Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
8,455.0 |
8,335.0 |
-120.0 |
-1.4% |
8,459.0 |
High |
8,455.0 |
8,427.0 |
-28.0 |
-0.3% |
8,568.0 |
Low |
8,326.5 |
8,308.0 |
-18.5 |
-0.2% |
8,271.0 |
Close |
8,346.0 |
8,407.0 |
61.0 |
0.7% |
8,318.5 |
Range |
128.5 |
119.0 |
-9.5 |
-7.4% |
297.0 |
ATR |
117.2 |
117.3 |
0.1 |
0.1% |
0.0 |
Volume |
444 |
590 |
146 |
32.9% |
1,720 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,737.7 |
8,691.3 |
8,472.5 |
|
R3 |
8,618.7 |
8,572.3 |
8,439.7 |
|
R2 |
8,499.7 |
8,499.7 |
8,428.8 |
|
R1 |
8,453.3 |
8,453.3 |
8,417.9 |
8,476.5 |
PP |
8,380.7 |
8,380.7 |
8,380.7 |
8,392.3 |
S1 |
8,334.3 |
8,334.3 |
8,396.1 |
8,357.5 |
S2 |
8,261.7 |
8,261.7 |
8,385.2 |
|
S3 |
8,142.7 |
8,215.3 |
8,374.3 |
|
S4 |
8,023.7 |
8,096.3 |
8,341.6 |
|
|
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 |
8,537.0 |
8,271.0 |
266.0 |
3.2% |
111.0 |
1.3% |
51% |
False |
False |
409 |
10 |
8,568.0 |
8,271.0 |
297.0 |
3.5% |
108.4 |
1.3% |
46% |
False |
False |
362 |
20 |
8,568.0 |
7,974.0 |
594.0 |
7.1% |
96.2 |
1.1% |
73% |
False |
False |
270 |
40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
107.3 |
1.3% |
86% |
False |
False |
383 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
102.4 |
1.2% |
86% |
False |
False |
824 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
99.7 |
1.2% |
86% |
False |
False |
658 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.4% |
91.0 |
1.1% |
86% |
False |
False |
532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,932.8 |
2.618 |
8,738.5 |
1.618 |
8,619.5 |
1.000 |
8,546.0 |
0.618 |
8,500.5 |
HIGH |
8,427.0 |
0.618 |
8,381.5 |
0.500 |
8,367.5 |
0.382 |
8,353.5 |
LOW |
8,308.0 |
0.618 |
8,234.5 |
1.000 |
8,189.0 |
1.618 |
8,115.5 |
2.618 |
7,996.5 |
4.250 |
7,802.3 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,393.8 |
8,422.5 |
PP |
8,380.7 |
8,417.3 |
S1 |
8,367.5 |
8,412.2 |
|