Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,399.94 |
15,306.02 |
-93.92 |
-0.6% |
15,348.33 |
High |
15,400.25 |
15,398.70 |
-1.55 |
0.0% |
15,542.40 |
Low |
15,229.53 |
15,280.99 |
51.46 |
0.3% |
15,180.23 |
Close |
15,302.80 |
15,324.53 |
21.73 |
0.1% |
15,303.10 |
Range |
170.72 |
117.71 |
-53.01 |
-31.1% |
362.17 |
ATR |
133.77 |
132.62 |
-1.15 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,687.87 |
15,623.91 |
15,389.27 |
|
R3 |
15,570.16 |
15,506.20 |
15,356.90 |
|
R2 |
15,452.45 |
15,452.45 |
15,346.11 |
|
R1 |
15,388.49 |
15,388.49 |
15,335.32 |
15,420.47 |
PP |
15,334.74 |
15,334.74 |
15,334.74 |
15,350.73 |
S1 |
15,270.78 |
15,270.78 |
15,313.74 |
15,302.76 |
S2 |
15,217.03 |
15,217.03 |
15,302.95 |
|
S3 |
15,099.32 |
15,153.07 |
15,292.16 |
|
S4 |
14,981.61 |
15,035.36 |
15,259.79 |
|
|
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 |
15,521.49 |
15,180.23 |
341.26 |
2.2% |
155.57 |
1.0% |
42% |
False |
False |
|
10 |
15,542.40 |
15,180.23 |
362.17 |
2.4% |
145.01 |
0.9% |
40% |
False |
False |
|
20 |
15,542.40 |
14,700.95 |
841.45 |
5.5% |
123.84 |
0.8% |
74% |
False |
False |
|
40 |
15,542.40 |
14,434.43 |
1,107.97 |
7.2% |
127.98 |
0.8% |
80% |
False |
False |
|
60 |
15,542.40 |
14,253.00 |
1,289.40 |
8.4% |
117.71 |
0.8% |
83% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
118.25 |
0.8% |
88% |
False |
False |
|
100 |
15,542.40 |
13,293.13 |
2,249.27 |
14.7% |
112.45 |
0.7% |
90% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.3% |
114.17 |
0.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,898.97 |
2.618 |
15,706.86 |
1.618 |
15,589.15 |
1.000 |
15,516.41 |
0.618 |
15,471.44 |
HIGH |
15,398.70 |
0.618 |
15,353.73 |
0.500 |
15,339.85 |
0.382 |
15,325.96 |
LOW |
15,280.99 |
0.618 |
15,208.25 |
1.000 |
15,163.28 |
1.618 |
15,090.54 |
2.618 |
14,972.83 |
4.250 |
14,780.72 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,339.85 |
15,375.51 |
PP |
15,334.74 |
15,358.52 |
S1 |
15,329.64 |
15,341.52 |
|