Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,553.9 |
1,562.7 |
8.8 |
0.6% |
1,590.2 |
High |
1,569.0 |
1,572.6 |
3.6 |
0.2% |
1,599.0 |
Low |
1,530.4 |
1,551.8 |
21.4 |
1.4% |
1,532.8 |
Close |
1,563.4 |
1,562.6 |
-0.8 |
-0.1% |
1,568.9 |
Range |
38.6 |
20.8 |
-17.8 |
-46.1% |
66.2 |
ATR |
28.4 |
27.8 |
-0.5 |
-1.9% |
0.0 |
Volume |
76,567 |
5,888 |
-70,679 |
-92.3% |
872,494 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.7 |
1,614.5 |
1,574.0 |
|
R3 |
1,603.9 |
1,593.7 |
1,568.3 |
|
R2 |
1,583.1 |
1,583.1 |
1,566.4 |
|
R1 |
1,572.9 |
1,572.9 |
1,564.5 |
1,567.6 |
PP |
1,562.3 |
1,562.3 |
1,562.3 |
1,559.7 |
S1 |
1,552.1 |
1,552.1 |
1,560.7 |
1,546.8 |
S2 |
1,541.5 |
1,541.5 |
1,558.8 |
|
S3 |
1,520.7 |
1,531.3 |
1,556.9 |
|
S4 |
1,499.9 |
1,510.5 |
1,551.2 |
|
|
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% |
29.4 |
1.9% |
61% |
False |
False |
132,165 |
10 |
1,599.0 |
1,530.4 |
68.6 |
4.4% |
30.2 |
1.9% |
47% |
False |
False |
156,706 |
20 |
1,654.3 |
1,526.7 |
127.6 |
8.2% |
27.5 |
1.8% |
28% |
False |
False |
157,587 |
40 |
1,681.3 |
1,526.7 |
154.6 |
9.9% |
23.9 |
1.5% |
23% |
False |
False |
138,396 |
60 |
1,720.0 |
1,526.7 |
193.3 |
12.4% |
24.9 |
1.6% |
19% |
False |
False |
108,808 |
80 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
26.0 |
1.7% |
13% |
False |
False |
83,410 |
100 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
25.6 |
1.6% |
13% |
False |
False |
67,912 |
120 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
26.6 |
1.7% |
13% |
False |
False |
57,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,661.0 |
2.618 |
1,627.1 |
1.618 |
1,606.3 |
1.000 |
1,593.4 |
0.618 |
1,585.5 |
HIGH |
1,572.6 |
0.618 |
1,564.7 |
0.500 |
1,562.2 |
0.382 |
1,559.7 |
LOW |
1,551.8 |
0.618 |
1,538.9 |
1.000 |
1,531.0 |
1.618 |
1,518.1 |
2.618 |
1,497.3 |
4.250 |
1,463.4 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,562.5 |
1,560.7 |
PP |
1,562.3 |
1,558.8 |
S1 |
1,562.2 |
1,557.0 |
|