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 |
8,442.0 |
8,328.5 |
-113.5 |
-1.3% |
8,449.0 |
High |
8,451.0 |
8,421.5 |
-29.5 |
-0.3% |
8,561.0 |
Low |
8,317.0 |
8,298.5 |
-18.5 |
-0.2% |
8,261.0 |
Close |
8,338.0 |
8,399.0 |
61.0 |
0.7% |
8,310.5 |
Range |
134.0 |
123.0 |
-11.0 |
-8.2% |
300.0 |
ATR |
130.6 |
130.0 |
-0.5 |
-0.4% |
0.0 |
Volume |
106,936 |
127,826 |
20,890 |
19.5% |
547,002 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,742.0 |
8,693.5 |
8,466.7 |
|
R3 |
8,619.0 |
8,570.5 |
8,432.8 |
|
R2 |
8,496.0 |
8,496.0 |
8,421.6 |
|
R1 |
8,447.5 |
8,447.5 |
8,410.3 |
8,471.8 |
PP |
8,373.0 |
8,373.0 |
8,373.0 |
8,385.1 |
S1 |
8,324.5 |
8,324.5 |
8,387.7 |
8,348.8 |
S2 |
8,250.0 |
8,250.0 |
8,376.5 |
|
S3 |
8,127.0 |
8,201.5 |
8,365.2 |
|
S4 |
8,004.0 |
8,078.5 |
8,331.4 |
|
|
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 |
8,530.0 |
8,261.0 |
269.0 |
3.2% |
135.0 |
1.6% |
51% |
False |
False |
123,073 |
10 |
8,561.0 |
8,261.0 |
300.0 |
3.6% |
118.9 |
1.4% |
46% |
False |
False |
109,589 |
20 |
8,561.0 |
7,897.0 |
664.0 |
7.9% |
107.8 |
1.3% |
76% |
False |
False |
104,086 |
40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
117.7 |
1.4% |
86% |
False |
False |
116,025 |
60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
111.8 |
1.3% |
86% |
False |
False |
106,864 |
80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
111.1 |
1.3% |
86% |
False |
False |
80,370 |
100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
102.0 |
1.2% |
86% |
False |
False |
64,391 |
120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
94.7 |
1.1% |
86% |
False |
False |
54,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,944.3 |
2.618 |
8,743.5 |
1.618 |
8,620.5 |
1.000 |
8,544.5 |
0.618 |
8,497.5 |
HIGH |
8,421.5 |
0.618 |
8,374.5 |
0.500 |
8,360.0 |
0.382 |
8,345.5 |
LOW |
8,298.5 |
0.618 |
8,222.5 |
1.000 |
8,175.5 |
1.618 |
8,099.5 |
2.618 |
7,976.5 |
4.250 |
7,775.8 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,386.0 |
8,414.3 |
PP |
8,373.0 |
8,409.2 |
S1 |
8,360.0 |
8,404.1 |
|