Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,489 |
12,480 |
-9 |
-0.1% |
12,752 |
High |
12,553 |
12,486 |
-67 |
-0.5% |
12,798 |
Low |
12,423 |
12,286 |
-137 |
-1.1% |
12,318 |
Close |
12,477 |
12,466 |
-11 |
-0.1% |
12,335 |
Range |
130 |
200 |
70 |
53.8% |
480 |
ATR |
166 |
168 |
2 |
1.5% |
0 |
Volume |
155,360 |
190,766 |
35,406 |
22.8% |
908,648 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,013 |
12,939 |
12,576 |
|
R3 |
12,813 |
12,739 |
12,521 |
|
R2 |
12,613 |
12,613 |
12,503 |
|
R1 |
12,539 |
12,539 |
12,484 |
12,476 |
PP |
12,413 |
12,413 |
12,413 |
12,381 |
S1 |
12,339 |
12,339 |
12,448 |
12,276 |
S2 |
12,213 |
12,213 |
12,429 |
|
S3 |
12,013 |
12,139 |
12,411 |
|
S4 |
11,813 |
11,939 |
12,356 |
|
|
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 |
12,644 |
12,286 |
358 |
2.9% |
183 |
1.5% |
50% |
False |
True |
171,015 |
10 |
12,891 |
12,286 |
605 |
4.9% |
174 |
1.4% |
30% |
False |
True |
166,729 |
20 |
13,284 |
12,286 |
998 |
8.0% |
169 |
1.4% |
18% |
False |
True |
146,657 |
40 |
13,284 |
12,286 |
998 |
8.0% |
163 |
1.3% |
18% |
False |
True |
132,958 |
60 |
13,284 |
12,286 |
998 |
8.0% |
149 |
1.2% |
18% |
False |
True |
111,666 |
80 |
13,284 |
12,286 |
998 |
8.0% |
134 |
1.1% |
18% |
False |
True |
83,757 |
100 |
13,284 |
12,082 |
1,202 |
9.6% |
123 |
1.0% |
32% |
False |
False |
67,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,336 |
2.618 |
13,010 |
1.618 |
12,810 |
1.000 |
12,686 |
0.618 |
12,610 |
HIGH |
12,486 |
0.618 |
12,410 |
0.500 |
12,386 |
0.382 |
12,363 |
LOW |
12,286 |
0.618 |
12,163 |
1.000 |
12,086 |
1.618 |
11,963 |
2.618 |
11,763 |
4.250 |
11,436 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,439 |
12,451 |
PP |
12,413 |
12,435 |
S1 |
12,386 |
12,420 |
|