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 |
1,654.25 |
1,646.50 |
-7.75 |
-0.5% |
1,662.50 |
High |
1,656.75 |
1,660.75 |
4.00 |
0.2% |
1,685.75 |
Low |
1,638.00 |
1,641.00 |
3.00 |
0.2% |
1,632.75 |
Close |
1,647.00 |
1,653.50 |
6.50 |
0.4% |
1,650.50 |
Range |
18.75 |
19.75 |
1.00 |
5.3% |
53.00 |
ATR |
18.98 |
19.04 |
0.05 |
0.3% |
0.00 |
Volume |
2,129,262 |
1,773,923 |
-355,339 |
-16.7% |
11,047,486 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.00 |
1,702.00 |
1,664.25 |
|
R3 |
1,691.25 |
1,682.25 |
1,659.00 |
|
R2 |
1,671.50 |
1,671.50 |
1,657.00 |
|
R1 |
1,662.50 |
1,662.50 |
1,655.25 |
1,667.00 |
PP |
1,651.75 |
1,651.75 |
1,651.75 |
1,654.00 |
S1 |
1,642.75 |
1,642.75 |
1,651.75 |
1,647.25 |
S2 |
1,632.00 |
1,632.00 |
1,650.00 |
|
S3 |
1,612.25 |
1,623.00 |
1,648.00 |
|
S4 |
1,592.50 |
1,603.25 |
1,642.75 |
|
|
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 |
1,672.75 |
1,632.75 |
40.00 |
2.4% |
22.75 |
1.4% |
52% |
False |
False |
2,125,407 |
10 |
1,685.75 |
1,632.75 |
53.00 |
3.2% |
20.75 |
1.3% |
39% |
False |
False |
2,088,623 |
20 |
1,685.75 |
1,578.75 |
107.00 |
6.5% |
17.75 |
1.1% |
70% |
False |
False |
1,873,929 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.4% |
18.75 |
1.1% |
79% |
False |
False |
1,874,546 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.4% |
17.25 |
1.0% |
79% |
False |
False |
1,816,459 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.7% |
17.00 |
1.0% |
85% |
False |
False |
1,370,255 |
100 |
1,685.75 |
1,440.00 |
245.75 |
14.9% |
15.75 |
1.0% |
87% |
False |
False |
1,096,613 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.7% |
15.75 |
1.0% |
90% |
False |
False |
914,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.75 |
2.618 |
1,712.50 |
1.618 |
1,692.75 |
1.000 |
1,680.50 |
0.618 |
1,673.00 |
HIGH |
1,660.75 |
0.618 |
1,653.25 |
0.500 |
1,651.00 |
0.382 |
1,648.50 |
LOW |
1,641.00 |
0.618 |
1,628.75 |
1.000 |
1,621.25 |
1.618 |
1,609.00 |
2.618 |
1,589.25 |
4.250 |
1,557.00 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,652.50 |
1,655.50 |
PP |
1,651.75 |
1,654.75 |
S1 |
1,651.00 |
1,654.00 |
|