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 |
4,948.0 |
4,971.0 |
23.0 |
0.5% |
5,216.0 |
High |
4,982.0 |
4,996.0 |
14.0 |
0.3% |
5,254.0 |
Low |
4,944.0 |
4,958.0 |
14.0 |
0.3% |
4,952.0 |
Close |
4,965.0 |
4,981.0 |
16.0 |
0.3% |
4,973.0 |
Range |
38.0 |
38.0 |
0.0 |
0.0% |
302.0 |
ATR |
62.3 |
60.5 |
-1.7 |
-2.8% |
0.0 |
Volume |
25,879 |
29,371 |
3,492 |
13.5% |
156,400 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,092.3 |
5,074.7 |
5,001.9 |
|
R3 |
5,054.3 |
5,036.7 |
4,991.5 |
|
R2 |
5,016.3 |
5,016.3 |
4,988.0 |
|
R1 |
4,998.7 |
4,998.7 |
4,984.5 |
5,007.5 |
PP |
4,978.3 |
4,978.3 |
4,978.3 |
4,982.8 |
S1 |
4,960.7 |
4,960.7 |
4,977.5 |
4,969.5 |
S2 |
4,940.3 |
4,940.3 |
4,974.0 |
|
S3 |
4,902.3 |
4,922.7 |
4,970.6 |
|
S4 |
4,864.3 |
4,884.7 |
4,960.1 |
|
|
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 |
5,160.0 |
4,929.0 |
231.0 |
4.6% |
74.2 |
1.5% |
23% |
False |
False |
33,971 |
10 |
5,254.0 |
4,929.0 |
325.0 |
6.5% |
64.9 |
1.3% |
16% |
False |
False |
28,290 |
20 |
5,258.0 |
4,929.0 |
329.0 |
6.6% |
56.9 |
1.1% |
16% |
False |
False |
24,746 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.7 |
1.0% |
27% |
False |
False |
24,390 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.5 |
1.0% |
27% |
False |
False |
24,977 |
80 |
5,258.0 |
4,842.0 |
416.0 |
8.4% |
43.4 |
0.9% |
33% |
False |
False |
18,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,157.5 |
2.618 |
5,095.5 |
1.618 |
5,057.5 |
1.000 |
5,034.0 |
0.618 |
5,019.5 |
HIGH |
4,996.0 |
0.618 |
4,981.5 |
0.500 |
4,977.0 |
0.382 |
4,972.5 |
LOW |
4,958.0 |
0.618 |
4,934.5 |
1.000 |
4,920.0 |
1.618 |
4,896.5 |
2.618 |
4,858.5 |
4.250 |
4,796.5 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4,979.7 |
4,974.8 |
PP |
4,978.3 |
4,968.7 |
S1 |
4,977.0 |
4,962.5 |
|