Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,563.2 |
1,559.8 |
-3.4 |
-0.2% |
1,594.1 |
High |
1,579.7 |
1,576.0 |
-3.7 |
-0.2% |
1,601.4 |
Low |
1,553.4 |
1,553.2 |
-0.2 |
0.0% |
1,535.0 |
Close |
1,559.8 |
1,571.2 |
11.4 |
0.7% |
1,571.2 |
Range |
26.3 |
22.8 |
-3.5 |
-13.3% |
66.4 |
ATR |
26.3 |
26.1 |
-0.3 |
-1.0% |
0.0 |
Volume |
34,270 |
55,163 |
20,893 |
61.0% |
174,536 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.2 |
1,626.0 |
1,583.7 |
|
R3 |
1,612.4 |
1,603.2 |
1,577.5 |
|
R2 |
1,589.6 |
1,589.6 |
1,575.4 |
|
R1 |
1,580.4 |
1,580.4 |
1,573.3 |
1,585.0 |
PP |
1,566.8 |
1,566.8 |
1,566.8 |
1,569.1 |
S1 |
1,557.6 |
1,557.6 |
1,569.1 |
1,562.2 |
S2 |
1,544.0 |
1,544.0 |
1,567.0 |
|
S3 |
1,521.2 |
1,534.8 |
1,564.9 |
|
S4 |
1,498.4 |
1,512.0 |
1,558.7 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.4 |
1,736.2 |
1,607.7 |
|
R3 |
1,702.0 |
1,669.8 |
1,589.5 |
|
R2 |
1,635.6 |
1,635.6 |
1,583.4 |
|
R1 |
1,603.4 |
1,603.4 |
1,577.3 |
1,586.3 |
PP |
1,569.2 |
1,569.2 |
1,569.2 |
1,560.7 |
S1 |
1,537.0 |
1,537.0 |
1,565.1 |
1,519.9 |
S2 |
1,502.8 |
1,502.8 |
1,559.0 |
|
S3 |
1,436.4 |
1,470.6 |
1,552.9 |
|
S4 |
1,370.0 |
1,404.2 |
1,534.7 |
|
|
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 |
4.2% |
26.4 |
1.7% |
55% |
False |
False |
34,907 |
10 |
1,601.4 |
1,529.3 |
72.1 |
4.6% |
28.0 |
1.8% |
58% |
False |
False |
26,552 |
20 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
24.4 |
1.6% |
29% |
False |
False |
18,735 |
40 |
1,687.1 |
1,529.3 |
157.8 |
10.0% |
22.1 |
1.4% |
27% |
False |
False |
11,937 |
60 |
1,729.3 |
1,529.3 |
200.0 |
12.7% |
23.0 |
1.5% |
21% |
False |
False |
9,426 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
23.3 |
1.5% |
16% |
False |
False |
7,605 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
22.5 |
1.4% |
16% |
False |
False |
6,354 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
22.7 |
1.4% |
16% |
False |
False |
5,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,672.9 |
2.618 |
1,635.7 |
1.618 |
1,612.9 |
1.000 |
1,598.8 |
0.618 |
1,590.1 |
HIGH |
1,576.0 |
0.618 |
1,567.3 |
0.500 |
1,564.6 |
0.382 |
1,561.9 |
LOW |
1,553.2 |
0.618 |
1,539.1 |
1.000 |
1,530.4 |
1.618 |
1,516.3 |
2.618 |
1,493.5 |
4.250 |
1,456.3 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,569.0 |
1,566.6 |
PP |
1,566.8 |
1,562.0 |
S1 |
1,564.6 |
1,557.4 |
|