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 |
14,325 |
14,465 |
140 |
1.0% |
15,320 |
High |
14,690 |
14,580 |
-110 |
-0.7% |
16,050 |
Low |
13,715 |
13,870 |
155 |
1.1% |
14,000 |
Close |
14,430 |
14,015 |
-415 |
-2.9% |
14,330 |
Range |
975 |
710 |
-265 |
-27.2% |
2,050 |
ATR |
452 |
471 |
18 |
4.1% |
0 |
Volume |
46,795 |
28,549 |
-18,246 |
-39.0% |
141,079 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,285 |
15,860 |
14,406 |
|
R3 |
15,575 |
15,150 |
14,210 |
|
R2 |
14,865 |
14,865 |
14,145 |
|
R1 |
14,440 |
14,440 |
14,080 |
14,298 |
PP |
14,155 |
14,155 |
14,155 |
14,084 |
S1 |
13,730 |
13,730 |
13,950 |
13,588 |
S2 |
13,445 |
13,445 |
13,885 |
|
S3 |
12,735 |
13,020 |
13,820 |
|
S4 |
12,025 |
12,310 |
13,625 |
|
|
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 |
16.7% |
923 |
6.6% |
13% |
False |
False |
38,798 |
10 |
16,050 |
13,715 |
2,335 |
16.7% |
604 |
4.3% |
13% |
False |
False |
25,846 |
20 |
16,050 |
13,695 |
2,355 |
16.8% |
425 |
3.0% |
14% |
False |
False |
18,150 |
40 |
16,050 |
12,150 |
3,900 |
27.8% |
371 |
2.6% |
48% |
False |
False |
17,976 |
60 |
16,050 |
11,710 |
4,340 |
31.0% |
327 |
2.3% |
53% |
False |
False |
17,008 |
80 |
16,050 |
11,030 |
5,020 |
35.8% |
296 |
2.1% |
59% |
False |
False |
13,204 |
100 |
16,050 |
10,355 |
5,695 |
40.6% |
265 |
1.9% |
64% |
False |
False |
10,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,598 |
2.618 |
16,439 |
1.618 |
15,729 |
1.000 |
15,290 |
0.618 |
15,019 |
HIGH |
14,580 |
0.618 |
14,309 |
0.500 |
14,225 |
0.382 |
14,141 |
LOW |
13,870 |
0.618 |
13,431 |
1.000 |
13,160 |
1.618 |
12,721 |
2.618 |
12,011 |
4.250 |
10,853 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,225 |
14,383 |
PP |
14,155 |
14,260 |
S1 |
14,085 |
14,138 |
|