Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,480 |
12,464 |
-16 |
-0.1% |
12,752 |
High |
12,486 |
12,543 |
57 |
0.5% |
12,798 |
Low |
12,286 |
12,389 |
103 |
0.8% |
12,318 |
Close |
12,466 |
12,536 |
70 |
0.6% |
12,335 |
Range |
200 |
154 |
-46 |
-23.0% |
480 |
ATR |
168 |
167 |
-1 |
-0.6% |
0 |
Volume |
190,766 |
174,744 |
-16,022 |
-8.4% |
908,648 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,951 |
12,898 |
12,621 |
|
R3 |
12,797 |
12,744 |
12,578 |
|
R2 |
12,643 |
12,643 |
12,564 |
|
R1 |
12,590 |
12,590 |
12,550 |
12,617 |
PP |
12,489 |
12,489 |
12,489 |
12,503 |
S1 |
12,436 |
12,436 |
12,522 |
12,463 |
S2 |
12,335 |
12,335 |
12,508 |
|
S3 |
12,181 |
12,282 |
12,494 |
|
S4 |
12,027 |
12,128 |
12,451 |
|
|
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 |
12,553 |
12,286 |
267 |
2.1% |
167 |
1.3% |
94% |
False |
False |
167,355 |
10 |
12,883 |
12,286 |
597 |
4.8% |
175 |
1.4% |
42% |
False |
False |
169,129 |
20 |
13,284 |
12,286 |
998 |
8.0% |
168 |
1.3% |
25% |
False |
False |
149,536 |
40 |
13,284 |
12,286 |
998 |
8.0% |
162 |
1.3% |
25% |
False |
False |
134,380 |
60 |
13,284 |
12,286 |
998 |
8.0% |
149 |
1.2% |
25% |
False |
False |
114,577 |
80 |
13,284 |
12,286 |
998 |
8.0% |
135 |
1.1% |
25% |
False |
False |
85,941 |
100 |
13,284 |
12,170 |
1,114 |
8.9% |
124 |
1.0% |
33% |
False |
False |
68,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,198 |
2.618 |
12,946 |
1.618 |
12,792 |
1.000 |
12,697 |
0.618 |
12,638 |
HIGH |
12,543 |
0.618 |
12,484 |
0.500 |
12,466 |
0.382 |
12,448 |
LOW |
12,389 |
0.618 |
12,294 |
1.000 |
12,235 |
1.618 |
12,140 |
2.618 |
11,986 |
4.250 |
11,735 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,513 |
12,497 |
PP |
12,489 |
12,458 |
S1 |
12,466 |
12,420 |
|