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 |
8,402.0 |
8,442.0 |
40.0 |
0.5% |
8,449.0 |
High |
8,530.0 |
8,451.0 |
-79.0 |
-0.9% |
8,561.0 |
Low |
8,395.5 |
8,317.0 |
-78.5 |
-0.9% |
8,261.0 |
Close |
8,496.0 |
8,338.0 |
-158.0 |
-1.9% |
8,310.5 |
Range |
134.5 |
134.0 |
-0.5 |
-0.4% |
300.0 |
ATR |
126.8 |
130.6 |
3.7 |
2.9% |
0.0 |
Volume |
111,674 |
106,936 |
-4,738 |
-4.2% |
547,002 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,770.7 |
8,688.3 |
8,411.7 |
|
R3 |
8,636.7 |
8,554.3 |
8,374.9 |
|
R2 |
8,502.7 |
8,502.7 |
8,362.6 |
|
R1 |
8,420.3 |
8,420.3 |
8,350.3 |
8,394.5 |
PP |
8,368.7 |
8,368.7 |
8,368.7 |
8,355.8 |
S1 |
8,286.3 |
8,286.3 |
8,325.7 |
8,260.5 |
S2 |
8,234.7 |
8,234.7 |
8,313.4 |
|
S3 |
8,100.7 |
8,152.3 |
8,301.2 |
|
S4 |
7,966.7 |
8,018.3 |
8,264.3 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,277.5 |
9,094.0 |
8,475.5 |
|
R3 |
8,977.5 |
8,794.0 |
8,393.0 |
|
R2 |
8,677.5 |
8,677.5 |
8,365.5 |
|
R1 |
8,494.0 |
8,494.0 |
8,338.0 |
8,435.8 |
PP |
8,377.5 |
8,377.5 |
8,377.5 |
8,348.4 |
S1 |
8,194.0 |
8,194.0 |
8,283.0 |
8,135.8 |
S2 |
8,077.5 |
8,077.5 |
8,255.5 |
|
S3 |
7,777.5 |
7,894.0 |
8,228.0 |
|
S4 |
7,477.5 |
7,594.0 |
8,145.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,561.0 |
8,261.0 |
300.0 |
3.6% |
135.3 |
1.6% |
26% |
False |
False |
121,643 |
10 |
8,561.0 |
8,261.0 |
300.0 |
3.6% |
114.4 |
1.4% |
26% |
False |
False |
107,596 |
20 |
8,561.0 |
7,896.0 |
665.0 |
8.0% |
105.4 |
1.3% |
66% |
False |
False |
103,333 |
40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
118.9 |
1.4% |
80% |
False |
False |
115,522 |
60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
112.1 |
1.3% |
80% |
False |
False |
104,759 |
80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
110.4 |
1.3% |
80% |
False |
False |
78,774 |
100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
101.4 |
1.2% |
80% |
False |
False |
63,127 |
120 |
8,561.0 |
7,408.5 |
1,152.5 |
13.8% |
94.0 |
1.1% |
81% |
False |
False |
52,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,020.5 |
2.618 |
8,801.8 |
1.618 |
8,667.8 |
1.000 |
8,585.0 |
0.618 |
8,533.8 |
HIGH |
8,451.0 |
0.618 |
8,399.8 |
0.500 |
8,384.0 |
0.382 |
8,368.2 |
LOW |
8,317.0 |
0.618 |
8,234.2 |
1.000 |
8,183.0 |
1.618 |
8,100.2 |
2.618 |
7,966.2 |
4.250 |
7,747.5 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,384.0 |
8,395.5 |
PP |
8,368.7 |
8,376.3 |
S1 |
8,353.3 |
8,357.2 |
|