Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,575.5 |
1,555.8 |
-19.7 |
-1.3% |
1,594.1 |
High |
1,585.7 |
1,571.0 |
-14.7 |
-0.9% |
1,601.4 |
Low |
1,548.0 |
1,532.1 |
-15.9 |
-1.0% |
1,535.0 |
Close |
1,551.0 |
1,565.7 |
14.7 |
0.9% |
1,571.2 |
Range |
37.7 |
38.9 |
1.2 |
3.2% |
66.4 |
ATR |
26.9 |
27.8 |
0.9 |
3.2% |
0.0 |
Volume |
183,785 |
252,647 |
68,862 |
37.5% |
174,536 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.0 |
1,658.2 |
1,587.1 |
|
R3 |
1,634.1 |
1,619.3 |
1,576.4 |
|
R2 |
1,595.2 |
1,595.2 |
1,572.8 |
|
R1 |
1,580.4 |
1,580.4 |
1,569.3 |
1,587.8 |
PP |
1,556.3 |
1,556.3 |
1,556.3 |
1,560.0 |
S1 |
1,541.5 |
1,541.5 |
1,562.1 |
1,548.9 |
S2 |
1,517.4 |
1,517.4 |
1,558.6 |
|
S3 |
1,478.5 |
1,502.6 |
1,555.0 |
|
S4 |
1,439.6 |
1,463.7 |
1,544.3 |
|
|
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 |
1,585.7 |
1,532.1 |
53.6 |
3.4% |
32.2 |
2.1% |
63% |
False |
True |
111,917 |
10 |
1,601.4 |
1,529.3 |
72.1 |
4.6% |
30.4 |
1.9% |
50% |
False |
False |
65,719 |
20 |
1,663.0 |
1,529.3 |
133.7 |
8.5% |
26.6 |
1.7% |
27% |
False |
False |
39,980 |
40 |
1,684.2 |
1,529.3 |
154.9 |
9.9% |
23.2 |
1.5% |
23% |
False |
False |
22,669 |
60 |
1,721.7 |
1,529.3 |
192.4 |
12.3% |
23.7 |
1.5% |
19% |
False |
False |
16,616 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
23.6 |
1.5% |
14% |
False |
False |
13,032 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
22.8 |
1.5% |
14% |
False |
False |
10,692 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.1% |
22.9 |
1.5% |
14% |
False |
False |
9,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.3 |
2.618 |
1,672.8 |
1.618 |
1,633.9 |
1.000 |
1,609.9 |
0.618 |
1,595.0 |
HIGH |
1,571.0 |
0.618 |
1,556.1 |
0.500 |
1,551.6 |
0.382 |
1,547.0 |
LOW |
1,532.1 |
0.618 |
1,508.1 |
1.000 |
1,493.2 |
1.618 |
1,469.2 |
2.618 |
1,430.3 |
4.250 |
1,366.8 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,561.0 |
1,563.4 |
PP |
1,556.3 |
1,561.2 |
S1 |
1,551.6 |
1,558.9 |
|