Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,315.50 |
1,315.75 |
0.25 |
0.0% |
1,346.00 |
High |
1,319.00 |
1,323.50 |
4.50 |
0.3% |
1,351.00 |
Low |
1,294.00 |
1,306.00 |
12.00 |
0.9% |
1,289.75 |
Close |
1,315.75 |
1,322.50 |
6.75 |
0.5% |
1,290.75 |
Range |
25.00 |
17.50 |
-7.50 |
-30.0% |
61.25 |
ATR |
20.83 |
20.60 |
-0.24 |
-1.1% |
0.00 |
Volume |
2,555,000 |
2,171,122 |
-383,878 |
-15.0% |
12,249,096 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.75 |
1,363.75 |
1,332.00 |
|
R3 |
1,352.25 |
1,346.25 |
1,327.25 |
|
R2 |
1,334.75 |
1,334.75 |
1,325.75 |
|
R1 |
1,328.75 |
1,328.75 |
1,324.00 |
1,331.75 |
PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,319.00 |
S1 |
1,311.25 |
1,311.25 |
1,321.00 |
1,314.25 |
S2 |
1,299.75 |
1,299.75 |
1,319.25 |
|
S3 |
1,282.25 |
1,293.75 |
1,317.75 |
|
S4 |
1,264.75 |
1,276.25 |
1,313.00 |
|
|
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 |
1,326.50 |
1,287.25 |
39.25 |
3.0% |
22.25 |
1.7% |
90% |
False |
False |
2,398,426 |
10 |
1,363.25 |
1,287.25 |
76.00 |
5.7% |
22.00 |
1.7% |
46% |
False |
False |
2,330,463 |
20 |
1,411.50 |
1,287.25 |
124.25 |
9.4% |
21.00 |
1.6% |
28% |
False |
False |
2,066,347 |
40 |
1,417.75 |
1,287.25 |
130.50 |
9.9% |
19.25 |
1.5% |
27% |
False |
False |
1,937,921 |
60 |
1,419.75 |
1,287.25 |
132.50 |
10.0% |
17.75 |
1.3% |
27% |
False |
False |
1,718,423 |
80 |
1,419.75 |
1,287.25 |
132.50 |
10.0% |
16.75 |
1.3% |
27% |
False |
False |
1,289,735 |
100 |
1,419.75 |
1,255.25 |
164.50 |
12.4% |
16.25 |
1.2% |
41% |
False |
False |
1,032,372 |
120 |
1,419.75 |
1,190.00 |
229.75 |
17.4% |
16.75 |
1.3% |
58% |
False |
False |
860,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.00 |
2.618 |
1,369.25 |
1.618 |
1,351.75 |
1.000 |
1,341.00 |
0.618 |
1,334.25 |
HIGH |
1,323.50 |
0.618 |
1,316.75 |
0.500 |
1,314.75 |
0.382 |
1,312.75 |
LOW |
1,306.00 |
0.618 |
1,295.25 |
1.000 |
1,288.50 |
1.618 |
1,277.75 |
2.618 |
1,260.25 |
4.250 |
1,231.50 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,320.00 |
1,318.50 |
PP |
1,317.25 |
1,314.25 |
S1 |
1,314.75 |
1,310.25 |
|