Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,579.6 |
1,597.3 |
17.7 |
1.1% |
1,588.5 |
High |
1,600.4 |
1,603.0 |
2.6 |
0.2% |
1,600.4 |
Low |
1,573.3 |
1,589.1 |
15.8 |
1.0% |
1,534.3 |
Close |
1,596.2 |
1,593.0 |
-3.2 |
-0.2% |
1,596.2 |
Range |
27.1 |
13.9 |
-13.2 |
-48.7% |
66.1 |
ATR |
22.5 |
21.9 |
-0.6 |
-2.7% |
0.0 |
Volume |
1,287 |
1,752 |
465 |
36.1% |
10,523 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.7 |
1,628.8 |
1,600.6 |
|
R3 |
1,622.8 |
1,614.9 |
1,596.8 |
|
R2 |
1,608.9 |
1,608.9 |
1,595.5 |
|
R1 |
1,601.0 |
1,601.0 |
1,594.3 |
1,598.0 |
PP |
1,595.0 |
1,595.0 |
1,595.0 |
1,593.6 |
S1 |
1,587.1 |
1,587.1 |
1,591.7 |
1,584.1 |
S2 |
1,581.1 |
1,581.1 |
1,590.5 |
|
S3 |
1,567.2 |
1,573.2 |
1,589.2 |
|
S4 |
1,553.3 |
1,559.3 |
1,585.4 |
|
|
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 |
1,603.0 |
1,534.3 |
68.7 |
4.3% |
24.3 |
1.5% |
85% |
True |
False |
2,312 |
10 |
1,643.3 |
1,534.3 |
109.0 |
6.8% |
23.9 |
1.5% |
54% |
False |
False |
1,686 |
20 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
19.5 |
1.2% |
42% |
False |
False |
1,395 |
40 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
18.9 |
1.2% |
35% |
False |
False |
1,105 |
60 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
19.4 |
1.2% |
22% |
False |
False |
975 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
18.0 |
1.1% |
22% |
False |
False |
824 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.6% |
17.1 |
1.1% |
22% |
False |
False |
758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,662.1 |
2.618 |
1,639.4 |
1.618 |
1,625.5 |
1.000 |
1,616.9 |
0.618 |
1,611.6 |
HIGH |
1,603.0 |
0.618 |
1,597.7 |
0.500 |
1,596.1 |
0.382 |
1,594.4 |
LOW |
1,589.1 |
0.618 |
1,580.5 |
1.000 |
1,575.2 |
1.618 |
1,566.6 |
2.618 |
1,552.7 |
4.250 |
1,530.0 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,596.1 |
1,586.6 |
PP |
1,595.0 |
1,580.2 |
S1 |
1,594.0 |
1,573.8 |
|