Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,597.3 |
1,595.2 |
-2.1 |
-0.1% |
1,588.5 |
High |
1,603.0 |
1,595.2 |
-7.8 |
-0.5% |
1,600.4 |
Low |
1,589.1 |
1,565.6 |
-23.5 |
-1.5% |
1,534.3 |
Close |
1,593.0 |
1,580.8 |
-12.2 |
-0.8% |
1,596.2 |
Range |
13.9 |
29.6 |
15.7 |
112.9% |
66.1 |
ATR |
21.9 |
22.5 |
0.5 |
2.5% |
0.0 |
Volume |
1,752 |
854 |
-898 |
-51.3% |
10,523 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.3 |
1,654.7 |
1,597.1 |
|
R3 |
1,639.7 |
1,625.1 |
1,588.9 |
|
R2 |
1,610.1 |
1,610.1 |
1,586.2 |
|
R1 |
1,595.5 |
1,595.5 |
1,583.5 |
1,588.0 |
PP |
1,580.5 |
1,580.5 |
1,580.5 |
1,576.8 |
S1 |
1,565.9 |
1,565.9 |
1,578.1 |
1,558.4 |
S2 |
1,550.9 |
1,550.9 |
1,575.4 |
|
S3 |
1,521.3 |
1,536.3 |
1,572.7 |
|
S4 |
1,491.7 |
1,506.7 |
1,564.5 |
|
|
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% |
25.7 |
1.6% |
68% |
False |
False |
2,337 |
10 |
1,610.4 |
1,534.3 |
76.1 |
4.8% |
22.6 |
1.4% |
61% |
False |
False |
1,703 |
20 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
20.3 |
1.3% |
33% |
False |
False |
1,368 |
40 |
1,701.5 |
1,534.3 |
167.2 |
10.6% |
18.8 |
1.2% |
28% |
False |
False |
1,120 |
60 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
19.8 |
1.3% |
18% |
False |
False |
983 |
80 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
18.1 |
1.1% |
18% |
False |
False |
832 |
100 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
17.1 |
1.1% |
18% |
False |
False |
766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.0 |
2.618 |
1,672.7 |
1.618 |
1,643.1 |
1.000 |
1,624.8 |
0.618 |
1,613.5 |
HIGH |
1,595.2 |
0.618 |
1,583.9 |
0.500 |
1,580.4 |
0.382 |
1,576.9 |
LOW |
1,565.6 |
0.618 |
1,547.3 |
1.000 |
1,536.0 |
1.618 |
1,517.7 |
2.618 |
1,488.1 |
4.250 |
1,439.8 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,580.7 |
1,584.3 |
PP |
1,580.5 |
1,583.1 |
S1 |
1,580.4 |
1,582.0 |
|