Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
12,583 |
12,382 |
-201 |
-1.6% |
12,335 |
High |
12,588 |
12,479 |
-109 |
-0.9% |
12,586 |
Low |
12,376 |
12,307 |
-69 |
-0.6% |
12,286 |
Close |
12,381 |
12,383 |
2 |
0.0% |
12,429 |
Range |
212 |
172 |
-40 |
-18.9% |
300 |
ATR |
172 |
172 |
0 |
0.0% |
0 |
Volume |
192,577 |
199,425 |
6,848 |
3.6% |
787,594 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,906 |
12,816 |
12,478 |
|
R3 |
12,734 |
12,644 |
12,430 |
|
R2 |
12,562 |
12,562 |
12,415 |
|
R1 |
12,472 |
12,472 |
12,399 |
12,517 |
PP |
12,390 |
12,390 |
12,390 |
12,412 |
S1 |
12,300 |
12,300 |
12,367 |
12,345 |
S2 |
12,218 |
12,218 |
12,352 |
|
S3 |
12,046 |
12,128 |
12,336 |
|
S4 |
11,874 |
11,956 |
12,289 |
|
|
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 |
12,307 |
291 |
2.3% |
176 |
1.4% |
26% |
False |
True |
174,037 |
10 |
12,644 |
12,286 |
358 |
2.9% |
179 |
1.4% |
27% |
False |
False |
172,526 |
20 |
13,248 |
12,286 |
962 |
7.8% |
179 |
1.4% |
10% |
False |
False |
164,626 |
40 |
13,284 |
12,286 |
998 |
8.1% |
168 |
1.4% |
10% |
False |
False |
141,314 |
60 |
13,284 |
12,286 |
998 |
8.1% |
153 |
1.2% |
10% |
False |
False |
126,131 |
80 |
13,284 |
12,286 |
998 |
8.1% |
140 |
1.1% |
10% |
False |
False |
94,634 |
100 |
13,284 |
12,202 |
1,082 |
8.7% |
128 |
1.0% |
17% |
False |
False |
75,709 |
120 |
13,284 |
11,639 |
1,645 |
13.3% |
123 |
1.0% |
45% |
False |
False |
63,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,210 |
2.618 |
12,929 |
1.618 |
12,757 |
1.000 |
12,651 |
0.618 |
12,585 |
HIGH |
12,479 |
0.618 |
12,413 |
0.500 |
12,393 |
0.382 |
12,373 |
LOW |
12,307 |
0.618 |
12,201 |
1.000 |
12,135 |
1.618 |
12,029 |
2.618 |
11,857 |
4.250 |
11,576 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
12,393 |
12,453 |
PP |
12,390 |
12,429 |
S1 |
12,386 |
12,406 |
|