Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,650.00 |
1,654.25 |
4.25 |
0.3% |
1,662.50 |
High |
1,672.75 |
1,656.75 |
-16.00 |
-1.0% |
1,685.75 |
Low |
1,644.25 |
1,638.00 |
-6.25 |
-0.4% |
1,632.75 |
Close |
1,654.50 |
1,647.00 |
-7.50 |
-0.5% |
1,650.50 |
Range |
28.50 |
18.75 |
-9.75 |
-34.2% |
53.00 |
ATR |
19.00 |
18.98 |
-0.02 |
-0.1% |
0.00 |
Volume |
2,091,551 |
2,129,262 |
37,711 |
1.8% |
11,047,486 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.50 |
1,694.00 |
1,657.25 |
|
R3 |
1,684.75 |
1,675.25 |
1,652.25 |
|
R2 |
1,666.00 |
1,666.00 |
1,650.50 |
|
R1 |
1,656.50 |
1,656.50 |
1,648.75 |
1,652.00 |
PP |
1,647.25 |
1,647.25 |
1,647.25 |
1,645.00 |
S1 |
1,637.75 |
1,637.75 |
1,645.25 |
1,633.00 |
S2 |
1,628.50 |
1,628.50 |
1,643.50 |
|
S3 |
1,609.75 |
1,619.00 |
1,641.75 |
|
S4 |
1,591.00 |
1,600.25 |
1,636.75 |
|
|
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% |
26.75 |
1.6% |
27% |
False |
False |
2,364,752 |
10 |
1,685.75 |
1,632.75 |
53.00 |
3.2% |
20.50 |
1.2% |
27% |
False |
False |
2,123,562 |
20 |
1,685.75 |
1,576.00 |
109.75 |
6.7% |
17.75 |
1.1% |
65% |
False |
False |
1,858,623 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.4% |
18.75 |
1.1% |
75% |
False |
False |
1,886,931 |
60 |
1,685.75 |
1,519.25 |
166.50 |
10.1% |
17.25 |
1.0% |
77% |
False |
False |
1,792,043 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.7% |
17.00 |
1.0% |
82% |
False |
False |
1,348,114 |
100 |
1,685.75 |
1,440.00 |
245.75 |
14.9% |
15.75 |
1.0% |
84% |
False |
False |
1,078,878 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.8% |
15.75 |
1.0% |
88% |
False |
False |
899,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.50 |
2.618 |
1,705.75 |
1.618 |
1,687.00 |
1.000 |
1,675.50 |
0.618 |
1,668.25 |
HIGH |
1,656.75 |
0.618 |
1,649.50 |
0.500 |
1,647.50 |
0.382 |
1,645.25 |
LOW |
1,638.00 |
0.618 |
1,626.50 |
1.000 |
1,619.25 |
1.618 |
1,607.75 |
2.618 |
1,589.00 |
4.250 |
1,558.25 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,647.50 |
1,653.50 |
PP |
1,647.25 |
1,651.50 |
S1 |
1,647.00 |
1,649.25 |
|