Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,308.25 |
1,308.00 |
-0.25 |
0.0% |
1,339.75 |
High |
1,320.25 |
1,312.50 |
-7.75 |
-0.6% |
1,344.25 |
Low |
1,301.50 |
1,287.75 |
-13.75 |
-1.1% |
1,283.25 |
Close |
1,308.50 |
1,309.25 |
0.75 |
0.1% |
1,284.50 |
Range |
18.75 |
24.75 |
6.00 |
32.0% |
61.00 |
ATR |
19.76 |
20.12 |
0.36 |
1.8% |
0.00 |
Volume |
5,222 |
8,330 |
3,108 |
59.5% |
17,025 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.50 |
1,368.00 |
1,322.75 |
|
R3 |
1,352.75 |
1,343.25 |
1,316.00 |
|
R2 |
1,328.00 |
1,328.00 |
1,313.75 |
|
R1 |
1,318.50 |
1,318.50 |
1,311.50 |
1,323.25 |
PP |
1,303.25 |
1,303.25 |
1,303.25 |
1,305.50 |
S1 |
1,293.75 |
1,293.75 |
1,307.00 |
1,298.50 |
S2 |
1,278.50 |
1,278.50 |
1,304.75 |
|
S3 |
1,253.75 |
1,269.00 |
1,302.50 |
|
S4 |
1,229.00 |
1,244.25 |
1,295.75 |
|
|
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 |
1,324.25 |
1,281.50 |
42.75 |
3.3% |
24.25 |
1.9% |
65% |
False |
False |
6,282 |
10 |
1,356.75 |
1,281.50 |
75.25 |
5.7% |
21.25 |
1.6% |
37% |
False |
False |
4,382 |
20 |
1,405.00 |
1,281.50 |
123.50 |
9.4% |
20.25 |
1.6% |
22% |
False |
False |
3,094 |
40 |
1,411.50 |
1,281.50 |
130.00 |
9.9% |
18.50 |
1.4% |
21% |
False |
False |
2,320 |
60 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
16.50 |
1.3% |
21% |
False |
False |
1,773 |
80 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
14.50 |
1.1% |
21% |
False |
False |
1,336 |
100 |
1,413.50 |
1,256.25 |
157.25 |
12.0% |
13.00 |
1.0% |
34% |
False |
False |
1,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.75 |
2.618 |
1,377.25 |
1.618 |
1,352.50 |
1.000 |
1,337.25 |
0.618 |
1,327.75 |
HIGH |
1,312.50 |
0.618 |
1,303.00 |
0.500 |
1,300.00 |
0.382 |
1,297.25 |
LOW |
1,287.75 |
0.618 |
1,272.50 |
1.000 |
1,263.00 |
1.618 |
1,247.75 |
2.618 |
1,223.00 |
4.250 |
1,182.50 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,306.25 |
1,306.50 |
PP |
1,303.25 |
1,303.75 |
S1 |
1,300.00 |
1,301.00 |
|