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 |
8,393.5 |
8,390.0 |
-3.5 |
0.0% |
8,459.0 |
High |
8,419.5 |
8,402.0 |
-17.5 |
-0.2% |
8,568.0 |
Low |
8,293.0 |
8,271.0 |
-22.0 |
-0.3% |
8,271.0 |
Close |
8,362.5 |
8,318.5 |
-44.0 |
-0.5% |
8,318.5 |
Range |
126.5 |
131.0 |
4.5 |
3.6% |
297.0 |
ATR |
110.6 |
112.0 |
1.5 |
1.3% |
0.0 |
Volume |
390 |
432 |
42 |
10.8% |
1,720 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,723.5 |
8,652.0 |
8,390.6 |
|
R3 |
8,592.5 |
8,521.0 |
8,354.5 |
|
R2 |
8,461.5 |
8,461.5 |
8,342.5 |
|
R1 |
8,390.0 |
8,390.0 |
8,330.5 |
8,360.3 |
PP |
8,330.5 |
8,330.5 |
8,330.5 |
8,315.6 |
S1 |
8,259.0 |
8,259.0 |
8,306.5 |
8,229.3 |
S2 |
8,199.5 |
8,199.5 |
8,294.5 |
|
S3 |
8,068.5 |
8,128.0 |
8,282.5 |
|
S4 |
7,937.5 |
7,997.0 |
8,246.5 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,276.8 |
9,094.7 |
8,481.9 |
|
R3 |
8,979.8 |
8,797.7 |
8,400.2 |
|
R2 |
8,682.8 |
8,682.8 |
8,373.0 |
|
R1 |
8,500.7 |
8,500.7 |
8,345.7 |
8,443.3 |
PP |
8,385.8 |
8,385.8 |
8,385.8 |
8,357.1 |
S1 |
8,203.7 |
8,203.7 |
8,291.3 |
8,146.3 |
S2 |
8,088.8 |
8,088.8 |
8,264.1 |
|
S3 |
7,791.8 |
7,906.7 |
8,236.8 |
|
S4 |
7,494.8 |
7,609.7 |
8,155.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,568.0 |
8,271.0 |
297.0 |
3.6% |
103.6 |
1.2% |
16% |
False |
True |
344 |
10 |
8,568.0 |
8,228.5 |
339.5 |
4.1% |
97.5 |
1.2% |
27% |
False |
False |
264 |
20 |
8,568.0 |
7,784.5 |
783.5 |
9.4% |
92.4 |
1.1% |
68% |
False |
False |
392 |
40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
108.8 |
1.3% |
78% |
False |
False |
359 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
102.0 |
1.2% |
78% |
False |
False |
819 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
99.2 |
1.2% |
78% |
False |
False |
640 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
87.8 |
1.1% |
78% |
False |
False |
518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,958.8 |
2.618 |
8,745.0 |
1.618 |
8,614.0 |
1.000 |
8,533.0 |
0.618 |
8,483.0 |
HIGH |
8,402.0 |
0.618 |
8,352.0 |
0.500 |
8,336.5 |
0.382 |
8,321.0 |
LOW |
8,271.0 |
0.618 |
8,190.0 |
1.000 |
8,140.0 |
1.618 |
8,059.0 |
2.618 |
7,928.0 |
4.250 |
7,714.3 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,336.5 |
8,419.5 |
PP |
8,330.5 |
8,385.8 |
S1 |
8,324.5 |
8,352.2 |
|