Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,595.2 |
1,571.3 |
-23.9 |
-1.5% |
1,588.5 |
High |
1,595.2 |
1,571.3 |
-23.9 |
-1.5% |
1,600.4 |
Low |
1,565.6 |
1,539.1 |
-26.5 |
-1.7% |
1,534.3 |
Close |
1,580.8 |
1,552.6 |
-28.2 |
-1.8% |
1,596.2 |
Range |
29.6 |
32.2 |
2.6 |
8.8% |
66.1 |
ATR |
22.5 |
23.8 |
1.4 |
6.1% |
0.0 |
Volume |
854 |
1,799 |
945 |
110.7% |
10,523 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,650.9 |
1,634.0 |
1,570.3 |
|
R3 |
1,618.7 |
1,601.8 |
1,561.5 |
|
R2 |
1,586.5 |
1,586.5 |
1,558.5 |
|
R1 |
1,569.6 |
1,569.6 |
1,555.6 |
1,562.0 |
PP |
1,554.3 |
1,554.3 |
1,554.3 |
1,550.5 |
S1 |
1,537.4 |
1,537.4 |
1,549.6 |
1,529.8 |
S2 |
1,522.1 |
1,522.1 |
1,546.7 |
|
S3 |
1,489.9 |
1,505.2 |
1,543.7 |
|
S4 |
1,457.7 |
1,473.0 |
1,534.9 |
|
|
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 |
1,539.1 |
63.9 |
4.1% |
28.3 |
1.8% |
21% |
False |
True |
2,522 |
10 |
1,604.0 |
1,534.3 |
69.7 |
4.5% |
23.4 |
1.5% |
26% |
False |
False |
1,709 |
20 |
1,674.4 |
1,534.3 |
140.1 |
9.0% |
20.5 |
1.3% |
13% |
False |
False |
1,376 |
40 |
1,687.7 |
1,534.3 |
153.4 |
9.9% |
19.4 |
1.2% |
12% |
False |
False |
1,159 |
60 |
1,799.5 |
1,534.3 |
265.2 |
17.1% |
20.1 |
1.3% |
7% |
False |
False |
1,004 |
80 |
1,799.5 |
1,534.3 |
265.2 |
17.1% |
18.4 |
1.2% |
7% |
False |
False |
846 |
100 |
1,799.5 |
1,534.3 |
265.2 |
17.1% |
17.2 |
1.1% |
7% |
False |
False |
782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.2 |
2.618 |
1,655.6 |
1.618 |
1,623.4 |
1.000 |
1,603.5 |
0.618 |
1,591.2 |
HIGH |
1,571.3 |
0.618 |
1,559.0 |
0.500 |
1,555.2 |
0.382 |
1,551.4 |
LOW |
1,539.1 |
0.618 |
1,519.2 |
1.000 |
1,506.9 |
1.618 |
1,487.0 |
2.618 |
1,454.8 |
4.250 |
1,402.3 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,555.2 |
1,571.1 |
PP |
1,554.3 |
1,564.9 |
S1 |
1,553.5 |
1,558.8 |
|