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 |
1,392.1 |
1,412.4 |
20.3 |
1.5% |
1,386.3 |
High |
1,417.5 |
1,421.1 |
3.6 |
0.3% |
1,421.1 |
Low |
1,388.3 |
1,384.2 |
-4.1 |
-0.3% |
1,372.1 |
Close |
1,411.5 |
1,392.6 |
-18.9 |
-1.3% |
1,392.6 |
Range |
29.2 |
36.9 |
7.7 |
26.4% |
49.0 |
ATR |
34.0 |
34.2 |
0.2 |
0.6% |
0.0 |
Volume |
45,133 |
5,997 |
-39,136 |
-86.7% |
514,807 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.0 |
1,488.2 |
1,412.9 |
|
R3 |
1,473.1 |
1,451.3 |
1,402.7 |
|
R2 |
1,436.2 |
1,436.2 |
1,399.4 |
|
R1 |
1,414.4 |
1,414.4 |
1,396.0 |
1,406.9 |
PP |
1,399.3 |
1,399.3 |
1,399.3 |
1,395.5 |
S1 |
1,377.5 |
1,377.5 |
1,389.2 |
1,370.0 |
S2 |
1,362.4 |
1,362.4 |
1,385.8 |
|
S3 |
1,325.5 |
1,340.6 |
1,382.5 |
|
S4 |
1,288.6 |
1,303.7 |
1,372.3 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.3 |
1,516.4 |
1,419.6 |
|
R3 |
1,493.3 |
1,467.4 |
1,406.1 |
|
R2 |
1,444.3 |
1,444.3 |
1,401.6 |
|
R1 |
1,418.4 |
1,418.4 |
1,397.1 |
1,431.4 |
PP |
1,395.3 |
1,395.3 |
1,395.3 |
1,401.7 |
S1 |
1,369.4 |
1,369.4 |
1,388.1 |
1,382.4 |
S2 |
1,346.3 |
1,346.3 |
1,383.6 |
|
S3 |
1,297.3 |
1,320.4 |
1,379.1 |
|
S4 |
1,248.3 |
1,271.4 |
1,365.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,421.1 |
1,372.1 |
49.0 |
3.5% |
25.4 |
1.8% |
42% |
True |
False |
130,263 |
10 |
1,421.1 |
1,336.3 |
84.8 |
6.1% |
37.0 |
2.7% |
66% |
True |
False |
191,308 |
20 |
1,487.2 |
1,336.3 |
150.9 |
10.8% |
33.1 |
2.4% |
37% |
False |
False |
184,531 |
40 |
1,590.1 |
1,321.5 |
268.6 |
19.3% |
37.8 |
2.7% |
26% |
False |
False |
205,417 |
60 |
1,618.3 |
1,321.5 |
296.8 |
21.3% |
30.6 |
2.2% |
24% |
False |
False |
161,464 |
80 |
1,685.8 |
1,321.5 |
364.3 |
26.2% |
28.4 |
2.0% |
20% |
False |
False |
123,341 |
100 |
1,700.0 |
1,321.5 |
378.5 |
27.2% |
26.0 |
1.9% |
19% |
False |
False |
99,613 |
120 |
1,728.8 |
1,321.5 |
407.3 |
29.2% |
24.9 |
1.8% |
17% |
False |
False |
83,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,577.9 |
2.618 |
1,517.7 |
1.618 |
1,480.8 |
1.000 |
1,458.0 |
0.618 |
1,443.9 |
HIGH |
1,421.1 |
0.618 |
1,407.0 |
0.500 |
1,402.7 |
0.382 |
1,398.3 |
LOW |
1,384.2 |
0.618 |
1,361.4 |
1.000 |
1,347.3 |
1.618 |
1,324.5 |
2.618 |
1,287.6 |
4.250 |
1,227.4 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,402.7 |
1,400.1 |
PP |
1,399.3 |
1,397.6 |
S1 |
1,396.0 |
1,395.1 |
|