Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,308.25 |
1,316.00 |
7.75 |
0.6% |
1,284.75 |
High |
1,317.00 |
1,323.50 |
6.50 |
0.5% |
1,323.50 |
Low |
1,300.00 |
1,305.50 |
5.50 |
0.4% |
1,281.50 |
Close |
1,316.00 |
1,308.50 |
-7.50 |
-0.6% |
1,308.50 |
Range |
17.00 |
18.00 |
1.00 |
5.9% |
42.00 |
ATR |
19.90 |
19.76 |
-0.14 |
-0.7% |
0.00 |
Volume |
14,867 |
8,241 |
-6,626 |
-44.6% |
43,443 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.50 |
1,355.50 |
1,318.50 |
|
R3 |
1,348.50 |
1,337.50 |
1,313.50 |
|
R2 |
1,330.50 |
1,330.50 |
1,311.75 |
|
R1 |
1,319.50 |
1,319.50 |
1,310.25 |
1,316.00 |
PP |
1,312.50 |
1,312.50 |
1,312.50 |
1,310.75 |
S1 |
1,301.50 |
1,301.50 |
1,306.75 |
1,298.00 |
S2 |
1,294.50 |
1,294.50 |
1,305.25 |
|
S3 |
1,276.50 |
1,283.50 |
1,303.50 |
|
S4 |
1,258.50 |
1,265.50 |
1,298.50 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.50 |
1,411.50 |
1,331.50 |
|
R3 |
1,388.50 |
1,369.50 |
1,320.00 |
|
R2 |
1,346.50 |
1,346.50 |
1,316.25 |
|
R1 |
1,327.50 |
1,327.50 |
1,312.25 |
1,337.00 |
PP |
1,304.50 |
1,304.50 |
1,304.50 |
1,309.25 |
S1 |
1,285.50 |
1,285.50 |
1,304.75 |
1,295.00 |
S2 |
1,262.50 |
1,262.50 |
1,300.75 |
|
S3 |
1,220.50 |
1,243.50 |
1,297.00 |
|
S4 |
1,178.50 |
1,201.50 |
1,285.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.50 |
1,281.50 |
42.00 |
3.2% |
21.25 |
1.6% |
64% |
True |
False |
8,688 |
10 |
1,344.25 |
1,281.50 |
62.75 |
4.8% |
21.25 |
1.6% |
43% |
False |
False |
6,046 |
20 |
1,405.00 |
1,281.50 |
123.50 |
9.4% |
20.50 |
1.6% |
22% |
False |
False |
4,034 |
40 |
1,411.50 |
1,281.50 |
130.00 |
9.9% |
18.75 |
1.4% |
21% |
False |
False |
2,759 |
60 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
16.75 |
1.3% |
20% |
False |
False |
2,157 |
80 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
15.00 |
1.1% |
20% |
False |
False |
1,623 |
100 |
1,413.50 |
1,256.25 |
157.25 |
12.0% |
13.25 |
1.0% |
33% |
False |
False |
1,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.00 |
2.618 |
1,370.50 |
1.618 |
1,352.50 |
1.000 |
1,341.50 |
0.618 |
1,334.50 |
HIGH |
1,323.50 |
0.618 |
1,316.50 |
0.500 |
1,314.50 |
0.382 |
1,312.50 |
LOW |
1,305.50 |
0.618 |
1,294.50 |
1.000 |
1,287.50 |
1.618 |
1,276.50 |
2.618 |
1,258.50 |
4.250 |
1,229.00 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,314.50 |
1,307.50 |
PP |
1,312.50 |
1,306.50 |
S1 |
1,310.50 |
1,305.50 |
|