Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,594.1 |
1,595.4 |
1.3 |
0.1% |
1,585.5 |
High |
1,601.4 |
1,596.5 |
-4.9 |
-0.3% |
1,599.8 |
Low |
1,587.0 |
1,563.3 |
-23.7 |
-1.5% |
1,529.3 |
Close |
1,591.0 |
1,578.8 |
-12.2 |
-0.8% |
1,594.2 |
Range |
14.4 |
33.2 |
18.8 |
130.6% |
70.5 |
ATR |
24.1 |
24.7 |
0.7 |
2.7% |
0.0 |
Volume |
27,464 |
23,919 |
-3,545 |
-12.9% |
90,990 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,679.1 |
1,662.2 |
1,597.1 |
|
R3 |
1,645.9 |
1,629.0 |
1,587.9 |
|
R2 |
1,612.7 |
1,612.7 |
1,584.9 |
|
R1 |
1,595.8 |
1,595.8 |
1,581.8 |
1,587.7 |
PP |
1,579.5 |
1,579.5 |
1,579.5 |
1,575.5 |
S1 |
1,562.6 |
1,562.6 |
1,575.8 |
1,554.5 |
S2 |
1,546.3 |
1,546.3 |
1,572.7 |
|
S3 |
1,513.1 |
1,529.4 |
1,569.7 |
|
S4 |
1,479.9 |
1,496.2 |
1,560.5 |
|
|
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 |
4.6% |
28.7 |
1.8% |
69% |
False |
False |
19,521 |
10 |
1,609.0 |
1,529.3 |
79.7 |
5.0% |
26.2 |
1.7% |
62% |
False |
False |
19,125 |
20 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
22.9 |
1.5% |
34% |
False |
False |
13,471 |
40 |
1,700.9 |
1,529.3 |
171.6 |
10.9% |
21.5 |
1.4% |
29% |
False |
False |
9,327 |
60 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
23.9 |
1.5% |
18% |
False |
False |
7,505 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
22.8 |
1.4% |
18% |
False |
False |
6,110 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
22.2 |
1.4% |
18% |
False |
False |
5,140 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
22.5 |
1.4% |
18% |
False |
False |
4,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,737.6 |
2.618 |
1,683.4 |
1.618 |
1,650.2 |
1.000 |
1,629.7 |
0.618 |
1,617.0 |
HIGH |
1,596.5 |
0.618 |
1,583.8 |
0.500 |
1,579.9 |
0.382 |
1,576.0 |
LOW |
1,563.3 |
0.618 |
1,542.8 |
1.000 |
1,530.1 |
1.618 |
1,509.6 |
2.618 |
1,476.4 |
4.250 |
1,422.2 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,579.9 |
1,582.4 |
PP |
1,579.5 |
1,581.2 |
S1 |
1,579.2 |
1,580.0 |
|