Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,555.8 |
1,564.1 |
8.3 |
0.5% |
1,594.1 |
High |
1,571.0 |
1,574.6 |
3.6 |
0.2% |
1,601.4 |
Low |
1,532.1 |
1,553.0 |
20.9 |
1.4% |
1,535.0 |
Close |
1,565.7 |
1,564.2 |
-1.5 |
-0.1% |
1,571.2 |
Range |
38.9 |
21.6 |
-17.3 |
-44.5% |
66.4 |
ATR |
27.8 |
27.3 |
-0.4 |
-1.6% |
0.0 |
Volume |
252,647 |
166,267 |
-86,380 |
-34.2% |
174,536 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,628.7 |
1,618.1 |
1,576.1 |
|
R3 |
1,607.1 |
1,596.5 |
1,570.1 |
|
R2 |
1,585.5 |
1,585.5 |
1,568.2 |
|
R1 |
1,574.9 |
1,574.9 |
1,566.2 |
1,580.2 |
PP |
1,563.9 |
1,563.9 |
1,563.9 |
1,566.6 |
S1 |
1,553.3 |
1,553.3 |
1,562.2 |
1,558.6 |
S2 |
1,542.3 |
1,542.3 |
1,560.2 |
|
S3 |
1,520.7 |
1,531.7 |
1,558.3 |
|
S4 |
1,499.1 |
1,510.1 |
1,552.3 |
|
|
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% |
29.5 |
1.9% |
60% |
False |
False |
138,426 |
10 |
1,601.4 |
1,532.1 |
69.3 |
4.4% |
30.1 |
1.9% |
46% |
False |
False |
81,265 |
20 |
1,656.4 |
1,529.3 |
127.1 |
8.1% |
27.0 |
1.7% |
27% |
False |
False |
47,971 |
40 |
1,683.1 |
1,529.3 |
153.8 |
9.8% |
22.7 |
1.5% |
23% |
False |
False |
26,712 |
60 |
1,721.7 |
1,529.3 |
192.4 |
12.3% |
23.3 |
1.5% |
18% |
False |
False |
19,337 |
80 |
1,797.7 |
1,529.3 |
268.4 |
17.2% |
23.6 |
1.5% |
13% |
False |
False |
15,076 |
100 |
1,797.7 |
1,529.3 |
268.4 |
17.2% |
22.8 |
1.5% |
13% |
False |
False |
12,347 |
120 |
1,797.7 |
1,529.3 |
268.4 |
17.2% |
22.9 |
1.5% |
13% |
False |
False |
10,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,666.4 |
2.618 |
1,631.1 |
1.618 |
1,609.5 |
1.000 |
1,596.2 |
0.618 |
1,587.9 |
HIGH |
1,574.6 |
0.618 |
1,566.3 |
0.500 |
1,563.8 |
0.382 |
1,561.3 |
LOW |
1,553.0 |
0.618 |
1,539.7 |
1.000 |
1,531.4 |
1.618 |
1,518.1 |
2.618 |
1,496.5 |
4.250 |
1,461.2 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,564.1 |
1,562.4 |
PP |
1,563.9 |
1,560.7 |
S1 |
1,563.8 |
1,558.9 |
|