Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,315.75 |
1,322.50 |
6.75 |
0.5% |
1,291.75 |
High |
1,323.50 |
1,329.75 |
6.25 |
0.5% |
1,329.75 |
Low |
1,306.00 |
1,312.00 |
6.00 |
0.5% |
1,287.25 |
Close |
1,322.50 |
1,315.00 |
-7.50 |
-0.6% |
1,315.00 |
Range |
17.50 |
17.75 |
0.25 |
1.4% |
42.50 |
ATR |
20.60 |
20.39 |
-0.20 |
-1.0% |
0.00 |
Volume |
2,171,122 |
1,519,593 |
-651,529 |
-30.0% |
10,736,019 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.25 |
1,361.25 |
1,324.75 |
|
R3 |
1,354.50 |
1,343.50 |
1,320.00 |
|
R2 |
1,336.75 |
1,336.75 |
1,318.25 |
|
R1 |
1,325.75 |
1,325.75 |
1,316.75 |
1,322.50 |
PP |
1,319.00 |
1,319.00 |
1,319.00 |
1,317.25 |
S1 |
1,308.00 |
1,308.00 |
1,313.25 |
1,304.50 |
S2 |
1,301.25 |
1,301.25 |
1,311.75 |
|
S3 |
1,283.50 |
1,290.25 |
1,310.00 |
|
S4 |
1,265.75 |
1,272.50 |
1,305.25 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.25 |
1,419.00 |
1,338.50 |
|
R3 |
1,395.75 |
1,376.50 |
1,326.75 |
|
R2 |
1,353.25 |
1,353.25 |
1,322.75 |
|
R1 |
1,334.00 |
1,334.00 |
1,319.00 |
1,343.50 |
PP |
1,310.75 |
1,310.75 |
1,310.75 |
1,315.50 |
S1 |
1,291.50 |
1,291.50 |
1,311.00 |
1,301.00 |
S2 |
1,268.25 |
1,268.25 |
1,307.25 |
|
S3 |
1,225.75 |
1,249.00 |
1,303.25 |
|
S4 |
1,183.25 |
1,206.50 |
1,291.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,329.75 |
1,287.25 |
42.50 |
3.2% |
21.50 |
1.6% |
65% |
True |
False |
2,147,203 |
10 |
1,351.00 |
1,287.25 |
63.75 |
4.8% |
21.75 |
1.7% |
44% |
False |
False |
2,298,511 |
20 |
1,411.50 |
1,287.25 |
124.25 |
9.4% |
21.00 |
1.6% |
22% |
False |
False |
2,061,802 |
40 |
1,417.75 |
1,287.25 |
130.50 |
9.9% |
19.25 |
1.5% |
21% |
False |
False |
1,930,252 |
60 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
17.75 |
1.4% |
21% |
False |
False |
1,743,473 |
80 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
16.75 |
1.3% |
21% |
False |
False |
1,308,602 |
100 |
1,419.75 |
1,255.25 |
164.50 |
12.5% |
16.25 |
1.2% |
36% |
False |
False |
1,047,565 |
120 |
1,419.75 |
1,190.00 |
229.75 |
17.5% |
16.75 |
1.3% |
54% |
False |
False |
873,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.25 |
2.618 |
1,376.25 |
1.618 |
1,358.50 |
1.000 |
1,347.50 |
0.618 |
1,340.75 |
HIGH |
1,329.75 |
0.618 |
1,323.00 |
0.500 |
1,321.00 |
0.382 |
1,318.75 |
LOW |
1,312.00 |
0.618 |
1,301.00 |
1.000 |
1,294.25 |
1.618 |
1,283.25 |
2.618 |
1,265.50 |
4.250 |
1,236.50 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,321.00 |
1,314.00 |
PP |
1,319.00 |
1,313.00 |
S1 |
1,317.00 |
1,312.00 |
|