Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,820 |
14,325 |
-495 |
-3.3% |
15,320 |
High |
15,050 |
14,690 |
-360 |
-2.4% |
16,050 |
Low |
14,000 |
13,715 |
-285 |
-2.0% |
14,000 |
Close |
14,330 |
14,430 |
100 |
0.7% |
14,330 |
Range |
1,050 |
975 |
-75 |
-7.1% |
2,050 |
ATR |
412 |
452 |
40 |
9.8% |
0 |
Volume |
51,670 |
46,795 |
-4,875 |
-9.4% |
141,079 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,203 |
16,792 |
14,966 |
|
R3 |
16,228 |
15,817 |
14,698 |
|
R2 |
15,253 |
15,253 |
14,609 |
|
R1 |
14,842 |
14,842 |
14,520 |
15,048 |
PP |
14,278 |
14,278 |
14,278 |
14,381 |
S1 |
13,867 |
13,867 |
14,341 |
14,073 |
S2 |
13,303 |
13,303 |
14,251 |
|
S3 |
12,328 |
12,892 |
14,162 |
|
S4 |
11,353 |
11,917 |
13,894 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,943 |
19,687 |
15,458 |
|
R3 |
18,893 |
17,637 |
14,894 |
|
R2 |
16,843 |
16,843 |
14,706 |
|
R1 |
15,587 |
15,587 |
14,518 |
15,190 |
PP |
14,793 |
14,793 |
14,793 |
14,595 |
S1 |
13,537 |
13,537 |
14,142 |
13,140 |
S2 |
12,743 |
12,743 |
13,954 |
|
S3 |
10,693 |
11,487 |
13,766 |
|
S4 |
8,643 |
9,437 |
13,203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,050 |
13,715 |
2,335 |
16.2% |
833 |
5.8% |
31% |
False |
True |
35,185 |
10 |
16,050 |
13,715 |
2,335 |
16.2% |
565 |
3.9% |
31% |
False |
True |
24,069 |
20 |
16,050 |
13,695 |
2,355 |
16.3% |
396 |
2.7% |
31% |
False |
False |
17,189 |
40 |
16,050 |
11,870 |
4,180 |
29.0% |
364 |
2.5% |
61% |
False |
False |
17,588 |
60 |
16,050 |
11,645 |
4,405 |
30.5% |
318 |
2.2% |
63% |
False |
False |
16,896 |
80 |
16,050 |
11,030 |
5,020 |
34.8% |
289 |
2.0% |
68% |
False |
False |
12,847 |
100 |
16,050 |
10,355 |
5,695 |
39.5% |
258 |
1.8% |
72% |
False |
False |
10,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,834 |
2.618 |
17,243 |
1.618 |
16,268 |
1.000 |
15,665 |
0.618 |
15,293 |
HIGH |
14,690 |
0.618 |
14,318 |
0.500 |
14,203 |
0.382 |
14,088 |
LOW |
13,715 |
0.618 |
13,113 |
1.000 |
12,740 |
1.618 |
12,138 |
2.618 |
11,163 |
4.250 |
9,571 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,354 |
14,845 |
PP |
14,278 |
14,707 |
S1 |
14,203 |
14,568 |
|