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 |
14,250 |
14,550 |
300 |
2.1% |
15,400 |
High |
14,790 |
14,615 |
-175 |
-1.2% |
16,120 |
Low |
13,825 |
13,985 |
160 |
1.2% |
14,130 |
Close |
14,535 |
14,150 |
-385 |
-2.6% |
14,425 |
Range |
965 |
630 |
-335 |
-34.7% |
1,990 |
ATR |
401 |
417 |
16 |
4.1% |
0 |
Volume |
703 |
2,160 |
1,457 |
207.3% |
1,593 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,140 |
15,775 |
14,497 |
|
R3 |
15,510 |
15,145 |
14,323 |
|
R2 |
14,880 |
14,880 |
14,266 |
|
R1 |
14,515 |
14,515 |
14,208 |
14,383 |
PP |
14,250 |
14,250 |
14,250 |
14,184 |
S1 |
13,885 |
13,885 |
14,092 |
13,753 |
S2 |
13,620 |
13,620 |
14,035 |
|
S3 |
12,990 |
13,255 |
13,977 |
|
S4 |
12,360 |
12,625 |
13,804 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,862 |
19,633 |
15,520 |
|
R3 |
18,872 |
17,643 |
14,972 |
|
R2 |
16,882 |
16,882 |
14,790 |
|
R1 |
15,653 |
15,653 |
14,608 |
15,273 |
PP |
14,892 |
14,892 |
14,892 |
14,701 |
S1 |
13,663 |
13,663 |
14,243 |
13,283 |
S2 |
12,902 |
12,902 |
14,060 |
|
S3 |
10,912 |
11,673 |
13,878 |
|
S4 |
8,922 |
9,683 |
13,331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,120 |
13,825 |
2,295 |
16.2% |
870 |
6.1% |
14% |
False |
False |
806 |
10 |
16,120 |
13,825 |
2,295 |
16.2% |
543 |
3.8% |
14% |
False |
False |
505 |
20 |
16,120 |
13,800 |
2,320 |
16.4% |
360 |
2.5% |
15% |
False |
False |
281 |
40 |
16,120 |
12,270 |
3,850 |
27.2% |
294 |
2.1% |
49% |
False |
False |
197 |
60 |
16,120 |
11,860 |
4,260 |
30.1% |
221 |
1.6% |
54% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,293 |
2.618 |
16,264 |
1.618 |
15,634 |
1.000 |
15,245 |
0.618 |
15,004 |
HIGH |
14,615 |
0.618 |
14,374 |
0.500 |
14,300 |
0.382 |
14,226 |
LOW |
13,985 |
0.618 |
13,596 |
1.000 |
13,355 |
1.618 |
12,966 |
2.618 |
12,336 |
4.250 |
11,308 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,300 |
14,475 |
PP |
14,250 |
14,367 |
S1 |
14,200 |
14,258 |
|