Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,335 |
12,489 |
154 |
1.2% |
12,752 |
High |
12,493 |
12,553 |
60 |
0.5% |
12,798 |
Low |
12,305 |
12,423 |
118 |
1.0% |
12,318 |
Close |
12,490 |
12,477 |
-13 |
-0.1% |
12,335 |
Range |
188 |
130 |
-58 |
-30.9% |
480 |
ATR |
169 |
166 |
-3 |
-1.6% |
0 |
Volume |
131,255 |
155,360 |
24,105 |
18.4% |
908,648 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,874 |
12,806 |
12,549 |
|
R3 |
12,744 |
12,676 |
12,513 |
|
R2 |
12,614 |
12,614 |
12,501 |
|
R1 |
12,546 |
12,546 |
12,489 |
12,515 |
PP |
12,484 |
12,484 |
12,484 |
12,469 |
S1 |
12,416 |
12,416 |
12,465 |
12,385 |
S2 |
12,354 |
12,354 |
12,453 |
|
S3 |
12,224 |
12,286 |
12,441 |
|
S4 |
12,094 |
12,156 |
12,406 |
|
|
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 |
12,704 |
12,305 |
399 |
3.2% |
175 |
1.4% |
43% |
False |
False |
168,732 |
10 |
12,891 |
12,305 |
586 |
4.7% |
173 |
1.4% |
29% |
False |
False |
168,528 |
20 |
13,284 |
12,305 |
979 |
7.8% |
164 |
1.3% |
18% |
False |
False |
143,270 |
40 |
13,284 |
12,305 |
979 |
7.8% |
161 |
1.3% |
18% |
False |
False |
130,345 |
60 |
13,284 |
12,305 |
979 |
7.8% |
148 |
1.2% |
18% |
False |
False |
108,489 |
80 |
13,284 |
12,305 |
979 |
7.8% |
132 |
1.1% |
18% |
False |
False |
81,372 |
100 |
13,284 |
12,082 |
1,202 |
9.6% |
121 |
1.0% |
33% |
False |
False |
65,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,106 |
2.618 |
12,893 |
1.618 |
12,763 |
1.000 |
12,683 |
0.618 |
12,633 |
HIGH |
12,553 |
0.618 |
12,503 |
0.500 |
12,488 |
0.382 |
12,473 |
LOW |
12,423 |
0.618 |
12,343 |
1.000 |
12,293 |
1.618 |
12,213 |
2.618 |
12,083 |
4.250 |
11,871 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,488 |
12,461 |
PP |
12,484 |
12,445 |
S1 |
12,481 |
12,429 |
|