Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,544.5 |
1,579.6 |
35.1 |
2.3% |
1,588.5 |
High |
1,583.3 |
1,600.4 |
17.1 |
1.1% |
1,600.4 |
Low |
1,544.5 |
1,573.3 |
28.8 |
1.9% |
1,534.3 |
Close |
1,579.1 |
1,596.2 |
17.1 |
1.1% |
1,596.2 |
Range |
38.8 |
27.1 |
-11.7 |
-30.2% |
66.1 |
ATR |
22.2 |
22.5 |
0.4 |
1.6% |
0.0 |
Volume |
6,918 |
1,287 |
-5,631 |
-81.4% |
10,523 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.3 |
1,660.8 |
1,611.1 |
|
R3 |
1,644.2 |
1,633.7 |
1,603.7 |
|
R2 |
1,617.1 |
1,617.1 |
1,601.2 |
|
R1 |
1,606.6 |
1,606.6 |
1,598.7 |
1,611.9 |
PP |
1,590.0 |
1,590.0 |
1,590.0 |
1,592.6 |
S1 |
1,579.5 |
1,579.5 |
1,593.7 |
1,584.8 |
S2 |
1,562.9 |
1,562.9 |
1,591.2 |
|
S3 |
1,535.8 |
1,552.4 |
1,588.7 |
|
S4 |
1,508.7 |
1,525.3 |
1,581.3 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.3 |
1,751.8 |
1,632.6 |
|
R3 |
1,709.2 |
1,685.7 |
1,614.4 |
|
R2 |
1,643.1 |
1,643.1 |
1,608.3 |
|
R1 |
1,619.6 |
1,619.6 |
1,602.3 |
1,631.4 |
PP |
1,577.0 |
1,577.0 |
1,577.0 |
1,582.8 |
S1 |
1,553.5 |
1,553.5 |
1,590.1 |
1,565.3 |
S2 |
1,510.9 |
1,510.9 |
1,584.1 |
|
S3 |
1,444.8 |
1,487.4 |
1,578.0 |
|
S4 |
1,378.7 |
1,421.3 |
1,559.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,600.4 |
1,534.3 |
66.1 |
4.1% |
27.2 |
1.7% |
94% |
True |
False |
2,104 |
10 |
1,645.0 |
1,534.3 |
110.7 |
6.9% |
23.3 |
1.5% |
56% |
False |
False |
1,548 |
20 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
19.4 |
1.2% |
44% |
False |
False |
1,394 |
40 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
19.1 |
1.2% |
37% |
False |
False |
1,072 |
60 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
19.2 |
1.2% |
23% |
False |
False |
955 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
18.0 |
1.1% |
23% |
False |
False |
809 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
17.0 |
1.1% |
23% |
False |
False |
743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,715.6 |
2.618 |
1,671.3 |
1.618 |
1,644.2 |
1.000 |
1,627.5 |
0.618 |
1,617.1 |
HIGH |
1,600.4 |
0.618 |
1,590.0 |
0.500 |
1,586.9 |
0.382 |
1,583.7 |
LOW |
1,573.3 |
0.618 |
1,556.6 |
1.000 |
1,546.2 |
1.618 |
1,529.5 |
2.618 |
1,502.4 |
4.250 |
1,458.1 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,593.1 |
1,586.6 |
PP |
1,590.0 |
1,577.0 |
S1 |
1,586.9 |
1,567.4 |
|