Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,560.8 |
1,557.6 |
-3.2 |
-0.2% |
1,590.2 |
High |
1,577.7 |
1,573.7 |
-4.0 |
-0.3% |
1,599.0 |
Low |
1,551.0 |
1,550.7 |
-0.3 |
0.0% |
1,532.8 |
Close |
1,557.5 |
1,568.9 |
11.4 |
0.7% |
1,568.9 |
Range |
26.7 |
23.0 |
-3.7 |
-13.9% |
66.2 |
ATR |
27.1 |
26.8 |
-0.3 |
-1.1% |
0.0 |
Volume |
186,126 |
145,568 |
-40,558 |
-21.8% |
872,494 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.4 |
1,624.2 |
1,581.6 |
|
R3 |
1,610.4 |
1,601.2 |
1,575.2 |
|
R2 |
1,587.4 |
1,587.4 |
1,573.1 |
|
R1 |
1,578.2 |
1,578.2 |
1,571.0 |
1,582.8 |
PP |
1,564.4 |
1,564.4 |
1,564.4 |
1,566.8 |
S1 |
1,555.2 |
1,555.2 |
1,566.8 |
1,559.8 |
S2 |
1,541.4 |
1,541.4 |
1,564.7 |
|
S3 |
1,518.4 |
1,532.2 |
1,562.6 |
|
S4 |
1,495.4 |
1,509.2 |
1,556.3 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.5 |
1,733.4 |
1,605.3 |
|
R3 |
1,699.3 |
1,667.2 |
1,587.1 |
|
R2 |
1,633.1 |
1,633.1 |
1,581.0 |
|
R1 |
1,601.0 |
1,601.0 |
1,575.0 |
1,584.0 |
PP |
1,566.9 |
1,566.9 |
1,566.9 |
1,558.4 |
S1 |
1,534.8 |
1,534.8 |
1,562.8 |
1,517.8 |
S2 |
1,500.7 |
1,500.7 |
1,556.8 |
|
S3 |
1,434.5 |
1,468.6 |
1,550.7 |
|
S4 |
1,368.3 |
1,402.4 |
1,532.5 |
|
|
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 |
4.2% |
26.7 |
1.7% |
55% |
False |
False |
174,498 |
10 |
1,599.0 |
1,526.7 |
72.3 |
4.6% |
28.4 |
1.8% |
58% |
False |
False |
178,447 |
20 |
1,672.3 |
1,526.7 |
145.6 |
9.3% |
25.4 |
1.6% |
29% |
False |
False |
157,804 |
40 |
1,685.4 |
1,526.7 |
158.7 |
10.1% |
23.4 |
1.5% |
27% |
False |
False |
138,964 |
60 |
1,727.6 |
1,526.7 |
200.9 |
12.8% |
24.8 |
1.6% |
21% |
False |
False |
103,814 |
80 |
1,795.1 |
1,526.7 |
268.4 |
17.1% |
25.8 |
1.6% |
16% |
False |
False |
79,401 |
100 |
1,795.1 |
1,526.7 |
268.4 |
17.1% |
25.4 |
1.6% |
16% |
False |
False |
64,829 |
120 |
1,795.1 |
1,526.7 |
268.4 |
17.1% |
26.5 |
1.7% |
16% |
False |
False |
54,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.5 |
2.618 |
1,633.9 |
1.618 |
1,610.9 |
1.000 |
1,596.7 |
0.618 |
1,587.9 |
HIGH |
1,573.7 |
0.618 |
1,564.9 |
0.500 |
1,562.2 |
0.382 |
1,559.5 |
LOW |
1,550.7 |
0.618 |
1,536.5 |
1.000 |
1,527.7 |
1.618 |
1,513.5 |
2.618 |
1,490.5 |
4.250 |
1,453.0 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,566.7 |
1,564.4 |
PP |
1,564.4 |
1,559.8 |
S1 |
1,562.2 |
1,555.3 |
|