Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,595.4 |
1,570.0 |
-25.4 |
-1.6% |
1,585.5 |
High |
1,596.5 |
1,570.4 |
-26.1 |
-1.6% |
1,599.8 |
Low |
1,563.3 |
1,535.0 |
-28.3 |
-1.8% |
1,529.3 |
Close |
1,578.8 |
1,550.6 |
-28.2 |
-1.8% |
1,594.2 |
Range |
33.2 |
35.4 |
2.2 |
6.6% |
70.5 |
ATR |
24.7 |
26.1 |
1.4 |
5.5% |
0.0 |
Volume |
23,919 |
33,720 |
9,801 |
41.0% |
90,990 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.2 |
1,639.8 |
1,570.1 |
|
R3 |
1,622.8 |
1,604.4 |
1,560.3 |
|
R2 |
1,587.4 |
1,587.4 |
1,557.1 |
|
R1 |
1,569.0 |
1,569.0 |
1,553.8 |
1,560.5 |
PP |
1,552.0 |
1,552.0 |
1,552.0 |
1,547.8 |
S1 |
1,533.6 |
1,533.6 |
1,547.4 |
1,525.1 |
S2 |
1,516.6 |
1,516.6 |
1,544.1 |
|
S3 |
1,481.2 |
1,498.2 |
1,540.9 |
|
S4 |
1,445.8 |
1,462.8 |
1,531.1 |
|
|
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 |
1,535.0 |
66.4 |
4.3% |
30.8 |
2.0% |
23% |
False |
True |
24,105 |
10 |
1,604.4 |
1,529.3 |
75.1 |
4.8% |
26.9 |
1.7% |
28% |
False |
False |
20,806 |
20 |
1,674.3 |
1,529.3 |
145.0 |
9.4% |
23.6 |
1.5% |
15% |
False |
False |
14,877 |
40 |
1,687.3 |
1,529.3 |
158.0 |
10.2% |
22.0 |
1.4% |
13% |
False |
False |
10,060 |
60 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
24.2 |
1.6% |
8% |
False |
False |
8,015 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
23.0 |
1.5% |
8% |
False |
False |
6,506 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
22.3 |
1.4% |
8% |
False |
False |
5,476 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
22.5 |
1.4% |
8% |
False |
False |
4,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,720.9 |
2.618 |
1,663.1 |
1.618 |
1,627.7 |
1.000 |
1,605.8 |
0.618 |
1,592.3 |
HIGH |
1,570.4 |
0.618 |
1,556.9 |
0.500 |
1,552.7 |
0.382 |
1,548.5 |
LOW |
1,535.0 |
0.618 |
1,513.1 |
1.000 |
1,499.6 |
1.618 |
1,477.7 |
2.618 |
1,442.3 |
4.250 |
1,384.6 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,552.7 |
1,568.2 |
PP |
1,552.0 |
1,562.3 |
S1 |
1,551.3 |
1,556.5 |
|