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 |
14,465 |
13,995 |
-470 |
-3.2% |
15,320 |
High |
14,580 |
14,125 |
-455 |
-3.1% |
16,050 |
Low |
13,870 |
13,565 |
-305 |
-2.2% |
14,000 |
Close |
14,015 |
13,830 |
-185 |
-1.3% |
14,330 |
Range |
710 |
560 |
-150 |
-21.1% |
2,050 |
ATR |
471 |
477 |
6 |
1.4% |
0 |
Volume |
28,549 |
44,031 |
15,482 |
54.2% |
141,079 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,520 |
15,235 |
14,138 |
|
R3 |
14,960 |
14,675 |
13,984 |
|
R2 |
14,400 |
14,400 |
13,933 |
|
R1 |
14,115 |
14,115 |
13,881 |
13,978 |
PP |
13,840 |
13,840 |
13,840 |
13,771 |
S1 |
13,555 |
13,555 |
13,779 |
13,418 |
S2 |
13,280 |
13,280 |
13,727 |
|
S3 |
12,720 |
12,995 |
13,676 |
|
S4 |
12,160 |
12,435 |
13,522 |
|
|
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 |
15,975 |
13,565 |
2,410 |
17.4% |
921 |
6.7% |
11% |
False |
True |
41,978 |
10 |
16,050 |
13,565 |
2,485 |
18.0% |
638 |
4.6% |
11% |
False |
True |
28,779 |
20 |
16,050 |
13,565 |
2,485 |
18.0% |
447 |
3.2% |
11% |
False |
True |
20,135 |
40 |
16,050 |
12,150 |
3,900 |
28.2% |
379 |
2.7% |
43% |
False |
False |
18,714 |
60 |
16,050 |
11,840 |
4,210 |
30.4% |
334 |
2.4% |
47% |
False |
False |
17,230 |
80 |
16,050 |
11,030 |
5,020 |
36.3% |
301 |
2.2% |
56% |
False |
False |
13,754 |
100 |
16,050 |
10,355 |
5,695 |
41.2% |
269 |
1.9% |
61% |
False |
False |
11,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,505 |
2.618 |
15,591 |
1.618 |
15,031 |
1.000 |
14,685 |
0.618 |
14,471 |
HIGH |
14,125 |
0.618 |
13,911 |
0.500 |
13,845 |
0.382 |
13,779 |
LOW |
13,565 |
0.618 |
13,219 |
1.000 |
13,005 |
1.618 |
12,659 |
2.618 |
12,099 |
4.250 |
11,185 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
13,845 |
14,128 |
PP |
13,840 |
14,028 |
S1 |
13,835 |
13,929 |
|