Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,574.5 |
1,590.2 |
15.7 |
1.0% |
1,585.5 |
High |
1,597.5 |
1,599.0 |
1.5 |
0.1% |
1,597.5 |
Low |
1,567.8 |
1,584.5 |
16.7 |
1.1% |
1,526.7 |
Close |
1,591.9 |
1,588.7 |
-3.2 |
-0.2% |
1,591.9 |
Range |
29.7 |
14.5 |
-15.2 |
-51.2% |
70.8 |
ATR |
25.8 |
25.0 |
-0.8 |
-3.1% |
0.0 |
Volume |
163,048 |
131,205 |
-31,843 |
-19.5% |
911,982 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.2 |
1,626.0 |
1,596.7 |
|
R3 |
1,619.7 |
1,611.5 |
1,592.7 |
|
R2 |
1,605.2 |
1,605.2 |
1,591.4 |
|
R1 |
1,597.0 |
1,597.0 |
1,590.0 |
1,593.9 |
PP |
1,590.7 |
1,590.7 |
1,590.7 |
1,589.2 |
S1 |
1,582.5 |
1,582.5 |
1,587.4 |
1,579.4 |
S2 |
1,576.2 |
1,576.2 |
1,586.0 |
|
S3 |
1,561.7 |
1,568.0 |
1,584.7 |
|
S4 |
1,547.2 |
1,553.5 |
1,580.7 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.4 |
1,759.0 |
1,630.8 |
|
R3 |
1,713.6 |
1,688.2 |
1,611.4 |
|
R2 |
1,642.8 |
1,642.8 |
1,604.9 |
|
R1 |
1,617.4 |
1,617.4 |
1,598.4 |
1,630.1 |
PP |
1,572.0 |
1,572.0 |
1,572.0 |
1,578.4 |
S1 |
1,546.6 |
1,546.6 |
1,585.4 |
1,559.3 |
S2 |
1,501.2 |
1,501.2 |
1,578.9 |
|
S3 |
1,430.4 |
1,475.8 |
1,572.4 |
|
S4 |
1,359.6 |
1,405.0 |
1,553.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,599.0 |
1,526.7 |
72.3 |
4.6% |
26.9 |
1.7% |
86% |
True |
False |
178,244 |
10 |
1,639.5 |
1,526.7 |
112.8 |
7.1% |
27.8 |
1.7% |
55% |
False |
False |
171,408 |
20 |
1,672.3 |
1,526.7 |
145.6 |
9.2% |
23.2 |
1.5% |
43% |
False |
False |
144,224 |
40 |
1,699.6 |
1,526.7 |
172.9 |
10.9% |
23.1 |
1.5% |
36% |
False |
False |
128,555 |
60 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
25.9 |
1.6% |
23% |
False |
False |
92,212 |
80 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
25.3 |
1.6% |
23% |
False |
False |
70,567 |
100 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
25.6 |
1.6% |
23% |
False |
False |
57,467 |
120 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
26.4 |
1.7% |
23% |
False |
False |
48,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,660.6 |
2.618 |
1,637.0 |
1.618 |
1,622.5 |
1.000 |
1,613.5 |
0.618 |
1,608.0 |
HIGH |
1,599.0 |
0.618 |
1,593.5 |
0.500 |
1,591.8 |
0.382 |
1,590.0 |
LOW |
1,584.5 |
0.618 |
1,575.5 |
1.000 |
1,570.0 |
1.618 |
1,561.0 |
2.618 |
1,546.5 |
4.250 |
1,522.9 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,591.8 |
1,582.0 |
PP |
1,590.7 |
1,575.4 |
S1 |
1,589.7 |
1,568.7 |
|