Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,646.50 |
1,653.75 |
7.25 |
0.4% |
1,650.00 |
High |
1,660.75 |
1,658.00 |
-2.75 |
-0.2% |
1,672.75 |
Low |
1,641.00 |
1,626.25 |
-14.75 |
-0.9% |
1,626.25 |
Close |
1,653.50 |
1,629.00 |
-24.50 |
-1.5% |
1,629.00 |
Range |
19.75 |
31.75 |
12.00 |
60.8% |
46.50 |
ATR |
19.04 |
19.95 |
0.91 |
4.8% |
0.00 |
Volume |
1,773,923 |
2,559,471 |
785,548 |
44.3% |
8,554,207 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.00 |
1,712.75 |
1,646.50 |
|
R3 |
1,701.25 |
1,681.00 |
1,637.75 |
|
R2 |
1,669.50 |
1,669.50 |
1,634.75 |
|
R1 |
1,649.25 |
1,649.25 |
1,632.00 |
1,643.50 |
PP |
1,637.75 |
1,637.75 |
1,637.75 |
1,635.00 |
S1 |
1,617.50 |
1,617.50 |
1,626.00 |
1,611.75 |
S2 |
1,606.00 |
1,606.00 |
1,623.25 |
|
S3 |
1,574.25 |
1,585.75 |
1,620.25 |
|
S4 |
1,542.50 |
1,554.00 |
1,611.50 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.25 |
1,752.00 |
1,654.50 |
|
R3 |
1,735.75 |
1,705.50 |
1,641.75 |
|
R2 |
1,689.25 |
1,689.25 |
1,637.50 |
|
R1 |
1,659.00 |
1,659.00 |
1,633.25 |
1,651.00 |
PP |
1,642.75 |
1,642.75 |
1,642.75 |
1,638.50 |
S1 |
1,612.50 |
1,612.50 |
1,624.75 |
1,604.50 |
S2 |
1,596.25 |
1,596.25 |
1,620.50 |
|
S3 |
1,549.75 |
1,566.00 |
1,616.25 |
|
S4 |
1,503.25 |
1,519.50 |
1,603.50 |
|
|
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 |
1,626.25 |
46.50 |
2.9% |
24.00 |
1.5% |
6% |
False |
True |
2,101,015 |
10 |
1,685.75 |
1,626.25 |
59.50 |
3.7% |
22.75 |
1.4% |
5% |
False |
True |
2,152,562 |
20 |
1,685.75 |
1,589.50 |
96.25 |
5.9% |
18.50 |
1.1% |
41% |
False |
False |
1,919,261 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.5% |
19.25 |
1.2% |
63% |
False |
False |
1,888,415 |
60 |
1,685.75 |
1,529.50 |
156.25 |
9.6% |
17.50 |
1.1% |
64% |
False |
False |
1,849,794 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.9% |
17.00 |
1.1% |
73% |
False |
False |
1,402,146 |
100 |
1,685.75 |
1,440.00 |
245.75 |
15.1% |
16.00 |
1.0% |
77% |
False |
False |
1,122,197 |
120 |
1,685.75 |
1,375.75 |
310.00 |
19.0% |
16.00 |
1.0% |
82% |
False |
False |
935,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,793.00 |
2.618 |
1,741.00 |
1.618 |
1,709.25 |
1.000 |
1,689.75 |
0.618 |
1,677.50 |
HIGH |
1,658.00 |
0.618 |
1,645.75 |
0.500 |
1,642.00 |
0.382 |
1,638.50 |
LOW |
1,626.25 |
0.618 |
1,606.75 |
1.000 |
1,594.50 |
1.618 |
1,575.00 |
2.618 |
1,543.25 |
4.250 |
1,491.25 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,642.00 |
1,643.50 |
PP |
1,637.75 |
1,638.75 |
S1 |
1,633.50 |
1,633.75 |
|