Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,315.25 |
1,315.50 |
0.25 |
0.0% |
1,346.00 |
High |
1,326.50 |
1,319.00 |
-7.50 |
-0.6% |
1,351.00 |
Low |
1,307.50 |
1,294.00 |
-13.50 |
-1.0% |
1,289.75 |
Close |
1,314.75 |
1,315.75 |
1.00 |
0.1% |
1,290.75 |
Range |
19.00 |
25.00 |
6.00 |
31.6% |
61.25 |
ATR |
20.51 |
20.83 |
0.32 |
1.6% |
0.00 |
Volume |
2,449,047 |
2,555,000 |
105,953 |
4.3% |
12,249,096 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.50 |
1,375.25 |
1,329.50 |
|
R3 |
1,359.50 |
1,350.25 |
1,322.50 |
|
R2 |
1,334.50 |
1,334.50 |
1,320.25 |
|
R1 |
1,325.25 |
1,325.25 |
1,318.00 |
1,330.00 |
PP |
1,309.50 |
1,309.50 |
1,309.50 |
1,312.00 |
S1 |
1,300.25 |
1,300.25 |
1,313.50 |
1,305.00 |
S2 |
1,284.50 |
1,284.50 |
1,311.25 |
|
S3 |
1,259.50 |
1,275.25 |
1,309.00 |
|
S4 |
1,234.50 |
1,250.25 |
1,302.00 |
|
|
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 |
1,330.75 |
1,287.25 |
43.50 |
3.3% |
24.75 |
1.9% |
66% |
False |
False |
2,540,982 |
10 |
1,363.75 |
1,287.25 |
76.50 |
5.8% |
22.00 |
1.7% |
37% |
False |
False |
2,296,958 |
20 |
1,411.50 |
1,287.25 |
124.25 |
9.4% |
21.00 |
1.6% |
23% |
False |
False |
2,041,113 |
40 |
1,417.75 |
1,287.25 |
130.50 |
9.9% |
19.50 |
1.5% |
22% |
False |
False |
1,927,444 |
60 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
18.00 |
1.4% |
22% |
False |
False |
1,682,375 |
80 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
16.75 |
1.3% |
22% |
False |
False |
1,262,687 |
100 |
1,419.75 |
1,245.00 |
174.75 |
13.3% |
16.25 |
1.2% |
40% |
False |
False |
1,010,677 |
120 |
1,419.75 |
1,190.00 |
229.75 |
17.5% |
16.75 |
1.3% |
55% |
False |
False |
842,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.25 |
2.618 |
1,384.50 |
1.618 |
1,359.50 |
1.000 |
1,344.00 |
0.618 |
1,334.50 |
HIGH |
1,319.00 |
0.618 |
1,309.50 |
0.500 |
1,306.50 |
0.382 |
1,303.50 |
LOW |
1,294.00 |
0.618 |
1,278.50 |
1.000 |
1,269.00 |
1.618 |
1,253.50 |
2.618 |
1,228.50 |
4.250 |
1,187.75 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,312.75 |
1,312.75 |
PP |
1,309.50 |
1,309.75 |
S1 |
1,306.50 |
1,307.00 |
|