| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
8,755 |
8,595 |
-160 |
-1.8% |
8,950 |
| High |
8,755 |
8,615 |
-140 |
-1.6% |
9,035 |
| Low |
8,480 |
8,500 |
20 |
0.2% |
8,545 |
| Close |
8,595 |
8,580 |
-15 |
-0.2% |
8,555 |
| Range |
275 |
115 |
-160 |
-58.2% |
490 |
| ATR |
163 |
159 |
-3 |
-2.1% |
0 |
| Volume |
11,473 |
4,244 |
-7,229 |
-63.0% |
27,563 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,910 |
8,860 |
8,643 |
|
| R3 |
8,795 |
8,745 |
8,612 |
|
| R2 |
8,680 |
8,680 |
8,601 |
|
| R1 |
8,630 |
8,630 |
8,591 |
8,598 |
| PP |
8,565 |
8,565 |
8,565 |
8,549 |
| S1 |
8,515 |
8,515 |
8,570 |
8,483 |
| S2 |
8,450 |
8,450 |
8,559 |
|
| S3 |
8,335 |
8,400 |
8,549 |
|
| S4 |
8,220 |
8,285 |
8,517 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,182 |
9,858 |
8,825 |
|
| R3 |
9,692 |
9,368 |
8,690 |
|
| R2 |
9,202 |
9,202 |
8,645 |
|
| R1 |
8,878 |
8,878 |
8,600 |
8,795 |
| PP |
8,712 |
8,712 |
8,712 |
8,670 |
| S1 |
8,388 |
8,388 |
8,510 |
8,305 |
| S2 |
8,222 |
8,222 |
8,465 |
|
| S3 |
7,732 |
7,898 |
8,420 |
|
| S4 |
7,242 |
7,408 |
8,286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,790 |
8,480 |
310 |
3.6% |
168 |
2.0% |
32% |
False |
False |
6,396 |
| 10 |
9,070 |
8,480 |
590 |
6.9% |
165 |
1.9% |
17% |
False |
False |
6,099 |
| 20 |
9,715 |
8,480 |
1,235 |
14.4% |
162 |
1.9% |
8% |
False |
False |
5,416 |
| 40 |
10,225 |
8,480 |
1,745 |
20.3% |
159 |
1.8% |
6% |
False |
False |
4,959 |
| 60 |
10,230 |
8,480 |
1,750 |
20.4% |
154 |
1.8% |
6% |
False |
False |
5,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,104 |
|
2.618 |
8,916 |
|
1.618 |
8,801 |
|
1.000 |
8,730 |
|
0.618 |
8,686 |
|
HIGH |
8,615 |
|
0.618 |
8,571 |
|
0.500 |
8,558 |
|
0.382 |
8,544 |
|
LOW |
8,500 |
|
0.618 |
8,429 |
|
1.000 |
8,385 |
|
1.618 |
8,314 |
|
2.618 |
8,199 |
|
4.250 |
8,011 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,573 |
8,635 |
| PP |
8,565 |
8,617 |
| S1 |
8,558 |
8,598 |
|