Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,651.25 |
1,650.00 |
-1.25 |
-0.1% |
1,662.50 |
High |
1,655.25 |
1,672.75 |
17.50 |
1.1% |
1,685.75 |
Low |
1,634.50 |
1,644.25 |
9.75 |
0.6% |
1,632.75 |
Close |
1,650.50 |
1,654.50 |
4.00 |
0.2% |
1,650.50 |
Range |
20.75 |
28.50 |
7.75 |
37.3% |
53.00 |
ATR |
18.27 |
19.00 |
0.73 |
4.0% |
0.00 |
Volume |
1,950,868 |
2,091,551 |
140,683 |
7.2% |
11,047,486 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.75 |
1,727.00 |
1,670.25 |
|
R3 |
1,714.25 |
1,698.50 |
1,662.25 |
|
R2 |
1,685.75 |
1,685.75 |
1,659.75 |
|
R1 |
1,670.00 |
1,670.00 |
1,657.00 |
1,678.00 |
PP |
1,657.25 |
1,657.25 |
1,657.25 |
1,661.00 |
S1 |
1,641.50 |
1,641.50 |
1,652.00 |
1,649.50 |
S2 |
1,628.75 |
1,628.75 |
1,649.25 |
|
S3 |
1,600.25 |
1,613.00 |
1,646.75 |
|
S4 |
1,571.75 |
1,584.50 |
1,638.75 |
|
|
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% |
25.50 |
1.5% |
41% |
False |
False |
2,277,839 |
10 |
1,685.75 |
1,626.50 |
59.25 |
3.6% |
20.75 |
1.3% |
47% |
False |
False |
2,112,502 |
20 |
1,685.75 |
1,576.00 |
109.75 |
6.6% |
17.50 |
1.1% |
72% |
False |
False |
1,829,910 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.4% |
18.75 |
1.1% |
80% |
False |
False |
1,873,938 |
60 |
1,685.75 |
1,501.50 |
184.25 |
11.1% |
17.25 |
1.0% |
83% |
False |
False |
1,758,335 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.7% |
16.75 |
1.0% |
85% |
False |
False |
1,321,520 |
100 |
1,685.75 |
1,440.00 |
245.75 |
14.9% |
15.75 |
0.9% |
87% |
False |
False |
1,057,618 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.7% |
15.75 |
1.0% |
90% |
False |
False |
881,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,794.00 |
2.618 |
1,747.25 |
1.618 |
1,718.75 |
1.000 |
1,701.25 |
0.618 |
1,690.25 |
HIGH |
1,672.75 |
0.618 |
1,661.75 |
0.500 |
1,658.50 |
0.382 |
1,655.25 |
LOW |
1,644.25 |
0.618 |
1,626.75 |
1.000 |
1,615.75 |
1.618 |
1,598.25 |
2.618 |
1,569.75 |
4.250 |
1,523.00 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,658.50 |
1,654.00 |
PP |
1,657.25 |
1,653.25 |
S1 |
1,655.75 |
1,652.75 |
|