Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,466 |
12,583 |
117 |
0.9% |
12,335 |
High |
12,598 |
12,588 |
-10 |
-0.1% |
12,586 |
Low |
12,444 |
12,376 |
-68 |
-0.5% |
12,286 |
Close |
12,583 |
12,381 |
-202 |
-1.6% |
12,429 |
Range |
154 |
212 |
58 |
37.7% |
300 |
ATR |
169 |
172 |
3 |
1.8% |
0 |
Volume |
167,970 |
192,577 |
24,607 |
14.6% |
787,594 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,084 |
12,945 |
12,498 |
|
R3 |
12,872 |
12,733 |
12,439 |
|
R2 |
12,660 |
12,660 |
12,420 |
|
R1 |
12,521 |
12,521 |
12,401 |
12,485 |
PP |
12,448 |
12,448 |
12,448 |
12,430 |
S1 |
12,309 |
12,309 |
12,362 |
12,273 |
S2 |
12,236 |
12,236 |
12,342 |
|
S3 |
12,024 |
12,097 |
12,323 |
|
S4 |
11,812 |
11,885 |
12,265 |
|
|
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% |
181 |
1.5% |
30% |
False |
False |
172,305 |
10 |
12,704 |
12,286 |
418 |
3.4% |
178 |
1.4% |
23% |
False |
False |
170,518 |
20 |
13,252 |
12,286 |
966 |
7.8% |
176 |
1.4% |
10% |
False |
False |
160,118 |
40 |
13,284 |
12,286 |
998 |
8.1% |
167 |
1.3% |
10% |
False |
False |
139,089 |
60 |
13,284 |
12,286 |
998 |
8.1% |
154 |
1.2% |
10% |
False |
False |
122,829 |
80 |
13,284 |
12,286 |
998 |
8.1% |
139 |
1.1% |
10% |
False |
False |
92,141 |
100 |
13,284 |
12,202 |
1,082 |
8.7% |
127 |
1.0% |
17% |
False |
False |
73,715 |
120 |
13,284 |
11,639 |
1,645 |
13.3% |
123 |
1.0% |
45% |
False |
False |
61,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,489 |
2.618 |
13,143 |
1.618 |
12,931 |
1.000 |
12,800 |
0.618 |
12,719 |
HIGH |
12,588 |
0.618 |
12,507 |
0.500 |
12,482 |
0.382 |
12,457 |
LOW |
12,376 |
0.618 |
12,245 |
1.000 |
12,164 |
1.618 |
12,033 |
2.618 |
11,821 |
4.250 |
11,475 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,482 |
12,487 |
PP |
12,448 |
12,452 |
S1 |
12,415 |
12,416 |
|