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 |
987.2 |
992.7 |
5.5 |
0.6% |
985.4 |
High |
995.7 |
994.6 |
-1.1 |
-0.1% |
1,005.6 |
Low |
983.5 |
979.4 |
-4.1 |
-0.4% |
978.1 |
Close |
993.0 |
983.1 |
-9.9 |
-1.0% |
983.1 |
Range |
12.2 |
15.2 |
3.0 |
24.6% |
27.5 |
ATR |
14.6 |
14.7 |
0.0 |
0.3% |
0.0 |
Volume |
84,388 |
128,529 |
44,141 |
52.3% |
453,399 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,031.3 |
1,022.5 |
991.5 |
|
R3 |
1,016.0 |
1,007.3 |
987.3 |
|
R2 |
1,001.0 |
1,001.0 |
986.0 |
|
R1 |
992.0 |
992.0 |
984.5 |
988.8 |
PP |
985.8 |
985.8 |
985.8 |
984.0 |
S1 |
976.8 |
976.8 |
981.8 |
973.8 |
S2 |
970.5 |
970.5 |
980.3 |
|
S3 |
955.3 |
961.5 |
979.0 |
|
S4 |
940.0 |
946.5 |
974.8 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.5 |
1,054.8 |
998.3 |
|
R3 |
1,044.0 |
1,027.3 |
990.8 |
|
R2 |
1,016.5 |
1,016.5 |
988.3 |
|
R1 |
999.8 |
999.8 |
985.5 |
994.3 |
PP |
989.0 |
989.0 |
989.0 |
986.3 |
S1 |
972.3 |
972.3 |
980.5 |
966.8 |
S2 |
961.5 |
961.5 |
978.0 |
|
S3 |
934.0 |
944.8 |
975.5 |
|
S4 |
906.5 |
917.3 |
968.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,005.6 |
971.2 |
34.4 |
3.5% |
16.0 |
1.6% |
35% |
False |
False |
91,162 |
10 |
1,008.4 |
968.0 |
40.4 |
4.1% |
16.0 |
1.6% |
37% |
False |
False |
99,652 |
20 |
1,008.4 |
934.6 |
73.8 |
7.5% |
13.5 |
1.4% |
66% |
False |
False |
93,287 |
40 |
1,008.4 |
894.2 |
114.2 |
11.6% |
15.3 |
1.5% |
78% |
False |
False |
105,044 |
60 |
1,008.4 |
894.2 |
114.2 |
11.6% |
13.8 |
1.4% |
78% |
False |
False |
109,543 |
80 |
1,008.4 |
889.0 |
119.4 |
12.1% |
12.5 |
1.3% |
79% |
False |
False |
83,194 |
100 |
1,008.4 |
868.0 |
140.4 |
14.3% |
10.5 |
1.1% |
82% |
False |
False |
66,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.3 |
2.618 |
1,034.5 |
1.618 |
1,019.3 |
1.000 |
1,009.8 |
0.618 |
1,004.0 |
HIGH |
994.5 |
0.618 |
988.8 |
0.500 |
987.0 |
0.382 |
985.3 |
LOW |
979.5 |
0.618 |
970.0 |
1.000 |
964.3 |
1.618 |
954.8 |
2.618 |
939.5 |
4.250 |
914.8 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
987.0 |
987.0 |
PP |
985.8 |
985.8 |
S1 |
984.5 |
984.3 |
|