Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,576.7 |
1,594.1 |
17.4 |
1.1% |
1,585.5 |
High |
1,599.8 |
1,601.4 |
1.6 |
0.1% |
1,599.8 |
Low |
1,570.0 |
1,587.0 |
17.0 |
1.1% |
1,529.3 |
Close |
1,594.2 |
1,591.0 |
-3.2 |
-0.2% |
1,594.2 |
Range |
29.8 |
14.4 |
-15.4 |
-51.7% |
70.5 |
ATR |
24.8 |
24.1 |
-0.7 |
-3.0% |
0.0 |
Volume |
19,134 |
27,464 |
8,330 |
43.5% |
90,990 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.3 |
1,628.1 |
1,598.9 |
|
R3 |
1,621.9 |
1,613.7 |
1,595.0 |
|
R2 |
1,607.5 |
1,607.5 |
1,593.6 |
|
R1 |
1,599.3 |
1,599.3 |
1,592.3 |
1,596.2 |
PP |
1,593.1 |
1,593.1 |
1,593.1 |
1,591.6 |
S1 |
1,584.9 |
1,584.9 |
1,589.7 |
1,581.8 |
S2 |
1,578.7 |
1,578.7 |
1,588.4 |
|
S3 |
1,564.3 |
1,570.5 |
1,587.0 |
|
S4 |
1,549.9 |
1,556.1 |
1,583.1 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.9 |
1,760.6 |
1,633.0 |
|
R3 |
1,715.4 |
1,690.1 |
1,613.6 |
|
R2 |
1,644.9 |
1,644.9 |
1,607.1 |
|
R1 |
1,619.6 |
1,619.6 |
1,600.7 |
1,632.3 |
PP |
1,574.4 |
1,574.4 |
1,574.4 |
1,580.8 |
S1 |
1,549.1 |
1,549.1 |
1,587.7 |
1,561.8 |
S2 |
1,503.9 |
1,503.9 |
1,581.3 |
|
S3 |
1,433.4 |
1,478.6 |
1,574.8 |
|
S4 |
1,362.9 |
1,408.1 |
1,555.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,601.4 |
1,529.3 |
72.1 |
4.5% |
26.5 |
1.7% |
86% |
True |
False |
18,493 |
10 |
1,641.3 |
1,529.3 |
112.0 |
7.0% |
27.2 |
1.7% |
55% |
False |
False |
17,987 |
20 |
1,674.3 |
1,529.3 |
145.0 |
9.1% |
21.9 |
1.4% |
43% |
False |
False |
12,676 |
40 |
1,700.9 |
1,529.3 |
171.6 |
10.8% |
21.6 |
1.4% |
36% |
False |
False |
8,767 |
60 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
23.6 |
1.5% |
23% |
False |
False |
7,172 |
80 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
22.6 |
1.4% |
23% |
False |
False |
5,821 |
100 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
22.2 |
1.4% |
23% |
False |
False |
4,903 |
120 |
1,797.7 |
1,529.3 |
268.4 |
16.9% |
22.3 |
1.4% |
23% |
False |
False |
4,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,662.6 |
2.618 |
1,639.1 |
1.618 |
1,624.7 |
1.000 |
1,615.8 |
0.618 |
1,610.3 |
HIGH |
1,601.4 |
0.618 |
1,595.9 |
0.500 |
1,594.2 |
0.382 |
1,592.5 |
LOW |
1,587.0 |
0.618 |
1,578.1 |
1.000 |
1,572.6 |
1.618 |
1,563.7 |
2.618 |
1,549.3 |
4.250 |
1,525.8 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,594.2 |
1,584.4 |
PP |
1,593.1 |
1,577.7 |
S1 |
1,592.1 |
1,571.1 |
|