Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,557.6 |
1,573.6 |
16.0 |
1.0% |
1,590.2 |
High |
1,573.7 |
1,583.5 |
9.8 |
0.6% |
1,599.0 |
Low |
1,550.7 |
1,545.7 |
-5.0 |
-0.3% |
1,532.8 |
Close |
1,568.9 |
1,548.7 |
-20.2 |
-1.3% |
1,568.9 |
Range |
23.0 |
37.8 |
14.8 |
64.3% |
66.2 |
ATR |
26.8 |
27.6 |
0.8 |
2.9% |
0.0 |
Volume |
145,568 |
246,677 |
101,109 |
69.5% |
872,494 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.7 |
1,648.5 |
1,569.5 |
|
R3 |
1,634.9 |
1,610.7 |
1,559.1 |
|
R2 |
1,597.1 |
1,597.1 |
1,555.6 |
|
R1 |
1,572.9 |
1,572.9 |
1,552.2 |
1,566.1 |
PP |
1,559.3 |
1,559.3 |
1,559.3 |
1,555.9 |
S1 |
1,535.1 |
1,535.1 |
1,545.2 |
1,528.3 |
S2 |
1,521.5 |
1,521.5 |
1,541.8 |
|
S3 |
1,483.7 |
1,497.3 |
1,538.3 |
|
S4 |
1,445.9 |
1,459.5 |
1,527.9 |
|
|
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 |
1,594.4 |
1,532.8 |
61.6 |
4.0% |
31.3 |
2.0% |
26% |
False |
False |
197,593 |
10 |
1,599.0 |
1,526.7 |
72.3 |
4.7% |
29.1 |
1.9% |
30% |
False |
False |
187,918 |
20 |
1,672.3 |
1,526.7 |
145.6 |
9.4% |
26.2 |
1.7% |
15% |
False |
False |
164,678 |
40 |
1,685.4 |
1,526.7 |
158.7 |
10.2% |
24.0 |
1.6% |
14% |
False |
False |
142,594 |
60 |
1,720.0 |
1,526.7 |
193.3 |
12.5% |
25.1 |
1.6% |
11% |
False |
False |
107,717 |
80 |
1,795.1 |
1,526.7 |
268.4 |
17.3% |
26.0 |
1.7% |
8% |
False |
False |
82,458 |
100 |
1,795.1 |
1,526.7 |
268.4 |
17.3% |
25.5 |
1.6% |
8% |
False |
False |
67,208 |
120 |
1,795.1 |
1,526.7 |
268.4 |
17.3% |
26.5 |
1.7% |
8% |
False |
False |
56,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.2 |
2.618 |
1,682.5 |
1.618 |
1,644.7 |
1.000 |
1,621.3 |
0.618 |
1,606.9 |
HIGH |
1,583.5 |
0.618 |
1,569.1 |
0.500 |
1,564.6 |
0.382 |
1,560.1 |
LOW |
1,545.7 |
0.618 |
1,522.3 |
1.000 |
1,507.9 |
1.618 |
1,484.5 |
2.618 |
1,446.7 |
4.250 |
1,385.1 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,564.6 |
1,564.6 |
PP |
1,559.3 |
1,559.3 |
S1 |
1,554.0 |
1,554.0 |
|