Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,295.75 |
1,284.75 |
-11.00 |
-0.8% |
1,339.75 |
High |
1,303.75 |
1,309.50 |
5.75 |
0.4% |
1,344.25 |
Low |
1,283.25 |
1,281.50 |
-1.75 |
-0.1% |
1,283.25 |
Close |
1,284.50 |
1,309.25 |
24.75 |
1.9% |
1,284.50 |
Range |
20.50 |
28.00 |
7.50 |
36.6% |
61.00 |
ATR |
19.21 |
19.84 |
0.63 |
3.3% |
0.00 |
Volume |
6,523 |
6,783 |
260 |
4.0% |
17,025 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.00 |
1,374.75 |
1,324.75 |
|
R3 |
1,356.00 |
1,346.75 |
1,317.00 |
|
R2 |
1,328.00 |
1,328.00 |
1,314.50 |
|
R1 |
1,318.75 |
1,318.75 |
1,311.75 |
1,323.50 |
PP |
1,300.00 |
1,300.00 |
1,300.00 |
1,302.50 |
S1 |
1,290.75 |
1,290.75 |
1,306.75 |
1,295.50 |
S2 |
1,272.00 |
1,272.00 |
1,304.00 |
|
S3 |
1,244.00 |
1,262.75 |
1,301.50 |
|
S4 |
1,216.00 |
1,234.75 |
1,293.75 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.00 |
1,446.75 |
1,318.00 |
|
R3 |
1,426.00 |
1,385.75 |
1,301.25 |
|
R2 |
1,365.00 |
1,365.00 |
1,295.75 |
|
R1 |
1,324.75 |
1,324.75 |
1,290.00 |
1,314.50 |
PP |
1,304.00 |
1,304.00 |
1,304.00 |
1,298.75 |
S1 |
1,263.75 |
1,263.75 |
1,279.00 |
1,253.50 |
S2 |
1,243.00 |
1,243.00 |
1,273.25 |
|
S3 |
1,182.00 |
1,202.75 |
1,267.75 |
|
S4 |
1,121.00 |
1,141.75 |
1,251.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,340.00 |
1,281.50 |
58.50 |
4.5% |
23.50 |
1.8% |
47% |
False |
True |
4,480 |
10 |
1,360.50 |
1,281.50 |
79.00 |
6.0% |
21.25 |
1.6% |
35% |
False |
True |
3,312 |
20 |
1,405.00 |
1,281.50 |
123.50 |
9.4% |
19.50 |
1.5% |
22% |
False |
True |
2,787 |
40 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
18.25 |
1.4% |
21% |
False |
True |
2,104 |
60 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
16.00 |
1.2% |
21% |
False |
True |
1,548 |
80 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
14.25 |
1.1% |
21% |
False |
True |
1,166 |
100 |
1,413.50 |
1,242.00 |
171.50 |
13.1% |
12.50 |
1.0% |
39% |
False |
False |
937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,428.50 |
2.618 |
1,382.75 |
1.618 |
1,354.75 |
1.000 |
1,337.50 |
0.618 |
1,326.75 |
HIGH |
1,309.50 |
0.618 |
1,298.75 |
0.500 |
1,295.50 |
0.382 |
1,292.25 |
LOW |
1,281.50 |
0.618 |
1,264.25 |
1.000 |
1,253.50 |
1.618 |
1,236.25 |
2.618 |
1,208.25 |
4.250 |
1,162.50 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,304.75 |
1,307.00 |
PP |
1,300.00 |
1,305.00 |
S1 |
1,295.50 |
1,303.00 |
|