Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
13,995 |
13,825 |
-170 |
-1.2% |
14,325 |
High |
14,125 |
13,955 |
-170 |
-1.2% |
14,690 |
Low |
13,565 |
13,450 |
-115 |
-0.8% |
13,450 |
Close |
13,830 |
13,465 |
-365 |
-2.6% |
13,465 |
Range |
560 |
505 |
-55 |
-9.8% |
1,240 |
ATR |
477 |
479 |
2 |
0.4% |
0 |
Volume |
44,031 |
32,864 |
-11,167 |
-25.4% |
152,239 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,138 |
14,807 |
13,743 |
|
R3 |
14,633 |
14,302 |
13,604 |
|
R2 |
14,128 |
14,128 |
13,558 |
|
R1 |
13,797 |
13,797 |
13,511 |
13,710 |
PP |
13,623 |
13,623 |
13,623 |
13,580 |
S1 |
13,292 |
13,292 |
13,419 |
13,205 |
S2 |
13,118 |
13,118 |
13,373 |
|
S3 |
12,613 |
12,787 |
13,326 |
|
S4 |
12,108 |
12,282 |
13,187 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,588 |
16,767 |
14,147 |
|
R3 |
16,348 |
15,527 |
13,806 |
|
R2 |
15,108 |
15,108 |
13,692 |
|
R1 |
14,287 |
14,287 |
13,579 |
14,078 |
PP |
13,868 |
13,868 |
13,868 |
13,764 |
S1 |
13,047 |
13,047 |
13,351 |
12,838 |
S2 |
12,628 |
12,628 |
13,238 |
|
S3 |
11,388 |
11,807 |
13,124 |
|
S4 |
10,148 |
10,567 |
12,783 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,050 |
13,450 |
1,600 |
11.9% |
760 |
5.6% |
1% |
False |
True |
40,781 |
10 |
16,050 |
13,450 |
2,600 |
19.3% |
657 |
4.9% |
1% |
False |
True |
30,801 |
20 |
16,050 |
13,450 |
2,600 |
19.3% |
460 |
3.4% |
1% |
False |
True |
21,298 |
40 |
16,050 |
12,830 |
3,220 |
23.9% |
368 |
2.7% |
20% |
False |
False |
18,726 |
60 |
16,050 |
11,870 |
4,180 |
31.0% |
337 |
2.5% |
38% |
False |
False |
17,221 |
80 |
16,050 |
11,030 |
5,020 |
37.3% |
304 |
2.3% |
49% |
False |
False |
14,164 |
100 |
16,050 |
10,355 |
5,695 |
42.3% |
273 |
2.0% |
55% |
False |
False |
11,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,101 |
2.618 |
15,277 |
1.618 |
14,772 |
1.000 |
14,460 |
0.618 |
14,267 |
HIGH |
13,955 |
0.618 |
13,762 |
0.500 |
13,703 |
0.382 |
13,643 |
LOW |
13,450 |
0.618 |
13,138 |
1.000 |
12,945 |
1.618 |
12,633 |
2.618 |
12,128 |
4.250 |
11,304 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
13,703 |
14,015 |
PP |
13,623 |
13,832 |
S1 |
13,544 |
13,648 |
|