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 |
14,550 |
14,105 |
-445 |
-3.1% |
15,400 |
High |
14,615 |
14,225 |
-390 |
-2.7% |
16,120 |
Low |
13,985 |
13,720 |
-265 |
-1.9% |
14,130 |
Close |
14,150 |
13,985 |
-165 |
-1.2% |
14,425 |
Range |
630 |
505 |
-125 |
-19.8% |
1,990 |
ATR |
417 |
424 |
6 |
1.5% |
0 |
Volume |
2,160 |
1,728 |
-432 |
-20.0% |
1,593 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,492 |
15,243 |
14,263 |
|
R3 |
14,987 |
14,738 |
14,124 |
|
R2 |
14,482 |
14,482 |
14,078 |
|
R1 |
14,233 |
14,233 |
14,031 |
14,105 |
PP |
13,977 |
13,977 |
13,977 |
13,913 |
S1 |
13,728 |
13,728 |
13,939 |
13,600 |
S2 |
13,472 |
13,472 |
13,893 |
|
S3 |
12,967 |
13,223 |
13,846 |
|
S4 |
12,462 |
12,718 |
13,707 |
|
|
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 |
16,050 |
13,720 |
2,330 |
16.7% |
876 |
6.3% |
11% |
False |
True |
1,108 |
10 |
16,120 |
13,720 |
2,400 |
17.2% |
576 |
4.1% |
11% |
False |
True |
666 |
20 |
16,120 |
13,720 |
2,400 |
17.2% |
382 |
2.7% |
11% |
False |
True |
365 |
40 |
16,120 |
12,270 |
3,850 |
27.5% |
302 |
2.2% |
45% |
False |
False |
240 |
60 |
16,120 |
12,015 |
4,105 |
29.4% |
230 |
1.6% |
48% |
False |
False |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,371 |
2.618 |
15,547 |
1.618 |
15,042 |
1.000 |
14,730 |
0.618 |
14,537 |
HIGH |
14,225 |
0.618 |
14,032 |
0.500 |
13,973 |
0.382 |
13,913 |
LOW |
13,720 |
0.618 |
13,408 |
1.000 |
13,215 |
1.618 |
12,903 |
2.618 |
12,398 |
4.250 |
11,574 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
13,981 |
14,255 |
PP |
13,977 |
14,165 |
S1 |
13,973 |
14,075 |
|