Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,593.0 |
1,567.4 |
-25.6 |
-1.6% |
1,585.5 |
High |
1,594.4 |
1,568.5 |
-25.9 |
-1.6% |
1,597.5 |
Low |
1,561.0 |
1,532.8 |
-28.2 |
-1.8% |
1,526.7 |
Close |
1,576.6 |
1,548.4 |
-28.2 |
-1.8% |
1,591.9 |
Range |
33.4 |
35.7 |
2.3 |
6.9% |
70.8 |
ATR |
25.6 |
26.9 |
1.3 |
5.1% |
0.0 |
Volume |
165,889 |
243,706 |
77,817 |
46.9% |
911,982 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.0 |
1,638.4 |
1,568.0 |
|
R3 |
1,621.3 |
1,602.7 |
1,558.2 |
|
R2 |
1,585.6 |
1,585.6 |
1,554.9 |
|
R1 |
1,567.0 |
1,567.0 |
1,551.7 |
1,558.5 |
PP |
1,549.9 |
1,549.9 |
1,549.9 |
1,545.6 |
S1 |
1,531.3 |
1,531.3 |
1,545.1 |
1,522.8 |
S2 |
1,514.2 |
1,514.2 |
1,541.9 |
|
S3 |
1,478.5 |
1,495.6 |
1,538.6 |
|
S4 |
1,442.8 |
1,459.9 |
1,528.8 |
|
|
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 |
1,532.8 |
66.2 |
4.3% |
30.9 |
2.0% |
24% |
False |
True |
181,248 |
10 |
1,602.2 |
1,526.7 |
75.5 |
4.9% |
27.5 |
1.8% |
29% |
False |
False |
172,689 |
20 |
1,672.3 |
1,526.7 |
145.6 |
9.4% |
24.7 |
1.6% |
15% |
False |
False |
151,775 |
40 |
1,687.2 |
1,526.7 |
160.5 |
10.4% |
23.4 |
1.5% |
14% |
False |
False |
136,433 |
60 |
1,794.3 |
1,526.7 |
267.6 |
17.3% |
26.4 |
1.7% |
8% |
False |
False |
98,649 |
80 |
1,795.1 |
1,526.7 |
268.4 |
17.3% |
25.6 |
1.7% |
8% |
False |
False |
75,364 |
100 |
1,795.1 |
1,526.7 |
268.4 |
17.3% |
25.5 |
1.6% |
8% |
False |
False |
61,545 |
120 |
1,795.1 |
1,526.7 |
268.4 |
17.3% |
26.5 |
1.7% |
8% |
False |
False |
51,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,720.2 |
2.618 |
1,662.0 |
1.618 |
1,626.3 |
1.000 |
1,604.2 |
0.618 |
1,590.6 |
HIGH |
1,568.5 |
0.618 |
1,554.9 |
0.500 |
1,550.7 |
0.382 |
1,546.4 |
LOW |
1,532.8 |
0.618 |
1,510.7 |
1.000 |
1,497.1 |
1.618 |
1,475.0 |
2.618 |
1,439.3 |
4.250 |
1,381.1 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,550.7 |
1,565.9 |
PP |
1,549.9 |
1,560.1 |
S1 |
1,549.2 |
1,554.2 |
|