |
1,290.75 |
1,315.75 |
25.00 |
1.9% |
1,290.75 |
Range |
20.75 |
28.75 |
8.00 |
38.6% |
61.25 |
ATR |
20.00 |
20.63 |
0.62 |
3.1% |
0.00 |
Volume |
2,775,704 |
2,041,257 |
-734,447 |
-26.5% |
12,249,096 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.50 |
1,383.00 |
1,331.50 |
|
R3 |
1,363.75 |
1,354.25 |
1,323.75 |
|
R2 |
1,335.00 |
1,335.00 |
1,321.00 |
|
R1 |
1,325.50 |
1,325.50 |
1,318.50 |
1,330.25 |
PP |
1,306.25 |
1,306.25 |
1,306.25 |
1,308.75 |
S1 |
1,296.75 |
1,296.75 |
1,313.00 |
1,301.50 |
S2 |
1,277.50 |
1,277.50 |
1,310.50 |
|
S3 |
1,248.75 |
1,268.00 |
1,307.75 |
|
S4 |
1,220.00 |
1,239.25 |
1,300.00 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.25 |
1,453.75 |
1,324.50 |
|
R3 |
1,433.00 |
1,392.50 |
1,307.50 |
|
R2 |
1,371.75 |
1,371.75 |
1,302.00 |
|
R1 |
1,331.25 |
1,331.25 |
1,296.25 |
1,321.00 |
PP |
1,310.50 |
1,310.50 |
1,310.50 |
1,305.25 |
S1 |
1,270.00 |
1,270.00 |
1,285.25 |
1,259.50 |
S2 |
1,249.25 |
1,249.25 |
1,279.50 |
|
S3 |
1,188.00 |
1,208.75 |
1,274.00 |
|
S4 |
1,126.75 |
1,147.50 |
1,257.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.00 |
1,287.25 |
59.75 |
4.5% |
24.00 |
1.8% |
48% |
False |
True |
2,475,511 |
10 |
1,368.00 |
1,287.25 |
80.75 |
6.1% |
22.00 |
1.7% |
35% |
False |
True |
2,279,561 |
20 |
1,411.50 |
1,287.25 |
124.25 |
9.4% |
20.25 |
1.5% |
23% |
False |
True |
1,954,240 |
40 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
19.25 |
1.5% |
22% |
False |
True |
1,870,038 |
60 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
17.50 |
1.3% |
22% |
False |
True |
1,599,135 |
80 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
16.50 |
1.3% |
22% |
False |
True |
1,200,301 |
100 |
1,419.75 |
1,237.75 |
182.00 |
13.8% |
16.00 |
1.2% |
43% |
False |
False |
960,647 |
120 |
1,419.75 |
1,178.00 |
241.75 |
18.4% |
17.00 |
1.3% |
57% |
False |
False |
800,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.25 |
2.618 |
1,391.25 |
1.618 |
1,362.50 |
1.000 |
1,344.75 |
0.618 |
1,333.75 |
HIGH |
1,316.00 |
0.618 |
1,305.00 |
0.500 |
1,301.50 |
0.382 |
1,298.25 |
LOW |
1,287.25 |
0.618 |
1,269.50 |
1.000 |
1,258.50 |
1.618 |
1,240.75 |
2.618 |
1,212.00 |
4.250 |
1,165.00 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,311.00 |
1,313.50 |
PP |
1,306.25 |
1,311.25 |
S1 |
1,301.50 |
1,309.00 |
|