Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,538 |
12,466 |
-72 |
-0.6% |
12,335 |
High |
12,586 |
12,598 |
12 |
0.1% |
12,586 |
Low |
12,401 |
12,444 |
43 |
0.3% |
12,286 |
Close |
12,429 |
12,583 |
154 |
1.2% |
12,429 |
Range |
185 |
154 |
-31 |
-16.8% |
300 |
ATR |
169 |
169 |
0 |
0.0% |
0 |
Volume |
135,469 |
167,970 |
32,501 |
24.0% |
787,594 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,004 |
12,947 |
12,668 |
|
R3 |
12,850 |
12,793 |
12,625 |
|
R2 |
12,696 |
12,696 |
12,611 |
|
R1 |
12,639 |
12,639 |
12,597 |
12,668 |
PP |
12,542 |
12,542 |
12,542 |
12,556 |
S1 |
12,485 |
12,485 |
12,569 |
12,514 |
S2 |
12,388 |
12,388 |
12,555 |
|
S3 |
12,234 |
12,331 |
12,541 |
|
S4 |
12,080 |
12,177 |
12,498 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,334 |
13,181 |
12,594 |
|
R3 |
13,034 |
12,881 |
12,512 |
|
R2 |
12,734 |
12,734 |
12,484 |
|
R1 |
12,581 |
12,581 |
12,457 |
12,658 |
PP |
12,434 |
12,434 |
12,434 |
12,472 |
S1 |
12,281 |
12,281 |
12,402 |
12,358 |
S2 |
12,134 |
12,134 |
12,374 |
|
S3 |
11,834 |
11,981 |
12,347 |
|
S4 |
11,534 |
11,681 |
12,264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,598 |
12,286 |
312 |
2.5% |
165 |
1.3% |
95% |
True |
False |
164,861 |
10 |
12,759 |
12,286 |
473 |
3.8% |
175 |
1.4% |
63% |
False |
False |
170,326 |
20 |
13,284 |
12,286 |
998 |
7.9% |
175 |
1.4% |
30% |
False |
False |
154,619 |
40 |
13,284 |
12,286 |
998 |
7.9% |
166 |
1.3% |
30% |
False |
False |
137,051 |
60 |
13,284 |
12,286 |
998 |
7.9% |
152 |
1.2% |
30% |
False |
False |
119,628 |
80 |
13,284 |
12,286 |
998 |
7.9% |
138 |
1.1% |
30% |
False |
False |
89,734 |
100 |
13,284 |
12,170 |
1,114 |
8.9% |
126 |
1.0% |
37% |
False |
False |
71,789 |
120 |
13,284 |
11,639 |
1,645 |
13.1% |
122 |
1.0% |
57% |
False |
False |
59,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,253 |
2.618 |
13,001 |
1.618 |
12,847 |
1.000 |
12,752 |
0.618 |
12,693 |
HIGH |
12,598 |
0.618 |
12,539 |
0.500 |
12,521 |
0.382 |
12,503 |
LOW |
12,444 |
0.618 |
12,349 |
1.000 |
12,290 |
1.618 |
12,195 |
2.618 |
12,041 |
4.250 |
11,790 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,562 |
12,553 |
PP |
12,542 |
12,523 |
S1 |
12,521 |
12,494 |
|