Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,564.0 |
1,581.3 |
17.3 |
1.1% |
1,599.5 |
High |
1,580.0 |
1,590.3 |
10.3 |
0.7% |
1,605.0 |
Low |
1,558.4 |
1,554.0 |
-4.4 |
-0.3% |
1,539.8 |
Close |
1,575.5 |
1,555.5 |
-20.0 |
-1.3% |
1,575.5 |
Range |
21.6 |
36.3 |
14.7 |
68.1% |
65.2 |
ATR |
25.5 |
26.2 |
0.8 |
3.0% |
0.0 |
Volume |
7,335 |
7,934 |
599 |
8.2% |
39,220 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.5 |
1,651.8 |
1,575.5 |
|
R3 |
1,639.2 |
1,615.5 |
1,565.5 |
|
R2 |
1,602.9 |
1,602.9 |
1,562.2 |
|
R1 |
1,579.2 |
1,579.2 |
1,558.8 |
1,572.9 |
PP |
1,566.6 |
1,566.6 |
1,566.6 |
1,563.5 |
S1 |
1,542.9 |
1,542.9 |
1,552.2 |
1,536.6 |
S2 |
1,530.3 |
1,530.3 |
1,548.8 |
|
S3 |
1,494.0 |
1,506.6 |
1,545.5 |
|
S4 |
1,457.7 |
1,470.3 |
1,535.5 |
|
|
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 |
1,600.6 |
1,539.8 |
60.8 |
3.9% |
30.0 |
1.9% |
26% |
False |
False |
8,369 |
10 |
1,605.0 |
1,535.4 |
69.6 |
4.5% |
27.2 |
1.8% |
29% |
False |
False |
7,140 |
20 |
1,678.6 |
1,535.4 |
143.2 |
9.2% |
24.2 |
1.6% |
14% |
False |
False |
5,786 |
40 |
1,691.6 |
1,535.4 |
156.2 |
10.0% |
22.0 |
1.4% |
13% |
False |
False |
4,106 |
60 |
1,726.7 |
1,535.4 |
191.3 |
12.3% |
22.8 |
1.5% |
11% |
False |
False |
3,531 |
80 |
1,800.9 |
1,535.4 |
265.5 |
17.1% |
24.0 |
1.5% |
8% |
False |
False |
3,118 |
100 |
1,800.9 |
1,535.4 |
265.5 |
17.1% |
23.6 |
1.5% |
8% |
False |
False |
3,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.6 |
2.618 |
1,685.3 |
1.618 |
1,649.0 |
1.000 |
1,626.6 |
0.618 |
1,612.7 |
HIGH |
1,590.3 |
0.618 |
1,576.4 |
0.500 |
1,572.2 |
0.382 |
1,567.9 |
LOW |
1,554.0 |
0.618 |
1,531.6 |
1.000 |
1,517.7 |
1.618 |
1,495.3 |
2.618 |
1,459.0 |
4.250 |
1,399.7 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,572.2 |
1,572.2 |
PP |
1,566.6 |
1,566.6 |
S1 |
1,561.1 |
1,561.1 |
|