Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,590.2 |
1,593.0 |
2.8 |
0.2% |
1,585.5 |
High |
1,599.0 |
1,594.4 |
-4.6 |
-0.3% |
1,597.5 |
Low |
1,584.5 |
1,561.0 |
-23.5 |
-1.5% |
1,526.7 |
Close |
1,588.7 |
1,576.6 |
-12.1 |
-0.8% |
1,591.9 |
Range |
14.5 |
33.4 |
18.9 |
130.3% |
70.8 |
ATR |
25.0 |
25.6 |
0.6 |
2.4% |
0.0 |
Volume |
131,205 |
165,889 |
34,684 |
26.4% |
911,982 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,677.5 |
1,660.5 |
1,595.0 |
|
R3 |
1,644.1 |
1,627.1 |
1,585.8 |
|
R2 |
1,610.7 |
1,610.7 |
1,582.7 |
|
R1 |
1,593.7 |
1,593.7 |
1,579.7 |
1,585.5 |
PP |
1,577.3 |
1,577.3 |
1,577.3 |
1,573.3 |
S1 |
1,560.3 |
1,560.3 |
1,573.5 |
1,552.1 |
S2 |
1,543.9 |
1,543.9 |
1,570.5 |
|
S3 |
1,510.5 |
1,526.9 |
1,567.4 |
|
S4 |
1,477.1 |
1,493.5 |
1,558.2 |
|
|
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% |
28.9 |
1.8% |
69% |
False |
False |
180,734 |
10 |
1,607.0 |
1,526.7 |
80.3 |
5.1% |
26.7 |
1.7% |
62% |
False |
False |
167,848 |
20 |
1,672.3 |
1,526.7 |
145.6 |
9.2% |
24.1 |
1.5% |
34% |
False |
False |
147,518 |
40 |
1,699.6 |
1,526.7 |
172.9 |
11.0% |
23.0 |
1.5% |
29% |
False |
False |
132,136 |
60 |
1,795.1 |
1,526.7 |
268.4 |
17.0% |
26.2 |
1.7% |
19% |
False |
False |
94,726 |
80 |
1,795.1 |
1,526.7 |
268.4 |
17.0% |
25.5 |
1.6% |
19% |
False |
False |
72,505 |
100 |
1,795.1 |
1,526.7 |
268.4 |
17.0% |
25.5 |
1.6% |
19% |
False |
False |
59,119 |
120 |
1,795.1 |
1,526.7 |
268.4 |
17.0% |
26.6 |
1.7% |
19% |
False |
False |
49,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.4 |
2.618 |
1,681.8 |
1.618 |
1,648.4 |
1.000 |
1,627.8 |
0.618 |
1,615.0 |
HIGH |
1,594.4 |
0.618 |
1,581.6 |
0.500 |
1,577.7 |
0.382 |
1,573.8 |
LOW |
1,561.0 |
0.618 |
1,540.4 |
1.000 |
1,527.6 |
1.618 |
1,507.0 |
2.618 |
1,473.6 |
4.250 |
1,419.1 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,577.7 |
1,580.0 |
PP |
1,577.3 |
1,578.9 |
S1 |
1,577.0 |
1,577.7 |
|