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 |
1,580.3 |
1,599.5 |
19.2 |
1.2% |
1,590.5 |
High |
1,603.3 |
1,605.0 |
1.7 |
0.1% |
1,603.3 |
Low |
1,574.3 |
1,592.2 |
17.9 |
1.1% |
1,535.4 |
Close |
1,598.3 |
1,595.1 |
-3.2 |
-0.2% |
1,598.3 |
Range |
29.0 |
12.8 |
-16.2 |
-55.9% |
67.9 |
ATR |
24.3 |
23.5 |
-0.8 |
-3.4% |
0.0 |
Volume |
3,596 |
5,307 |
1,711 |
47.6% |
29,736 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.8 |
1,628.3 |
1,602.1 |
|
R3 |
1,623.0 |
1,615.5 |
1,598.6 |
|
R2 |
1,610.2 |
1,610.2 |
1,597.4 |
|
R1 |
1,602.7 |
1,602.7 |
1,596.3 |
1,600.1 |
PP |
1,597.4 |
1,597.4 |
1,597.4 |
1,596.1 |
S1 |
1,589.9 |
1,589.9 |
1,593.9 |
1,587.3 |
S2 |
1,584.6 |
1,584.6 |
1,592.8 |
|
S3 |
1,571.8 |
1,577.1 |
1,591.6 |
|
S4 |
1,559.0 |
1,564.3 |
1,588.1 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.7 |
1,758.4 |
1,635.6 |
|
R3 |
1,714.8 |
1,690.5 |
1,617.0 |
|
R2 |
1,646.9 |
1,646.9 |
1,610.7 |
|
R1 |
1,622.6 |
1,622.6 |
1,604.5 |
1,634.8 |
PP |
1,579.0 |
1,579.0 |
1,579.0 |
1,585.1 |
S1 |
1,554.7 |
1,554.7 |
1,592.1 |
1,566.9 |
S2 |
1,511.1 |
1,511.1 |
1,585.9 |
|
S3 |
1,443.2 |
1,486.8 |
1,579.6 |
|
S4 |
1,375.3 |
1,418.9 |
1,561.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,605.0 |
1,535.4 |
69.6 |
4.4% |
24.4 |
1.5% |
86% |
True |
False |
5,912 |
10 |
1,645.7 |
1,535.4 |
110.3 |
6.9% |
25.7 |
1.6% |
54% |
False |
False |
4,965 |
20 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
20.9 |
1.3% |
42% |
False |
False |
4,005 |
40 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
20.9 |
1.3% |
35% |
False |
False |
3,400 |
60 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
23.7 |
1.5% |
22% |
False |
False |
2,973 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
23.4 |
1.5% |
22% |
False |
False |
2,672 |
100 |
1,800.9 |
1,535.0 |
265.9 |
16.7% |
23.6 |
1.5% |
23% |
False |
False |
2,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,659.4 |
2.618 |
1,638.5 |
1.618 |
1,625.7 |
1.000 |
1,617.8 |
0.618 |
1,612.9 |
HIGH |
1,605.0 |
0.618 |
1,600.1 |
0.500 |
1,598.6 |
0.382 |
1,597.1 |
LOW |
1,592.2 |
0.618 |
1,584.3 |
1.000 |
1,579.4 |
1.618 |
1,571.5 |
2.618 |
1,558.7 |
4.250 |
1,537.8 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,598.6 |
1,589.3 |
PP |
1,597.4 |
1,583.4 |
S1 |
1,596.3 |
1,577.6 |
|