Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,657.50 |
1,651.25 |
-6.25 |
-0.4% |
1,662.50 |
High |
1,659.00 |
1,655.25 |
-3.75 |
-0.2% |
1,685.75 |
Low |
1,632.75 |
1,634.50 |
1.75 |
0.1% |
1,632.75 |
Close |
1,650.00 |
1,650.50 |
0.50 |
0.0% |
1,650.50 |
Range |
26.25 |
20.75 |
-5.50 |
-21.0% |
53.00 |
ATR |
18.08 |
18.27 |
0.19 |
1.1% |
0.00 |
Volume |
2,681,434 |
1,950,868 |
-730,566 |
-27.2% |
11,047,486 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.00 |
1,700.50 |
1,662.00 |
|
R3 |
1,688.25 |
1,679.75 |
1,656.25 |
|
R2 |
1,667.50 |
1,667.50 |
1,654.25 |
|
R1 |
1,659.00 |
1,659.00 |
1,652.50 |
1,653.00 |
PP |
1,646.75 |
1,646.75 |
1,646.75 |
1,643.75 |
S1 |
1,638.25 |
1,638.25 |
1,648.50 |
1,632.00 |
S2 |
1,626.00 |
1,626.00 |
1,646.75 |
|
S3 |
1,605.25 |
1,617.50 |
1,644.75 |
|
S4 |
1,584.50 |
1,596.75 |
1,639.00 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,815.25 |
1,786.00 |
1,679.75 |
|
R3 |
1,762.25 |
1,733.00 |
1,665.00 |
|
R2 |
1,709.25 |
1,709.25 |
1,660.25 |
|
R1 |
1,680.00 |
1,680.00 |
1,655.25 |
1,668.00 |
PP |
1,656.25 |
1,656.25 |
1,656.25 |
1,650.50 |
S1 |
1,627.00 |
1,627.00 |
1,645.75 |
1,615.00 |
S2 |
1,603.25 |
1,603.25 |
1,640.75 |
|
S3 |
1,550.25 |
1,574.00 |
1,636.00 |
|
S4 |
1,497.25 |
1,521.00 |
1,621.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,685.75 |
1,632.75 |
53.00 |
3.2% |
22.00 |
1.3% |
33% |
False |
False |
2,209,497 |
10 |
1,685.75 |
1,621.50 |
64.25 |
3.9% |
19.25 |
1.2% |
45% |
False |
False |
2,036,239 |
20 |
1,685.75 |
1,573.75 |
112.00 |
6.8% |
17.00 |
1.0% |
69% |
False |
False |
1,787,077 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.4% |
18.25 |
1.1% |
77% |
False |
False |
1,850,045 |
60 |
1,685.75 |
1,494.00 |
191.75 |
11.6% |
17.00 |
1.0% |
82% |
False |
False |
1,724,517 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.7% |
16.50 |
1.0% |
83% |
False |
False |
1,295,405 |
100 |
1,685.75 |
1,432.50 |
253.25 |
15.3% |
15.50 |
0.9% |
86% |
False |
False |
1,036,717 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.8% |
15.75 |
0.9% |
89% |
False |
False |
864,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.50 |
2.618 |
1,709.50 |
1.618 |
1,688.75 |
1.000 |
1,676.00 |
0.618 |
1,668.00 |
HIGH |
1,655.25 |
0.618 |
1,647.25 |
0.500 |
1,645.00 |
0.382 |
1,642.50 |
LOW |
1,634.50 |
0.618 |
1,621.75 |
1.000 |
1,613.75 |
1.618 |
1,601.00 |
2.618 |
1,580.25 |
4.250 |
1,546.25 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,648.50 |
1,659.25 |
PP |
1,646.75 |
1,656.25 |
S1 |
1,645.00 |
1,653.50 |
|