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 |
8,335.0 |
8,412.0 |
77.0 |
0.9% |
8,352.0 |
High |
8,427.0 |
8,412.0 |
-15.0 |
-0.2% |
8,537.0 |
Low |
8,308.0 |
8,308.0 |
0.0 |
0.0% |
8,308.0 |
Close |
8,407.0 |
8,375.0 |
-32.0 |
-0.4% |
8,375.0 |
Range |
119.0 |
104.0 |
-15.0 |
-12.6% |
229.0 |
ATR |
117.3 |
116.3 |
-0.9 |
-0.8% |
0.0 |
Volume |
590 |
851 |
261 |
44.2% |
2,465 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,677.0 |
8,630.0 |
8,432.2 |
|
R3 |
8,573.0 |
8,526.0 |
8,403.6 |
|
R2 |
8,469.0 |
8,469.0 |
8,394.1 |
|
R1 |
8,422.0 |
8,422.0 |
8,384.5 |
8,393.5 |
PP |
8,365.0 |
8,365.0 |
8,365.0 |
8,350.8 |
S1 |
8,318.0 |
8,318.0 |
8,365.5 |
8,289.5 |
S2 |
8,261.0 |
8,261.0 |
8,355.9 |
|
S3 |
8,157.0 |
8,214.0 |
8,346.4 |
|
S4 |
8,053.0 |
8,110.0 |
8,317.8 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,093.7 |
8,963.3 |
8,501.0 |
|
R3 |
8,864.7 |
8,734.3 |
8,438.0 |
|
R2 |
8,635.7 |
8,635.7 |
8,417.0 |
|
R1 |
8,505.3 |
8,505.3 |
8,396.0 |
8,570.5 |
PP |
8,406.7 |
8,406.7 |
8,406.7 |
8,439.3 |
S1 |
8,276.3 |
8,276.3 |
8,354.0 |
8,341.5 |
S2 |
8,177.7 |
8,177.7 |
8,333.0 |
|
S3 |
7,948.7 |
8,047.3 |
8,312.0 |
|
S4 |
7,719.7 |
7,818.3 |
8,249.1 |
|
|
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 |
8,308.0 |
229.0 |
2.7% |
105.6 |
1.3% |
29% |
False |
True |
493 |
10 |
8,568.0 |
8,271.0 |
297.0 |
3.5% |
104.6 |
1.2% |
35% |
False |
False |
418 |
20 |
8,568.0 |
8,117.5 |
450.5 |
5.4% |
93.0 |
1.1% |
57% |
False |
False |
296 |
40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
106.9 |
1.3% |
83% |
False |
False |
400 |
60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
101.7 |
1.2% |
83% |
False |
False |
825 |
80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
100.8 |
1.2% |
83% |
False |
False |
669 |
100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
91.7 |
1.1% |
83% |
False |
False |
540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,854.0 |
2.618 |
8,684.3 |
1.618 |
8,580.3 |
1.000 |
8,516.0 |
0.618 |
8,476.3 |
HIGH |
8,412.0 |
0.618 |
8,372.3 |
0.500 |
8,360.0 |
0.382 |
8,347.7 |
LOW |
8,308.0 |
0.618 |
8,243.7 |
1.000 |
8,204.0 |
1.618 |
8,139.7 |
2.618 |
8,035.7 |
4.250 |
7,866.0 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,370.0 |
8,381.5 |
PP |
8,365.0 |
8,379.3 |
S1 |
8,360.0 |
8,377.2 |
|