Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,312.25 |
1,327.50 |
15.25 |
1.2% |
1,284.75 |
High |
1,327.75 |
1,327.75 |
0.00 |
0.0% |
1,323.50 |
Low |
1,312.00 |
1,301.50 |
-10.50 |
-0.8% |
1,281.50 |
Close |
1,327.00 |
1,302.00 |
-25.00 |
-1.9% |
1,308.50 |
Range |
15.75 |
26.25 |
10.50 |
66.7% |
42.00 |
ATR |
19.73 |
20.19 |
0.47 |
2.4% |
0.00 |
Volume |
4,311 |
13,395 |
9,084 |
210.7% |
43,443 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.25 |
1,371.75 |
1,316.50 |
|
R3 |
1,363.00 |
1,345.50 |
1,309.25 |
|
R2 |
1,336.75 |
1,336.75 |
1,306.75 |
|
R1 |
1,319.25 |
1,319.25 |
1,304.50 |
1,315.00 |
PP |
1,310.50 |
1,310.50 |
1,310.50 |
1,308.25 |
S1 |
1,293.00 |
1,293.00 |
1,299.50 |
1,288.50 |
S2 |
1,284.25 |
1,284.25 |
1,297.25 |
|
S3 |
1,258.00 |
1,266.75 |
1,294.75 |
|
S4 |
1,231.75 |
1,240.50 |
1,287.50 |
|
|
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 |
1,327.75 |
1,287.75 |
40.00 |
3.1% |
20.25 |
1.6% |
36% |
True |
False |
9,828 |
10 |
1,333.25 |
1,281.50 |
51.75 |
4.0% |
21.75 |
1.7% |
40% |
False |
False |
7,539 |
20 |
1,397.25 |
1,281.50 |
115.75 |
8.9% |
21.00 |
1.6% |
18% |
False |
False |
4,736 |
40 |
1,405.00 |
1,281.50 |
123.50 |
9.5% |
19.00 |
1.5% |
17% |
False |
False |
3,126 |
60 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
17.00 |
1.3% |
16% |
False |
False |
2,451 |
80 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
15.25 |
1.2% |
16% |
False |
False |
1,844 |
100 |
1,413.50 |
1,264.50 |
149.00 |
11.4% |
13.75 |
1.1% |
25% |
False |
False |
1,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.25 |
2.618 |
1,396.50 |
1.618 |
1,370.25 |
1.000 |
1,354.00 |
0.618 |
1,344.00 |
HIGH |
1,327.75 |
0.618 |
1,317.75 |
0.500 |
1,314.50 |
0.382 |
1,311.50 |
LOW |
1,301.50 |
0.618 |
1,285.25 |
1.000 |
1,275.25 |
1.618 |
1,259.00 |
2.618 |
1,232.75 |
4.250 |
1,190.00 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,314.50 |
1,314.50 |
PP |
1,310.50 |
1,310.50 |
S1 |
1,306.25 |
1,306.25 |
|