Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,570.0 |
1,563.2 |
-6.8 |
-0.4% |
1,585.5 |
High |
1,570.4 |
1,579.7 |
9.3 |
0.6% |
1,599.8 |
Low |
1,535.0 |
1,553.4 |
18.4 |
1.2% |
1,529.3 |
Close |
1,550.6 |
1,559.8 |
9.2 |
0.6% |
1,594.2 |
Range |
35.4 |
26.3 |
-9.1 |
-25.7% |
70.5 |
ATR |
26.1 |
26.3 |
0.2 |
0.8% |
0.0 |
Volume |
33,720 |
34,270 |
550 |
1.6% |
90,990 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.2 |
1,627.8 |
1,574.3 |
|
R3 |
1,616.9 |
1,601.5 |
1,567.0 |
|
R2 |
1,590.6 |
1,590.6 |
1,564.6 |
|
R1 |
1,575.2 |
1,575.2 |
1,562.2 |
1,569.8 |
PP |
1,564.3 |
1,564.3 |
1,564.3 |
1,561.6 |
S1 |
1,548.9 |
1,548.9 |
1,557.4 |
1,543.5 |
S2 |
1,538.0 |
1,538.0 |
1,555.0 |
|
S3 |
1,511.7 |
1,522.6 |
1,552.6 |
|
S4 |
1,485.4 |
1,496.3 |
1,545.3 |
|
|
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% |
27.8 |
1.8% |
37% |
False |
False |
27,701 |
10 |
1,601.4 |
1,529.3 |
72.1 |
4.6% |
28.0 |
1.8% |
42% |
False |
False |
22,665 |
20 |
1,674.3 |
1,529.3 |
145.0 |
9.3% |
24.1 |
1.5% |
21% |
False |
False |
16,236 |
40 |
1,687.1 |
1,529.3 |
157.8 |
10.1% |
22.0 |
1.4% |
19% |
False |
False |
10,746 |
60 |
1,731.0 |
1,529.3 |
201.7 |
12.9% |
22.9 |
1.5% |
15% |
False |
False |
8,560 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.2% |
23.2 |
1.5% |
11% |
False |
False |
6,922 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.2% |
22.4 |
1.4% |
11% |
False |
False |
5,813 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.2% |
22.6 |
1.4% |
11% |
False |
False |
4,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,691.5 |
2.618 |
1,648.6 |
1.618 |
1,622.3 |
1.000 |
1,606.0 |
0.618 |
1,596.0 |
HIGH |
1,579.7 |
0.618 |
1,569.7 |
0.500 |
1,566.6 |
0.382 |
1,563.4 |
LOW |
1,553.4 |
0.618 |
1,537.1 |
1.000 |
1,527.1 |
1.618 |
1,510.8 |
2.618 |
1,484.5 |
4.250 |
1,441.6 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,566.6 |
1,565.8 |
PP |
1,564.3 |
1,563.8 |
S1 |
1,562.1 |
1,561.8 |
|