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 |
1,600.4 |
1,573.5 |
-26.9 |
-1.7% |
1,590.5 |
High |
1,600.6 |
1,573.5 |
-27.1 |
-1.7% |
1,603.3 |
Low |
1,568.0 |
1,539.8 |
-28.2 |
-1.8% |
1,535.4 |
Close |
1,582.9 |
1,554.7 |
-28.2 |
-1.8% |
1,598.3 |
Range |
32.6 |
33.7 |
1.1 |
3.4% |
67.9 |
ATR |
24.1 |
25.5 |
1.4 |
5.6% |
0.0 |
Volume |
3,306 |
5,348 |
2,042 |
61.8% |
29,736 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.1 |
1,639.6 |
1,573.2 |
|
R3 |
1,623.4 |
1,605.9 |
1,564.0 |
|
R2 |
1,589.7 |
1,589.7 |
1,560.9 |
|
R1 |
1,572.2 |
1,572.2 |
1,557.8 |
1,564.1 |
PP |
1,556.0 |
1,556.0 |
1,556.0 |
1,552.0 |
S1 |
1,538.5 |
1,538.5 |
1,551.6 |
1,530.4 |
S2 |
1,522.3 |
1,522.3 |
1,548.5 |
|
S3 |
1,488.6 |
1,504.8 |
1,545.4 |
|
S4 |
1,454.9 |
1,471.1 |
1,536.2 |
|
|
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 |
1,539.8 |
65.2 |
4.2% |
28.7 |
1.8% |
23% |
False |
True |
5,494 |
10 |
1,608.4 |
1,535.4 |
73.0 |
4.7% |
25.3 |
1.6% |
26% |
False |
False |
5,236 |
20 |
1,678.6 |
1,535.4 |
143.2 |
9.2% |
22.6 |
1.5% |
13% |
False |
False |
4,341 |
40 |
1,691.6 |
1,535.4 |
156.2 |
10.0% |
21.3 |
1.4% |
12% |
False |
False |
3,508 |
60 |
1,800.9 |
1,535.4 |
265.5 |
17.1% |
24.3 |
1.6% |
7% |
False |
False |
3,089 |
80 |
1,800.9 |
1,535.4 |
265.5 |
17.1% |
23.7 |
1.5% |
7% |
False |
False |
2,729 |
100 |
1,800.9 |
1,535.4 |
265.5 |
17.1% |
23.5 |
1.5% |
7% |
False |
False |
2,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.7 |
2.618 |
1,661.7 |
1.618 |
1,628.0 |
1.000 |
1,607.2 |
0.618 |
1,594.3 |
HIGH |
1,573.5 |
0.618 |
1,560.6 |
0.500 |
1,556.7 |
0.382 |
1,552.7 |
LOW |
1,539.8 |
0.618 |
1,519.0 |
1.000 |
1,506.1 |
1.618 |
1,485.3 |
2.618 |
1,451.6 |
4.250 |
1,396.6 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,556.7 |
1,572.4 |
PP |
1,556.0 |
1,566.5 |
S1 |
1,555.4 |
1,560.6 |
|