Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,559.8 |
1,575.5 |
15.7 |
1.0% |
1,594.1 |
High |
1,576.0 |
1,585.7 |
9.7 |
0.6% |
1,601.4 |
Low |
1,553.2 |
1,548.0 |
-5.2 |
-0.3% |
1,535.0 |
Close |
1,571.2 |
1,551.0 |
-20.2 |
-1.3% |
1,571.2 |
Range |
22.8 |
37.7 |
14.9 |
65.4% |
66.4 |
ATR |
26.1 |
26.9 |
0.8 |
3.2% |
0.0 |
Volume |
55,163 |
183,785 |
128,622 |
233.2% |
174,536 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,674.7 |
1,650.5 |
1,571.7 |
|
R3 |
1,637.0 |
1,612.8 |
1,561.4 |
|
R2 |
1,599.3 |
1,599.3 |
1,557.9 |
|
R1 |
1,575.1 |
1,575.1 |
1,554.5 |
1,568.4 |
PP |
1,561.6 |
1,561.6 |
1,561.6 |
1,558.2 |
S1 |
1,537.4 |
1,537.4 |
1,547.5 |
1,530.7 |
S2 |
1,523.9 |
1,523.9 |
1,544.1 |
|
S3 |
1,486.2 |
1,499.7 |
1,540.6 |
|
S4 |
1,448.5 |
1,462.0 |
1,530.3 |
|
|
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 |
1,596.5 |
1,535.0 |
61.5 |
4.0% |
31.1 |
2.0% |
26% |
False |
False |
66,171 |
10 |
1,601.4 |
1,529.3 |
72.1 |
4.6% |
28.8 |
1.9% |
30% |
False |
False |
42,332 |
20 |
1,674.3 |
1,529.3 |
145.0 |
9.3% |
25.2 |
1.6% |
15% |
False |
False |
27,701 |
40 |
1,687.1 |
1,529.3 |
157.8 |
10.2% |
22.7 |
1.5% |
14% |
False |
False |
16,420 |
60 |
1,721.7 |
1,529.3 |
192.4 |
12.4% |
23.3 |
1.5% |
11% |
False |
False |
12,448 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
23.6 |
1.5% |
8% |
False |
False |
9,899 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
22.6 |
1.5% |
8% |
False |
False |
8,185 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.3% |
22.8 |
1.5% |
8% |
False |
False |
6,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.9 |
2.618 |
1,684.4 |
1.618 |
1,646.7 |
1.000 |
1,623.4 |
0.618 |
1,609.0 |
HIGH |
1,585.7 |
0.618 |
1,571.3 |
0.500 |
1,566.9 |
0.382 |
1,562.4 |
LOW |
1,548.0 |
0.618 |
1,524.7 |
1.000 |
1,510.3 |
1.618 |
1,487.0 |
2.618 |
1,449.3 |
4.250 |
1,387.8 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,566.9 |
1,566.9 |
PP |
1,561.6 |
1,561.6 |
S1 |
1,556.3 |
1,556.3 |
|