Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,290.74 |
15,307.33 |
16.59 |
0.1% |
15,348.33 |
High |
15,306.71 |
15,521.49 |
214.78 |
1.4% |
15,542.40 |
Low |
15,199.63 |
15,307.33 |
107.70 |
0.7% |
15,180.23 |
Close |
15,303.10 |
15,409.39 |
106.29 |
0.7% |
15,303.10 |
Range |
107.08 |
214.16 |
107.08 |
100.0% |
362.17 |
ATR |
123.44 |
130.22 |
6.78 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,055.22 |
15,946.46 |
15,527.18 |
|
R3 |
15,841.06 |
15,732.30 |
15,468.28 |
|
R2 |
15,626.90 |
15,626.90 |
15,448.65 |
|
R1 |
15,518.14 |
15,518.14 |
15,429.02 |
15,572.52 |
PP |
15,412.74 |
15,412.74 |
15,412.74 |
15,439.93 |
S1 |
15,303.98 |
15,303.98 |
15,389.76 |
15,358.36 |
S2 |
15,198.58 |
15,198.58 |
15,370.13 |
|
S3 |
14,984.42 |
15,089.82 |
15,350.50 |
|
S4 |
14,770.26 |
14,875.66 |
15,291.60 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,428.42 |
16,227.93 |
15,502.29 |
|
R3 |
16,066.25 |
15,865.76 |
15,402.70 |
|
R2 |
15,704.08 |
15,704.08 |
15,369.50 |
|
R1 |
15,503.59 |
15,503.59 |
15,336.30 |
15,422.75 |
PP |
15,341.91 |
15,341.91 |
15,341.91 |
15,301.49 |
S1 |
15,141.42 |
15,141.42 |
15,269.90 |
15,060.58 |
S2 |
14,979.74 |
14,979.74 |
15,236.70 |
|
S3 |
14,617.57 |
14,779.25 |
15,203.50 |
|
S4 |
14,255.40 |
14,417.08 |
15,103.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,542.40 |
15,180.23 |
362.17 |
2.4% |
174.94 |
1.1% |
63% |
False |
False |
|
10 |
15,542.40 |
15,089.30 |
453.10 |
2.9% |
141.79 |
0.9% |
71% |
False |
False |
|
20 |
15,542.40 |
14,687.05 |
855.35 |
5.6% |
122.32 |
0.8% |
84% |
False |
False |
|
40 |
15,542.40 |
14,434.43 |
1,107.97 |
7.2% |
127.51 |
0.8% |
88% |
False |
False |
|
60 |
15,542.40 |
14,030.37 |
1,512.03 |
9.8% |
117.18 |
0.8% |
91% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.4% |
118.42 |
0.8% |
92% |
False |
False |
|
100 |
15,542.40 |
13,293.13 |
2,249.27 |
14.6% |
111.00 |
0.7% |
94% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.3% |
113.83 |
0.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,431.67 |
2.618 |
16,082.16 |
1.618 |
15,868.00 |
1.000 |
15,735.65 |
0.618 |
15,653.84 |
HIGH |
15,521.49 |
0.618 |
15,439.68 |
0.500 |
15,414.41 |
0.382 |
15,389.14 |
LOW |
15,307.33 |
0.618 |
15,174.98 |
1.000 |
15,093.17 |
1.618 |
14,960.82 |
2.618 |
14,746.66 |
4.250 |
14,397.15 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,414.41 |
15,389.88 |
PP |
15,412.74 |
15,370.37 |
S1 |
15,411.06 |
15,350.86 |
|