Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,387.5 |
1,380.9 |
-6.6 |
-0.5% |
1,362.1 |
High |
1,401.9 |
1,395.4 |
-6.5 |
-0.5% |
1,414.0 |
Low |
1,372.8 |
1,379.7 |
6.9 |
0.5% |
1,338.0 |
Close |
1,379.7 |
1,391.8 |
12.1 |
0.9% |
1,387.5 |
Range |
29.1 |
15.7 |
-13.4 |
-46.0% |
76.0 |
ATR |
35.1 |
33.8 |
-1.4 |
-4.0% |
0.0 |
Volume |
126,897 |
131,116 |
4,219 |
3.3% |
154,509 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.1 |
1,429.6 |
1,400.4 |
|
R3 |
1,420.4 |
1,413.9 |
1,396.1 |
|
R2 |
1,404.7 |
1,404.7 |
1,394.7 |
|
R1 |
1,398.2 |
1,398.2 |
1,393.2 |
1,401.5 |
PP |
1,389.0 |
1,389.0 |
1,389.0 |
1,390.6 |
S1 |
1,382.5 |
1,382.5 |
1,390.4 |
1,385.8 |
S2 |
1,373.3 |
1,373.3 |
1,388.9 |
|
S3 |
1,357.6 |
1,366.8 |
1,387.5 |
|
S4 |
1,341.9 |
1,351.1 |
1,383.2 |
|
|
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% |
32.4 |
2.3% |
63% |
False |
False |
74,875 |
10 |
1,429.9 |
1,338.0 |
91.9 |
6.6% |
37.3 |
2.7% |
59% |
False |
False |
47,735 |
20 |
1,488.5 |
1,338.0 |
150.5 |
10.8% |
32.4 |
2.3% |
36% |
False |
False |
31,331 |
40 |
1,591.6 |
1,323.0 |
268.6 |
19.3% |
36.3 |
2.6% |
26% |
False |
False |
19,574 |
60 |
1,619.3 |
1,323.0 |
296.3 |
21.3% |
28.7 |
2.1% |
23% |
False |
False |
14,480 |
80 |
1,686.4 |
1,323.0 |
363.4 |
26.1% |
26.6 |
1.9% |
19% |
False |
False |
11,635 |
100 |
1,702.4 |
1,323.0 |
379.4 |
27.3% |
24.3 |
1.7% |
18% |
False |
False |
9,719 |
120 |
1,727.0 |
1,323.0 |
404.0 |
29.0% |
22.7 |
1.6% |
17% |
False |
False |
8,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.1 |
2.618 |
1,436.5 |
1.618 |
1,420.8 |
1.000 |
1,411.1 |
0.618 |
1,405.1 |
HIGH |
1,395.4 |
0.618 |
1,389.4 |
0.500 |
1,387.6 |
0.382 |
1,385.7 |
LOW |
1,379.7 |
0.618 |
1,370.0 |
1.000 |
1,364.0 |
1.618 |
1,354.3 |
2.618 |
1,338.6 |
4.250 |
1,313.0 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,390.4 |
1,390.3 |
PP |
1,389.0 |
1,388.8 |
S1 |
1,387.6 |
1,387.4 |
|