Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,284.75 |
1,308.25 |
23.50 |
1.8% |
1,339.75 |
High |
1,309.50 |
1,320.25 |
10.75 |
0.8% |
1,344.25 |
Low |
1,281.50 |
1,301.50 |
20.00 |
1.6% |
1,283.25 |
Close |
1,309.25 |
1,308.50 |
-0.75 |
-0.1% |
1,284.50 |
Range |
28.00 |
18.75 |
-9.25 |
-33.0% |
61.00 |
ATR |
19.84 |
19.76 |
-0.08 |
-0.4% |
0.00 |
Volume |
6,783 |
5,222 |
-1,561 |
-23.0% |
17,025 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.25 |
1,356.25 |
1,318.75 |
|
R3 |
1,347.50 |
1,337.50 |
1,313.75 |
|
R2 |
1,328.75 |
1,328.75 |
1,312.00 |
|
R1 |
1,318.75 |
1,318.75 |
1,310.25 |
1,323.75 |
PP |
1,310.00 |
1,310.00 |
1,310.00 |
1,312.50 |
S1 |
1,300.00 |
1,300.00 |
1,306.75 |
1,305.00 |
S2 |
1,291.25 |
1,291.25 |
1,305.00 |
|
S3 |
1,272.50 |
1,281.25 |
1,303.25 |
|
S4 |
1,253.75 |
1,262.50 |
1,298.25 |
|
|
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 |
1,333.25 |
1,281.50 |
51.75 |
4.0% |
23.25 |
1.8% |
52% |
False |
False |
5,250 |
10 |
1,356.75 |
1,281.50 |
75.25 |
5.8% |
20.75 |
1.6% |
36% |
False |
False |
3,715 |
20 |
1,405.00 |
1,281.50 |
123.50 |
9.4% |
20.00 |
1.5% |
22% |
False |
False |
2,918 |
40 |
1,411.50 |
1,281.50 |
130.00 |
9.9% |
18.50 |
1.4% |
21% |
False |
False |
2,184 |
60 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
16.25 |
1.2% |
20% |
False |
False |
1,634 |
80 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
14.50 |
1.1% |
20% |
False |
False |
1,232 |
100 |
1,413.50 |
1,242.00 |
171.50 |
13.1% |
12.75 |
1.0% |
39% |
False |
False |
989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.00 |
2.618 |
1,369.25 |
1.618 |
1,350.50 |
1.000 |
1,339.00 |
0.618 |
1,331.75 |
HIGH |
1,320.25 |
0.618 |
1,313.00 |
0.500 |
1,311.00 |
0.382 |
1,308.75 |
LOW |
1,301.50 |
0.618 |
1,290.00 |
1.000 |
1,282.75 |
1.618 |
1,271.25 |
2.618 |
1,252.50 |
4.250 |
1,221.75 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,311.00 |
1,306.00 |
PP |
1,310.00 |
1,303.50 |
S1 |
1,309.25 |
1,301.00 |
|