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 |
6,384.0 |
6,377.0 |
-7.0 |
-0.1% |
6,284.0 |
High |
6,444.5 |
6,400.0 |
-44.5 |
-0.7% |
6,450.5 |
Low |
6,339.5 |
6,265.0 |
-74.5 |
-1.2% |
6,250.0 |
Close |
6,405.5 |
6,287.5 |
-118.0 |
-1.8% |
6,349.0 |
Range |
105.0 |
135.0 |
30.0 |
28.6% |
200.5 |
ATR |
134.6 |
135.0 |
0.4 |
0.3% |
0.0 |
Volume |
936 |
1,945 |
1,009 |
107.8% |
13,835 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,722.5 |
6,640.0 |
6,361.8 |
|
R3 |
6,587.5 |
6,505.0 |
6,324.6 |
|
R2 |
6,452.5 |
6,452.5 |
6,312.3 |
|
R1 |
6,370.0 |
6,370.0 |
6,299.9 |
6,343.8 |
PP |
6,317.5 |
6,317.5 |
6,317.5 |
6,304.4 |
S1 |
6,235.0 |
6,235.0 |
6,275.1 |
6,208.8 |
S2 |
6,182.5 |
6,182.5 |
6,262.8 |
|
S3 |
6,047.5 |
6,100.0 |
6,250.4 |
|
S4 |
5,912.5 |
5,965.0 |
6,213.3 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,951.3 |
6,850.7 |
6,459.3 |
|
R3 |
6,750.8 |
6,650.2 |
6,404.1 |
|
R2 |
6,550.3 |
6,550.3 |
6,385.8 |
|
R1 |
6,449.7 |
6,449.7 |
6,367.4 |
6,500.0 |
PP |
6,349.8 |
6,349.8 |
6,349.8 |
6,375.0 |
S1 |
6,249.2 |
6,249.2 |
6,330.6 |
6,299.5 |
S2 |
6,149.3 |
6,149.3 |
6,312.2 |
|
S3 |
5,948.8 |
6,048.7 |
6,293.9 |
|
S4 |
5,748.3 |
5,848.2 |
6,238.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,444.5 |
6,250.0 |
194.5 |
3.1% |
117.0 |
1.9% |
19% |
False |
False |
2,696 |
10 |
6,450.5 |
6,227.5 |
223.0 |
3.5% |
116.5 |
1.9% |
27% |
False |
False |
1,737 |
20 |
6,805.0 |
6,227.5 |
577.5 |
9.2% |
129.0 |
2.1% |
10% |
False |
False |
1,053 |
40 |
7,110.0 |
6,227.5 |
882.5 |
14.0% |
137.4 |
2.2% |
7% |
False |
False |
635 |
60 |
7,217.5 |
6,227.5 |
990.0 |
15.7% |
125.1 |
2.0% |
6% |
False |
False |
1,130 |
80 |
7,217.5 |
6,227.5 |
990.0 |
15.7% |
110.7 |
1.8% |
6% |
False |
False |
863 |
100 |
7,217.5 |
6,049.0 |
1,168.5 |
18.6% |
100.4 |
1.6% |
20% |
False |
False |
696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,973.8 |
2.618 |
6,753.4 |
1.618 |
6,618.4 |
1.000 |
6,535.0 |
0.618 |
6,483.4 |
HIGH |
6,400.0 |
0.618 |
6,348.4 |
0.500 |
6,332.5 |
0.382 |
6,316.6 |
LOW |
6,265.0 |
0.618 |
6,181.6 |
1.000 |
6,130.0 |
1.618 |
6,046.6 |
2.618 |
5,911.6 |
4.250 |
5,691.3 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
6,332.5 |
6,354.8 |
PP |
6,317.5 |
6,332.3 |
S1 |
6,302.5 |
6,309.9 |
|