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 |
12,422 |
12,335 |
-87 |
-0.7% |
12,752 |
High |
12,480 |
12,493 |
13 |
0.1% |
12,798 |
Low |
12,318 |
12,305 |
-13 |
-0.1% |
12,318 |
Close |
12,335 |
12,490 |
155 |
1.3% |
12,335 |
Range |
162 |
188 |
26 |
16.0% |
480 |
ATR |
167 |
169 |
1 |
0.9% |
0 |
Volume |
184,650 |
131,255 |
-53,395 |
-28.9% |
908,648 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,993 |
12,930 |
12,594 |
|
R3 |
12,805 |
12,742 |
12,542 |
|
R2 |
12,617 |
12,617 |
12,525 |
|
R1 |
12,554 |
12,554 |
12,507 |
12,586 |
PP |
12,429 |
12,429 |
12,429 |
12,445 |
S1 |
12,366 |
12,366 |
12,473 |
12,398 |
S2 |
12,241 |
12,241 |
12,456 |
|
S3 |
12,053 |
12,178 |
12,438 |
|
S4 |
11,865 |
11,990 |
12,387 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,924 |
13,609 |
12,599 |
|
R3 |
13,444 |
13,129 |
12,467 |
|
R2 |
12,964 |
12,964 |
12,423 |
|
R1 |
12,649 |
12,649 |
12,379 |
12,567 |
PP |
12,484 |
12,484 |
12,484 |
12,442 |
S1 |
12,169 |
12,169 |
12,291 |
12,087 |
S2 |
12,004 |
12,004 |
12,247 |
|
S3 |
11,524 |
11,689 |
12,203 |
|
S4 |
11,044 |
11,209 |
12,071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,759 |
12,305 |
454 |
3.6% |
186 |
1.5% |
41% |
False |
True |
175,791 |
10 |
12,975 |
12,305 |
670 |
5.4% |
182 |
1.5% |
28% |
False |
True |
170,255 |
20 |
13,284 |
12,305 |
979 |
7.8% |
164 |
1.3% |
19% |
False |
True |
141,010 |
40 |
13,284 |
12,305 |
979 |
7.8% |
162 |
1.3% |
19% |
False |
True |
128,901 |
60 |
13,284 |
12,305 |
979 |
7.8% |
148 |
1.2% |
19% |
False |
True |
105,900 |
80 |
13,284 |
12,305 |
979 |
7.8% |
131 |
1.1% |
19% |
False |
True |
79,431 |
100 |
13,284 |
12,013 |
1,271 |
10.2% |
121 |
1.0% |
38% |
False |
False |
63,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,292 |
2.618 |
12,985 |
1.618 |
12,797 |
1.000 |
12,681 |
0.618 |
12,609 |
HIGH |
12,493 |
0.618 |
12,421 |
0.500 |
12,399 |
0.382 |
12,377 |
LOW |
12,305 |
0.618 |
12,189 |
1.000 |
12,117 |
1.618 |
12,001 |
2.618 |
11,813 |
4.250 |
11,506 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,460 |
12,485 |
PP |
12,429 |
12,480 |
S1 |
12,399 |
12,475 |
|