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 |
4,971.0 |
4,963.0 |
-8.0 |
-0.2% |
5,216.0 |
High |
4,996.0 |
4,963.0 |
-33.0 |
-0.7% |
5,254.0 |
Low |
4,958.0 |
4,902.0 |
-56.0 |
-1.1% |
4,952.0 |
Close |
4,981.0 |
4,942.0 |
-39.0 |
-0.8% |
4,973.0 |
Range |
38.0 |
61.0 |
23.0 |
60.5% |
302.0 |
ATR |
60.5 |
61.9 |
1.3 |
2.2% |
0.0 |
Volume |
29,371 |
30,394 |
1,023 |
3.5% |
156,400 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,118.7 |
5,091.3 |
4,975.6 |
|
R3 |
5,057.7 |
5,030.3 |
4,958.8 |
|
R2 |
4,996.7 |
4,996.7 |
4,953.2 |
|
R1 |
4,969.3 |
4,969.3 |
4,947.6 |
4,952.5 |
PP |
4,935.7 |
4,935.7 |
4,935.7 |
4,927.3 |
S1 |
4,908.3 |
4,908.3 |
4,936.4 |
4,891.5 |
S2 |
4,874.7 |
4,874.7 |
4,930.8 |
|
S3 |
4,813.7 |
4,847.3 |
4,925.2 |
|
S4 |
4,752.7 |
4,786.3 |
4,908.5 |
|
|
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 |
5,101.0 |
4,902.0 |
199.0 |
4.0% |
66.6 |
1.3% |
20% |
False |
True |
31,733 |
10 |
5,254.0 |
4,902.0 |
352.0 |
7.1% |
64.2 |
1.3% |
11% |
False |
True |
28,811 |
20 |
5,258.0 |
4,902.0 |
356.0 |
7.2% |
57.8 |
1.2% |
11% |
False |
True |
25,295 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.2 |
1.0% |
16% |
False |
False |
24,258 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.7 |
1.0% |
16% |
False |
False |
25,481 |
80 |
5,258.0 |
4,842.0 |
416.0 |
8.4% |
44.1 |
0.9% |
24% |
False |
False |
19,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,222.3 |
2.618 |
5,122.7 |
1.618 |
5,061.7 |
1.000 |
5,024.0 |
0.618 |
5,000.7 |
HIGH |
4,963.0 |
0.618 |
4,939.7 |
0.500 |
4,932.5 |
0.382 |
4,925.3 |
LOW |
4,902.0 |
0.618 |
4,864.3 |
1.000 |
4,841.0 |
1.618 |
4,803.3 |
2.618 |
4,742.3 |
4.250 |
4,642.8 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4,938.8 |
4,949.0 |
PP |
4,935.7 |
4,946.7 |
S1 |
4,932.5 |
4,944.3 |
|