Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,306.02 |
15,322.22 |
16.20 |
0.1% |
15,307.33 |
High |
15,398.70 |
15,392.38 |
-6.32 |
0.0% |
15,521.49 |
Low |
15,280.99 |
15,115.57 |
-165.42 |
-1.1% |
15,115.57 |
Close |
15,324.53 |
15,115.57 |
-208.96 |
-1.4% |
15,115.57 |
Range |
117.71 |
276.81 |
159.10 |
135.2% |
405.92 |
ATR |
132.62 |
142.92 |
10.30 |
7.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,038.27 |
15,853.73 |
15,267.82 |
|
R3 |
15,761.46 |
15,576.92 |
15,191.69 |
|
R2 |
15,484.65 |
15,484.65 |
15,166.32 |
|
R1 |
15,300.11 |
15,300.11 |
15,140.94 |
15,253.98 |
PP |
15,207.84 |
15,207.84 |
15,207.84 |
15,184.77 |
S1 |
15,023.30 |
15,023.30 |
15,090.20 |
14,977.17 |
S2 |
14,931.03 |
14,931.03 |
15,064.82 |
|
S3 |
14,654.22 |
14,746.49 |
15,039.45 |
|
S4 |
14,377.41 |
14,469.68 |
14,963.32 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,468.64 |
16,198.02 |
15,338.83 |
|
R3 |
16,062.72 |
15,792.10 |
15,227.20 |
|
R2 |
15,656.80 |
15,656.80 |
15,189.99 |
|
R1 |
15,386.18 |
15,386.18 |
15,152.78 |
15,318.53 |
PP |
15,250.88 |
15,250.88 |
15,250.88 |
15,217.05 |
S1 |
14,980.26 |
14,980.26 |
15,078.36 |
14,912.61 |
S2 |
14,844.96 |
14,844.96 |
15,041.15 |
|
S3 |
14,439.04 |
14,574.34 |
15,003.94 |
|
S4 |
14,033.12 |
14,168.42 |
14,892.31 |
|
|
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 |
15,115.57 |
405.92 |
2.7% |
177.30 |
1.2% |
0% |
False |
True |
|
10 |
15,542.40 |
15,115.57 |
426.83 |
2.8% |
164.03 |
1.1% |
0% |
False |
True |
|
20 |
15,542.40 |
14,831.58 |
710.82 |
4.7% |
130.99 |
0.9% |
40% |
False |
False |
|
40 |
15,542.40 |
14,434.43 |
1,107.97 |
7.3% |
132.74 |
0.9% |
61% |
False |
False |
|
60 |
15,542.40 |
14,296.24 |
1,246.16 |
8.2% |
121.20 |
0.8% |
66% |
False |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.6% |
120.04 |
0.8% |
76% |
False |
False |
|
100 |
15,542.40 |
13,293.13 |
2,249.27 |
14.9% |
114.29 |
0.8% |
81% |
False |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.6% |
115.90 |
0.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,568.82 |
2.618 |
16,117.07 |
1.618 |
15,840.26 |
1.000 |
15,669.19 |
0.618 |
15,563.45 |
HIGH |
15,392.38 |
0.618 |
15,286.64 |
0.500 |
15,253.98 |
0.382 |
15,221.31 |
LOW |
15,115.57 |
0.618 |
14,944.50 |
1.000 |
14,838.76 |
1.618 |
14,667.69 |
2.618 |
14,390.88 |
4.250 |
13,939.13 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,253.98 |
15,257.91 |
PP |
15,207.84 |
15,210.46 |
S1 |
15,161.71 |
15,163.02 |
|