Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,573.6 |
1,553.9 |
-19.7 |
-1.3% |
1,590.2 |
High |
1,583.5 |
1,569.0 |
-14.5 |
-0.9% |
1,599.0 |
Low |
1,545.7 |
1,530.4 |
-15.3 |
-1.0% |
1,532.8 |
Close |
1,548.7 |
1,563.4 |
14.7 |
0.9% |
1,568.9 |
Range |
37.8 |
38.6 |
0.8 |
2.1% |
66.2 |
ATR |
27.6 |
28.4 |
0.8 |
2.9% |
0.0 |
Volume |
246,677 |
76,567 |
-170,110 |
-69.0% |
872,494 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.1 |
1,655.3 |
1,584.6 |
|
R3 |
1,631.5 |
1,616.7 |
1,574.0 |
|
R2 |
1,592.9 |
1,592.9 |
1,570.5 |
|
R1 |
1,578.1 |
1,578.1 |
1,566.9 |
1,585.5 |
PP |
1,554.3 |
1,554.3 |
1,554.3 |
1,558.0 |
S1 |
1,539.5 |
1,539.5 |
1,559.9 |
1,546.9 |
S2 |
1,515.7 |
1,515.7 |
1,556.3 |
|
S3 |
1,477.1 |
1,500.9 |
1,552.8 |
|
S4 |
1,438.5 |
1,462.3 |
1,542.2 |
|
|
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 |
1,583.5 |
1,530.4 |
53.1 |
3.4% |
32.4 |
2.1% |
62% |
False |
True |
179,728 |
10 |
1,599.0 |
1,526.7 |
72.3 |
4.6% |
30.6 |
2.0% |
51% |
False |
False |
180,231 |
20 |
1,663.9 |
1,526.7 |
137.2 |
8.8% |
27.4 |
1.7% |
27% |
False |
False |
163,545 |
40 |
1,682.7 |
1,526.7 |
156.0 |
10.0% |
24.5 |
1.6% |
24% |
False |
False |
141,928 |
60 |
1,720.0 |
1,526.7 |
193.3 |
12.4% |
25.4 |
1.6% |
19% |
False |
False |
108,827 |
80 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
26.0 |
1.7% |
14% |
False |
False |
83,376 |
100 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
25.6 |
1.6% |
14% |
False |
False |
67,915 |
120 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
26.6 |
1.7% |
14% |
False |
False |
57,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,733.1 |
2.618 |
1,670.1 |
1.618 |
1,631.5 |
1.000 |
1,607.6 |
0.618 |
1,592.9 |
HIGH |
1,569.0 |
0.618 |
1,554.3 |
0.500 |
1,549.7 |
0.382 |
1,545.1 |
LOW |
1,530.4 |
0.618 |
1,506.5 |
1.000 |
1,491.8 |
1.618 |
1,467.9 |
2.618 |
1,429.3 |
4.250 |
1,366.4 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,558.8 |
1,561.3 |
PP |
1,554.3 |
1,559.1 |
S1 |
1,549.7 |
1,557.0 |
|