Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,322.00 |
1,333.50 |
11.50 |
0.9% |
1,291.75 |
High |
1,334.25 |
1,334.25 |
0.00 |
0.0% |
1,329.75 |
Low |
1,317.50 |
1,308.00 |
-9.50 |
-0.7% |
1,287.25 |
Close |
1,333.50 |
1,308.50 |
-25.00 |
-1.9% |
1,315.00 |
Range |
16.75 |
26.25 |
9.50 |
56.7% |
42.50 |
ATR |
20.31 |
20.73 |
0.42 |
2.1% |
0.00 |
Volume |
2,235,310 |
2,313,601 |
78,291 |
3.5% |
10,736,019 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.75 |
1,378.25 |
1,323.00 |
|
R3 |
1,369.50 |
1,352.00 |
1,315.75 |
|
R2 |
1,343.25 |
1,343.25 |
1,313.25 |
|
R1 |
1,325.75 |
1,325.75 |
1,311.00 |
1,321.50 |
PP |
1,317.00 |
1,317.00 |
1,317.00 |
1,314.75 |
S1 |
1,299.50 |
1,299.50 |
1,306.00 |
1,295.00 |
S2 |
1,290.75 |
1,290.75 |
1,303.75 |
|
S3 |
1,264.50 |
1,273.25 |
1,301.25 |
|
S4 |
1,238.25 |
1,247.00 |
1,294.00 |
|
|
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 |
1,334.25 |
1,294.00 |
40.25 |
3.1% |
20.75 |
1.6% |
36% |
True |
False |
2,158,925 |
10 |
1,339.75 |
1,287.25 |
52.50 |
4.0% |
22.00 |
1.7% |
40% |
False |
False |
2,322,588 |
20 |
1,404.75 |
1,287.25 |
117.50 |
9.0% |
21.50 |
1.7% |
18% |
False |
False |
2,157,993 |
40 |
1,414.25 |
1,287.25 |
127.00 |
9.7% |
19.75 |
1.5% |
17% |
False |
False |
1,960,597 |
60 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
18.25 |
1.4% |
16% |
False |
False |
1,818,190 |
80 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
17.00 |
1.3% |
16% |
False |
False |
1,365,444 |
100 |
1,419.75 |
1,262.25 |
157.50 |
12.0% |
16.50 |
1.3% |
29% |
False |
False |
1,093,032 |
120 |
1,419.75 |
1,190.00 |
229.75 |
17.6% |
17.00 |
1.3% |
52% |
False |
False |
911,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.75 |
2.618 |
1,403.00 |
1.618 |
1,376.75 |
1.000 |
1,360.50 |
0.618 |
1,350.50 |
HIGH |
1,334.25 |
0.618 |
1,324.25 |
0.500 |
1,321.00 |
0.382 |
1,318.00 |
LOW |
1,308.00 |
0.618 |
1,291.75 |
1.000 |
1,281.75 |
1.618 |
1,265.50 |
2.618 |
1,239.25 |
4.250 |
1,196.50 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,321.00 |
1,321.00 |
PP |
1,317.00 |
1,317.00 |
S1 |
1,312.75 |
1,312.75 |
|