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 |
1,391.0 |
1,387.5 |
-3.5 |
-0.3% |
1,362.1 |
High |
1,398.0 |
1,401.9 |
3.9 |
0.3% |
1,414.0 |
Low |
1,382.0 |
1,372.8 |
-9.2 |
-0.7% |
1,338.0 |
Close |
1,387.5 |
1,379.7 |
-7.8 |
-0.6% |
1,387.5 |
Range |
16.0 |
29.1 |
13.1 |
81.9% |
76.0 |
ATR |
35.6 |
35.1 |
-0.5 |
-1.3% |
0.0 |
Volume |
37,955 |
126,897 |
88,942 |
234.3% |
154,509 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.1 |
1,455.0 |
1,395.7 |
|
R3 |
1,443.0 |
1,425.9 |
1,387.7 |
|
R2 |
1,413.9 |
1,413.9 |
1,385.0 |
|
R1 |
1,396.8 |
1,396.8 |
1,382.4 |
1,390.8 |
PP |
1,384.8 |
1,384.8 |
1,384.8 |
1,381.8 |
S1 |
1,367.7 |
1,367.7 |
1,377.0 |
1,361.7 |
S2 |
1,355.7 |
1,355.7 |
1,374.4 |
|
S3 |
1,326.6 |
1,338.6 |
1,371.7 |
|
S4 |
1,297.5 |
1,309.5 |
1,363.7 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.8 |
1,573.7 |
1,429.3 |
|
R3 |
1,531.8 |
1,497.7 |
1,408.4 |
|
R2 |
1,455.8 |
1,455.8 |
1,401.4 |
|
R1 |
1,421.7 |
1,421.7 |
1,394.5 |
1,438.8 |
PP |
1,379.8 |
1,379.8 |
1,379.8 |
1,388.4 |
S1 |
1,345.7 |
1,345.7 |
1,380.5 |
1,362.8 |
S2 |
1,303.8 |
1,303.8 |
1,373.6 |
|
S3 |
1,227.8 |
1,269.7 |
1,366.6 |
|
S4 |
1,151.8 |
1,193.7 |
1,345.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,414.0 |
1,354.4 |
59.6 |
4.3% |
37.6 |
2.7% |
42% |
False |
False |
52,024 |
10 |
1,446.0 |
1,338.0 |
108.0 |
7.8% |
38.2 |
2.8% |
39% |
False |
False |
36,466 |
20 |
1,488.5 |
1,338.0 |
150.5 |
10.9% |
32.5 |
2.4% |
28% |
False |
False |
25,275 |
40 |
1,604.0 |
1,323.0 |
281.0 |
20.4% |
36.6 |
2.7% |
20% |
False |
False |
16,320 |
60 |
1,619.3 |
1,323.0 |
296.3 |
21.5% |
28.7 |
2.1% |
19% |
False |
False |
12,378 |
80 |
1,686.4 |
1,323.0 |
363.4 |
26.3% |
26.6 |
1.9% |
16% |
False |
False |
10,028 |
100 |
1,702.4 |
1,323.0 |
379.4 |
27.5% |
24.4 |
1.8% |
15% |
False |
False |
8,413 |
120 |
1,727.0 |
1,323.0 |
404.0 |
29.3% |
22.8 |
1.7% |
14% |
False |
False |
7,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,525.6 |
2.618 |
1,478.1 |
1.618 |
1,449.0 |
1.000 |
1,431.0 |
0.618 |
1,419.9 |
HIGH |
1,401.9 |
0.618 |
1,390.8 |
0.500 |
1,387.4 |
0.382 |
1,383.9 |
LOW |
1,372.8 |
0.618 |
1,354.8 |
1.000 |
1,343.7 |
1.618 |
1,325.7 |
2.618 |
1,296.6 |
4.250 |
1,249.1 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,387.4 |
1,379.5 |
PP |
1,384.8 |
1,379.3 |
S1 |
1,382.3 |
1,379.1 |
|