Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,316.00 |
1,312.25 |
-3.75 |
-0.3% |
1,284.75 |
High |
1,323.50 |
1,327.75 |
4.25 |
0.3% |
1,323.50 |
Low |
1,305.50 |
1,312.00 |
6.50 |
0.5% |
1,281.50 |
Close |
1,308.50 |
1,327.00 |
18.50 |
1.4% |
1,308.50 |
Range |
18.00 |
15.75 |
-2.25 |
-12.5% |
42.00 |
ATR |
19.76 |
19.73 |
-0.04 |
-0.2% |
0.00 |
Volume |
8,241 |
4,311 |
-3,930 |
-47.7% |
43,443 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.50 |
1,364.00 |
1,335.75 |
|
R3 |
1,353.75 |
1,348.25 |
1,331.25 |
|
R2 |
1,338.00 |
1,338.00 |
1,330.00 |
|
R1 |
1,332.50 |
1,332.50 |
1,328.50 |
1,335.25 |
PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,323.50 |
S1 |
1,316.75 |
1,316.75 |
1,325.50 |
1,319.50 |
S2 |
1,306.50 |
1,306.50 |
1,324.00 |
|
S3 |
1,290.75 |
1,301.00 |
1,322.75 |
|
S4 |
1,275.00 |
1,285.25 |
1,318.25 |
|
|
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 |
1,327.75 |
1,287.75 |
40.00 |
3.0% |
18.75 |
1.4% |
98% |
True |
False |
8,194 |
10 |
1,340.00 |
1,281.50 |
58.50 |
4.4% |
21.25 |
1.6% |
78% |
False |
False |
6,337 |
20 |
1,405.00 |
1,281.50 |
123.50 |
9.3% |
20.75 |
1.6% |
37% |
False |
False |
4,134 |
40 |
1,407.50 |
1,281.50 |
126.00 |
9.5% |
18.75 |
1.4% |
36% |
False |
False |
2,861 |
60 |
1,413.50 |
1,281.50 |
132.00 |
9.9% |
17.00 |
1.3% |
34% |
False |
False |
2,228 |
80 |
1,413.50 |
1,281.50 |
132.00 |
9.9% |
15.00 |
1.1% |
34% |
False |
False |
1,677 |
100 |
1,413.50 |
1,256.25 |
157.25 |
11.9% |
13.50 |
1.0% |
45% |
False |
False |
1,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.75 |
2.618 |
1,369.00 |
1.618 |
1,353.25 |
1.000 |
1,343.50 |
0.618 |
1,337.50 |
HIGH |
1,327.75 |
0.618 |
1,321.75 |
0.500 |
1,320.00 |
0.382 |
1,318.00 |
LOW |
1,312.00 |
0.618 |
1,302.25 |
1.000 |
1,296.25 |
1.618 |
1,286.50 |
2.618 |
1,270.75 |
4.250 |
1,245.00 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,324.50 |
1,322.50 |
PP |
1,322.25 |
1,318.25 |
S1 |
1,320.00 |
1,314.00 |
|