Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,327.50 |
1,302.50 |
-25.00 |
-1.9% |
1,284.75 |
High |
1,327.75 |
1,312.00 |
-15.75 |
-1.2% |
1,323.50 |
Low |
1,301.50 |
1,291.00 |
-10.50 |
-0.8% |
1,281.50 |
Close |
1,302.00 |
1,302.50 |
0.50 |
0.0% |
1,308.50 |
Range |
26.25 |
21.00 |
-5.25 |
-20.0% |
42.00 |
ATR |
20.19 |
20.25 |
0.06 |
0.3% |
0.00 |
Volume |
13,395 |
7,947 |
-5,448 |
-40.7% |
43,443 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.75 |
1,354.75 |
1,314.00 |
|
R3 |
1,343.75 |
1,333.75 |
1,308.25 |
|
R2 |
1,322.75 |
1,322.75 |
1,306.25 |
|
R1 |
1,312.75 |
1,312.75 |
1,304.50 |
1,313.00 |
PP |
1,301.75 |
1,301.75 |
1,301.75 |
1,302.00 |
S1 |
1,291.75 |
1,291.75 |
1,300.50 |
1,292.00 |
S2 |
1,280.75 |
1,280.75 |
1,298.75 |
|
S3 |
1,259.75 |
1,270.75 |
1,296.75 |
|
S4 |
1,238.75 |
1,249.75 |
1,291.00 |
|
|
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 |
1,291.00 |
36.75 |
2.8% |
19.50 |
1.5% |
31% |
False |
True |
9,752 |
10 |
1,327.75 |
1,281.50 |
46.25 |
3.6% |
22.00 |
1.7% |
45% |
False |
False |
8,017 |
20 |
1,395.75 |
1,281.50 |
114.25 |
8.8% |
21.25 |
1.6% |
18% |
False |
False |
5,063 |
40 |
1,405.00 |
1,281.50 |
123.50 |
9.5% |
19.00 |
1.5% |
17% |
False |
False |
3,296 |
60 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
17.25 |
1.3% |
16% |
False |
False |
2,583 |
80 |
1,413.50 |
1,281.50 |
132.00 |
10.1% |
15.25 |
1.2% |
16% |
False |
False |
1,944 |
100 |
1,413.50 |
1,265.00 |
148.50 |
11.4% |
14.00 |
1.1% |
25% |
False |
False |
1,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.25 |
2.618 |
1,367.00 |
1.618 |
1,346.00 |
1.000 |
1,333.00 |
0.618 |
1,325.00 |
HIGH |
1,312.00 |
0.618 |
1,304.00 |
0.500 |
1,301.50 |
0.382 |
1,299.00 |
LOW |
1,291.00 |
0.618 |
1,278.00 |
1.000 |
1,270.00 |
1.618 |
1,257.00 |
2.618 |
1,236.00 |
4.250 |
1,201.75 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,302.25 |
1,309.50 |
PP |
1,301.75 |
1,307.00 |
S1 |
1,301.50 |
1,304.75 |
|