Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,568.7 |
1,564.0 |
-4.7 |
-0.3% |
1,599.5 |
High |
1,584.0 |
1,580.0 |
-4.0 |
-0.3% |
1,605.0 |
Low |
1,558.0 |
1,558.4 |
0.4 |
0.0% |
1,539.8 |
Close |
1,564.0 |
1,575.5 |
11.5 |
0.7% |
1,575.5 |
Range |
26.0 |
21.6 |
-4.4 |
-16.9% |
65.2 |
ATR |
25.7 |
25.5 |
-0.3 |
-1.2% |
0.0 |
Volume |
17,924 |
7,335 |
-10,589 |
-59.1% |
39,220 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.1 |
1,627.4 |
1,587.4 |
|
R3 |
1,614.5 |
1,605.8 |
1,581.4 |
|
R2 |
1,592.9 |
1,592.9 |
1,579.5 |
|
R1 |
1,584.2 |
1,584.2 |
1,577.5 |
1,588.6 |
PP |
1,571.3 |
1,571.3 |
1,571.3 |
1,573.5 |
S1 |
1,562.6 |
1,562.6 |
1,573.5 |
1,567.0 |
S2 |
1,549.7 |
1,549.7 |
1,571.5 |
|
S3 |
1,528.1 |
1,541.0 |
1,569.6 |
|
S4 |
1,506.5 |
1,519.4 |
1,563.6 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.0 |
1,737.5 |
1,611.4 |
|
R3 |
1,703.8 |
1,672.3 |
1,593.4 |
|
R2 |
1,638.6 |
1,638.6 |
1,587.5 |
|
R1 |
1,607.1 |
1,607.1 |
1,581.5 |
1,590.3 |
PP |
1,573.4 |
1,573.4 |
1,573.4 |
1,565.0 |
S1 |
1,541.9 |
1,541.9 |
1,569.5 |
1,525.1 |
S2 |
1,508.2 |
1,508.2 |
1,563.5 |
|
S3 |
1,443.0 |
1,476.7 |
1,557.6 |
|
S4 |
1,377.8 |
1,411.5 |
1,539.6 |
|
|
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 |
4.1% |
25.3 |
1.6% |
55% |
False |
False |
7,844 |
10 |
1,605.0 |
1,535.4 |
69.6 |
4.4% |
26.5 |
1.7% |
58% |
False |
False |
6,895 |
20 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
23.3 |
1.5% |
28% |
False |
False |
5,458 |
40 |
1,691.6 |
1,535.4 |
156.2 |
9.9% |
21.4 |
1.4% |
26% |
False |
False |
3,981 |
60 |
1,735.2 |
1,535.4 |
199.8 |
12.7% |
22.5 |
1.4% |
20% |
False |
False |
3,427 |
80 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
23.8 |
1.5% |
15% |
False |
False |
3,031 |
100 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
23.4 |
1.5% |
15% |
False |
False |
2,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.8 |
2.618 |
1,636.5 |
1.618 |
1,614.9 |
1.000 |
1,601.6 |
0.618 |
1,593.3 |
HIGH |
1,580.0 |
0.618 |
1,571.7 |
0.500 |
1,569.2 |
0.382 |
1,566.7 |
LOW |
1,558.4 |
0.618 |
1,545.1 |
1.000 |
1,536.8 |
1.618 |
1,523.5 |
2.618 |
1,501.9 |
4.250 |
1,466.6 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,573.4 |
1,571.0 |
PP |
1,571.3 |
1,566.4 |
S1 |
1,569.2 |
1,561.9 |
|