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 |
15,369 |
15,292 |
-77 |
-0.5% |
15,301 |
High |
15,390 |
15,389 |
-1 |
0.0% |
15,523 |
Low |
15,209 |
15,239 |
30 |
0.2% |
15,143 |
Close |
15,290 |
15,319 |
29 |
0.2% |
15,307 |
Range |
181 |
150 |
-31 |
-17.1% |
380 |
ATR |
149 |
149 |
0 |
0.0% |
0 |
Volume |
192,421 |
144,225 |
-48,196 |
-25.0% |
937,164 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,766 |
15,692 |
15,402 |
|
R3 |
15,616 |
15,542 |
15,360 |
|
R2 |
15,466 |
15,466 |
15,347 |
|
R1 |
15,392 |
15,392 |
15,333 |
15,429 |
PP |
15,316 |
15,316 |
15,316 |
15,334 |
S1 |
15,242 |
15,242 |
15,305 |
15,279 |
S2 |
15,166 |
15,166 |
15,292 |
|
S3 |
15,016 |
15,092 |
15,278 |
|
S4 |
14,866 |
14,942 |
15,237 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,464 |
16,266 |
15,516 |
|
R3 |
16,084 |
15,886 |
15,412 |
|
R2 |
15,704 |
15,704 |
15,377 |
|
R1 |
15,506 |
15,506 |
15,342 |
15,605 |
PP |
15,324 |
15,324 |
15,324 |
15,374 |
S1 |
15,126 |
15,126 |
15,272 |
15,225 |
S2 |
14,944 |
14,944 |
15,237 |
|
S3 |
14,564 |
14,746 |
15,203 |
|
S4 |
14,184 |
14,366 |
15,098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,508 |
15,143 |
365 |
2.4% |
185 |
1.2% |
48% |
False |
False |
187,755 |
10 |
15,523 |
15,143 |
380 |
2.5% |
161 |
1.0% |
46% |
False |
False |
170,487 |
20 |
15,523 |
14,644 |
879 |
5.7% |
140 |
0.9% |
77% |
False |
False |
144,291 |
40 |
15,523 |
14,361 |
1,162 |
7.6% |
146 |
0.9% |
82% |
False |
False |
150,559 |
60 |
15,523 |
14,170 |
1,353 |
8.8% |
135 |
0.9% |
85% |
False |
False |
141,927 |
80 |
15,523 |
13,681 |
1,842 |
12.0% |
130 |
0.9% |
89% |
False |
False |
106,619 |
100 |
15,523 |
13,170 |
2,353 |
15.4% |
115 |
0.7% |
91% |
False |
False |
85,308 |
120 |
15,523 |
12,700 |
2,823 |
18.4% |
106 |
0.7% |
93% |
False |
False |
71,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,027 |
2.618 |
15,782 |
1.618 |
15,632 |
1.000 |
15,539 |
0.618 |
15,482 |
HIGH |
15,389 |
0.618 |
15,332 |
0.500 |
15,314 |
0.382 |
15,296 |
LOW |
15,239 |
0.618 |
15,146 |
1.000 |
15,089 |
1.618 |
14,996 |
2.618 |
14,846 |
4.250 |
14,602 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,317 |
15,359 |
PP |
15,316 |
15,345 |
S1 |
15,314 |
15,332 |
|