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 |
14,105 |
14,030 |
-75 |
-0.5% |
14,250 |
High |
14,225 |
14,115 |
-110 |
-0.8% |
14,790 |
Low |
13,720 |
13,620 |
-100 |
-0.7% |
13,620 |
Close |
13,985 |
13,630 |
-355 |
-2.5% |
13,630 |
Range |
505 |
495 |
-10 |
-2.0% |
1,170 |
ATR |
424 |
429 |
5 |
1.2% |
0 |
Volume |
1,728 |
1,567 |
-161 |
-9.3% |
6,158 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,273 |
14,947 |
13,902 |
|
R3 |
14,778 |
14,452 |
13,766 |
|
R2 |
14,283 |
14,283 |
13,721 |
|
R1 |
13,957 |
13,957 |
13,676 |
13,873 |
PP |
13,788 |
13,788 |
13,788 |
13,746 |
S1 |
13,462 |
13,462 |
13,585 |
13,378 |
S2 |
13,293 |
13,293 |
13,539 |
|
S3 |
12,798 |
12,967 |
13,494 |
|
S4 |
12,303 |
12,472 |
13,358 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,523 |
16,747 |
14,274 |
|
R3 |
16,353 |
15,577 |
13,952 |
|
R2 |
15,183 |
15,183 |
13,845 |
|
R1 |
14,407 |
14,407 |
13,737 |
14,210 |
PP |
14,013 |
14,013 |
14,013 |
13,915 |
S1 |
13,237 |
13,237 |
13,523 |
13,040 |
S2 |
12,843 |
12,843 |
13,416 |
|
S3 |
11,673 |
12,067 |
13,308 |
|
S4 |
10,503 |
10,897 |
12,987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,125 |
13,620 |
1,505 |
11.0% |
718 |
5.3% |
1% |
False |
True |
1,383 |
10 |
16,120 |
13,620 |
2,500 |
18.3% |
603 |
4.4% |
0% |
False |
True |
793 |
20 |
16,120 |
13,620 |
2,500 |
18.3% |
395 |
2.9% |
0% |
False |
True |
443 |
40 |
16,120 |
12,970 |
3,150 |
23.1% |
293 |
2.1% |
21% |
False |
False |
279 |
60 |
16,120 |
12,015 |
4,105 |
30.1% |
238 |
1.7% |
39% |
False |
False |
188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,219 |
2.618 |
15,411 |
1.618 |
14,916 |
1.000 |
14,610 |
0.618 |
14,421 |
HIGH |
14,115 |
0.618 |
13,926 |
0.500 |
13,868 |
0.382 |
13,809 |
LOW |
13,620 |
0.618 |
13,314 |
1.000 |
13,125 |
1.618 |
12,819 |
2.618 |
12,324 |
4.250 |
11,516 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
13,868 |
14,118 |
PP |
13,788 |
13,955 |
S1 |
13,709 |
13,793 |
|