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 |
1,389.9 |
1,386.3 |
-3.6 |
-0.3% |
1,361.3 |
High |
1,397.1 |
1,401.0 |
3.9 |
0.3% |
1,413.3 |
Low |
1,381.1 |
1,372.1 |
-9.0 |
-0.7% |
1,336.3 |
Close |
1,386.6 |
1,378.9 |
-7.7 |
-0.6% |
1,386.6 |
Range |
16.0 |
28.9 |
12.9 |
80.6% |
77.0 |
ATR |
36.3 |
35.8 |
-0.5 |
-1.5% |
0.0 |
Volume |
136,510 |
295,012 |
158,502 |
116.1% |
1,169,240 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.7 |
1,453.7 |
1,394.8 |
|
R3 |
1,441.8 |
1,424.8 |
1,386.8 |
|
R2 |
1,412.9 |
1,412.9 |
1,384.2 |
|
R1 |
1,395.9 |
1,395.9 |
1,381.5 |
1,390.0 |
PP |
1,384.0 |
1,384.0 |
1,384.0 |
1,381.0 |
S1 |
1,367.0 |
1,367.0 |
1,376.3 |
1,361.1 |
S2 |
1,355.1 |
1,355.1 |
1,373.6 |
|
S3 |
1,326.2 |
1,338.1 |
1,371.0 |
|
S4 |
1,297.3 |
1,309.2 |
1,363.0 |
|
|
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 |
1,353.1 |
60.2 |
4.4% |
37.8 |
2.7% |
43% |
False |
False |
241,176 |
10 |
1,444.9 |
1,336.3 |
108.6 |
7.9% |
38.6 |
2.8% |
39% |
False |
False |
231,867 |
20 |
1,487.2 |
1,336.3 |
150.9 |
10.9% |
33.1 |
2.4% |
28% |
False |
False |
197,398 |
40 |
1,604.3 |
1,321.5 |
282.8 |
20.5% |
37.7 |
2.7% |
20% |
False |
False |
214,015 |
60 |
1,618.3 |
1,321.5 |
296.8 |
21.5% |
30.0 |
2.2% |
19% |
False |
False |
158,377 |
80 |
1,689.1 |
1,321.5 |
367.6 |
26.7% |
28.1 |
2.0% |
16% |
False |
False |
120,749 |
100 |
1,700.0 |
1,321.5 |
378.5 |
27.4% |
26.0 |
1.9% |
15% |
False |
False |
97,584 |
120 |
1,728.8 |
1,321.5 |
407.3 |
29.5% |
24.8 |
1.8% |
14% |
False |
False |
81,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.8 |
2.618 |
1,476.7 |
1.618 |
1,447.8 |
1.000 |
1,429.9 |
0.618 |
1,418.9 |
HIGH |
1,401.0 |
0.618 |
1,390.0 |
0.500 |
1,386.6 |
0.382 |
1,383.1 |
LOW |
1,372.1 |
0.618 |
1,354.2 |
1.000 |
1,343.2 |
1.618 |
1,325.3 |
2.618 |
1,296.4 |
4.250 |
1,249.3 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,386.6 |
1,378.6 |
PP |
1,384.0 |
1,378.3 |
S1 |
1,381.5 |
1,378.0 |
|