Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,307.33 |
15,399.94 |
92.61 |
0.6% |
15,348.33 |
High |
15,521.49 |
15,400.25 |
-121.24 |
-0.8% |
15,542.40 |
Low |
15,307.33 |
15,229.53 |
-77.80 |
-0.5% |
15,180.23 |
Close |
15,409.39 |
15,302.80 |
-106.59 |
-0.7% |
15,303.10 |
Range |
214.16 |
170.72 |
-43.44 |
-20.3% |
362.17 |
ATR |
130.22 |
133.77 |
3.55 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,823.02 |
15,733.63 |
15,396.70 |
|
R3 |
15,652.30 |
15,562.91 |
15,349.75 |
|
R2 |
15,481.58 |
15,481.58 |
15,334.10 |
|
R1 |
15,392.19 |
15,392.19 |
15,318.45 |
15,351.53 |
PP |
15,310.86 |
15,310.86 |
15,310.86 |
15,290.53 |
S1 |
15,221.47 |
15,221.47 |
15,287.15 |
15,180.81 |
S2 |
15,140.14 |
15,140.14 |
15,271.50 |
|
S3 |
14,969.42 |
15,050.75 |
15,255.85 |
|
S4 |
14,798.70 |
14,880.03 |
15,208.90 |
|
|
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% |
187.32 |
1.2% |
34% |
False |
False |
|
10 |
15,542.40 |
15,175.39 |
367.01 |
2.4% |
145.84 |
1.0% |
35% |
False |
False |
|
20 |
15,542.40 |
14,687.05 |
855.35 |
5.6% |
125.59 |
0.8% |
72% |
False |
False |
|
40 |
15,542.40 |
14,434.43 |
1,107.97 |
7.2% |
128.98 |
0.8% |
78% |
False |
False |
|
60 |
15,542.40 |
14,127.82 |
1,414.58 |
9.2% |
118.39 |
0.8% |
83% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
118.56 |
0.8% |
86% |
False |
False |
|
100 |
15,542.40 |
13,293.13 |
2,249.27 |
14.7% |
111.98 |
0.7% |
89% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
114.57 |
0.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,125.81 |
2.618 |
15,847.19 |
1.618 |
15,676.47 |
1.000 |
15,570.97 |
0.618 |
15,505.75 |
HIGH |
15,400.25 |
0.618 |
15,335.03 |
0.500 |
15,314.89 |
0.382 |
15,294.75 |
LOW |
15,229.53 |
0.618 |
15,124.03 |
1.000 |
15,058.81 |
1.618 |
14,953.31 |
2.618 |
14,782.59 |
4.250 |
14,503.97 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,314.89 |
15,360.56 |
PP |
15,310.86 |
15,341.31 |
S1 |
15,306.83 |
15,322.05 |
|