Trading Metrics calculated at close of trading on 27-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
27-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,085.0 |
4,975.0 |
-110.0 |
-2.2% |
5,216.0 |
High |
5,101.0 |
4,976.0 |
-125.0 |
-2.5% |
5,254.0 |
Low |
4,952.0 |
4,929.0 |
-23.0 |
-0.5% |
4,952.0 |
Close |
4,973.0 |
4,951.0 |
-22.0 |
-0.4% |
4,973.0 |
Range |
149.0 |
47.0 |
-102.0 |
-68.5% |
302.0 |
ATR |
65.5 |
64.1 |
-1.3 |
-2.0% |
0.0 |
Volume |
47,269 |
25,752 |
-21,517 |
-45.5% |
156,400 |
|
Daily Pivots for day following 27-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.0 |
5,069.0 |
4,976.9 |
|
R3 |
5,046.0 |
5,022.0 |
4,963.9 |
|
R2 |
4,999.0 |
4,999.0 |
4,959.6 |
|
R1 |
4,975.0 |
4,975.0 |
4,955.3 |
4,963.5 |
PP |
4,952.0 |
4,952.0 |
4,952.0 |
4,946.3 |
S1 |
4,928.0 |
4,928.0 |
4,946.7 |
4,916.5 |
S2 |
4,905.0 |
4,905.0 |
4,942.4 |
|
S3 |
4,858.0 |
4,881.0 |
4,938.1 |
|
S4 |
4,811.0 |
4,834.0 |
4,925.2 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,965.7 |
5,771.3 |
5,139.1 |
|
R3 |
5,663.7 |
5,469.3 |
5,056.1 |
|
R2 |
5,361.7 |
5,361.7 |
5,028.4 |
|
R1 |
5,167.3 |
5,167.3 |
5,000.7 |
5,113.5 |
PP |
5,059.7 |
5,059.7 |
5,059.7 |
5,032.8 |
S1 |
4,865.3 |
4,865.3 |
4,945.3 |
4,811.5 |
S2 |
4,757.7 |
4,757.7 |
4,917.6 |
|
S3 |
4,455.7 |
4,563.3 |
4,890.0 |
|
S4 |
4,153.7 |
4,261.3 |
4,806.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,224.0 |
4,929.0 |
295.0 |
6.0% |
84.8 |
1.7% |
7% |
False |
True |
32,119 |
10 |
5,258.0 |
4,929.0 |
329.0 |
6.6% |
68.2 |
1.4% |
7% |
False |
True |
27,541 |
20 |
5,258.0 |
4,929.0 |
329.0 |
6.6% |
56.9 |
1.1% |
7% |
False |
True |
24,066 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.8 |
1.0% |
19% |
False |
False |
24,270 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.2 |
1.0% |
19% |
False |
False |
24,061 |
80 |
5,258.0 |
4,842.0 |
416.0 |
8.4% |
42.4 |
0.9% |
26% |
False |
False |
18,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,175.8 |
2.618 |
5,099.0 |
1.618 |
5,052.0 |
1.000 |
5,023.0 |
0.618 |
5,005.0 |
HIGH |
4,976.0 |
0.618 |
4,958.0 |
0.500 |
4,952.5 |
0.382 |
4,947.0 |
LOW |
4,929.0 |
0.618 |
4,900.0 |
1.000 |
4,882.0 |
1.618 |
4,853.0 |
2.618 |
4,806.0 |
4.250 |
4,729.3 |
|
|
Fisher Pivots for day following 27-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4,952.5 |
5,044.5 |
PP |
4,952.0 |
5,013.3 |
S1 |
4,951.5 |
4,982.2 |
|