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 |
1,367.9 |
1,389.9 |
22.0 |
1.6% |
1,361.3 |
High |
1,397.1 |
1,397.1 |
0.0 |
0.0% |
1,413.3 |
Low |
1,355.0 |
1,381.1 |
26.1 |
1.9% |
1,336.3 |
Close |
1,391.8 |
1,386.6 |
-5.2 |
-0.4% |
1,386.6 |
Range |
42.1 |
16.0 |
-26.1 |
-62.0% |
77.0 |
ATR |
37.9 |
36.3 |
-1.6 |
-4.1% |
0.0 |
Volume |
220,700 |
136,510 |
-84,190 |
-38.1% |
1,169,240 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.3 |
1,427.4 |
1,395.4 |
|
R3 |
1,420.3 |
1,411.4 |
1,391.0 |
|
R2 |
1,404.3 |
1,404.3 |
1,389.5 |
|
R1 |
1,395.4 |
1,395.4 |
1,388.1 |
1,391.9 |
PP |
1,388.3 |
1,388.3 |
1,388.3 |
1,386.5 |
S1 |
1,379.4 |
1,379.4 |
1,385.1 |
1,375.9 |
S2 |
1,372.3 |
1,372.3 |
1,383.7 |
|
S3 |
1,356.3 |
1,363.4 |
1,382.2 |
|
S4 |
1,340.3 |
1,347.4 |
1,377.8 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,609.7 |
1,575.2 |
1,429.0 |
|
R3 |
1,532.7 |
1,498.2 |
1,407.8 |
|
R2 |
1,455.7 |
1,455.7 |
1,400.7 |
|
R1 |
1,421.2 |
1,421.2 |
1,393.7 |
1,438.5 |
PP |
1,378.7 |
1,378.7 |
1,378.7 |
1,387.4 |
S1 |
1,344.2 |
1,344.2 |
1,379.5 |
1,361.5 |
S2 |
1,301.7 |
1,301.7 |
1,372.5 |
|
S3 |
1,224.7 |
1,267.2 |
1,365.4 |
|
S4 |
1,147.7 |
1,190.2 |
1,344.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,413.3 |
1,336.3 |
77.0 |
5.6% |
44.4 |
3.2% |
65% |
False |
False |
233,848 |
10 |
1,448.3 |
1,336.3 |
112.0 |
8.1% |
38.0 |
2.7% |
45% |
False |
False |
217,467 |
20 |
1,487.2 |
1,336.3 |
150.9 |
10.9% |
32.5 |
2.3% |
33% |
False |
False |
188,773 |
40 |
1,604.3 |
1,321.5 |
282.8 |
20.4% |
37.1 |
2.7% |
23% |
False |
False |
208,194 |
60 |
1,618.3 |
1,321.5 |
296.8 |
21.4% |
29.9 |
2.2% |
22% |
False |
False |
153,609 |
80 |
1,689.1 |
1,321.5 |
367.6 |
26.5% |
28.0 |
2.0% |
18% |
False |
False |
117,190 |
100 |
1,700.0 |
1,321.5 |
378.5 |
27.3% |
26.0 |
1.9% |
17% |
False |
False |
94,666 |
120 |
1,728.8 |
1,321.5 |
407.3 |
29.4% |
24.6 |
1.8% |
16% |
False |
False |
79,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.1 |
2.618 |
1,439.0 |
1.618 |
1,423.0 |
1.000 |
1,413.1 |
0.618 |
1,407.0 |
HIGH |
1,397.1 |
0.618 |
1,391.0 |
0.500 |
1,389.1 |
0.382 |
1,387.2 |
LOW |
1,381.1 |
0.618 |
1,371.2 |
1.000 |
1,365.1 |
1.618 |
1,355.2 |
2.618 |
1,339.2 |
4.250 |
1,313.1 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,389.1 |
1,385.5 |
PP |
1,388.3 |
1,384.3 |
S1 |
1,387.4 |
1,383.2 |
|