Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
6,701.0 |
6,643.0 |
-58.0 |
-0.9% |
6,676.0 |
High |
6,701.0 |
6,645.0 |
-56.0 |
-0.8% |
6,815.0 |
Low |
6,596.0 |
6,580.0 |
-16.0 |
-0.2% |
6,580.0 |
Close |
6,644.5 |
6,591.0 |
-53.5 |
-0.8% |
6,591.0 |
Range |
105.0 |
65.0 |
-40.0 |
-38.1% |
235.0 |
ATR |
60.8 |
61.1 |
0.3 |
0.5% |
0.0 |
Volume |
1,273 |
1,068 |
-205 |
-16.1% |
3,902 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,800.5 |
6,760.5 |
6,627.0 |
|
R3 |
6,735.5 |
6,695.5 |
6,609.0 |
|
R2 |
6,670.5 |
6,670.5 |
6,603.0 |
|
R1 |
6,630.5 |
6,630.5 |
6,597.0 |
6,618.0 |
PP |
6,605.5 |
6,605.5 |
6,605.5 |
6,599.0 |
S1 |
6,565.5 |
6,565.5 |
6,585.0 |
6,553.0 |
S2 |
6,540.5 |
6,540.5 |
6,579.0 |
|
S3 |
6,475.5 |
6,500.5 |
6,573.0 |
|
S4 |
6,410.5 |
6,435.5 |
6,555.0 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,367.0 |
7,214.0 |
6,720.0 |
|
R3 |
7,132.0 |
6,979.0 |
6,655.5 |
|
R2 |
6,897.0 |
6,897.0 |
6,634.0 |
|
R1 |
6,744.0 |
6,744.0 |
6,612.5 |
6,703.0 |
PP |
6,662.0 |
6,662.0 |
6,662.0 |
6,641.5 |
S1 |
6,509.0 |
6,509.0 |
6,569.5 |
6,468.0 |
S2 |
6,427.0 |
6,427.0 |
6,548.0 |
|
S3 |
6,192.0 |
6,274.0 |
6,526.5 |
|
S4 |
5,957.0 |
6,039.0 |
6,462.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,815.0 |
6,580.0 |
235.0 |
3.6% |
75.0 |
1.1% |
5% |
False |
True |
780 |
10 |
6,815.0 |
6,528.0 |
287.0 |
4.4% |
62.5 |
1.0% |
22% |
False |
False |
760 |
20 |
6,815.0 |
6,328.0 |
487.0 |
7.4% |
50.0 |
0.8% |
54% |
False |
False |
495 |
40 |
6,815.0 |
6,114.0 |
701.0 |
10.6% |
41.5 |
0.6% |
68% |
False |
False |
279 |
60 |
6,815.0 |
6,114.0 |
701.0 |
10.6% |
31.0 |
0.5% |
68% |
False |
False |
195 |
80 |
6,815.0 |
6,085.5 |
729.5 |
11.1% |
24.0 |
0.4% |
69% |
False |
False |
170 |
100 |
6,815.0 |
5,889.0 |
926.0 |
14.0% |
19.5 |
0.3% |
76% |
False |
False |
138 |
120 |
6,815.0 |
5,715.5 |
1,099.5 |
16.7% |
16.5 |
0.2% |
80% |
False |
False |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,921.0 |
2.618 |
6,815.0 |
1.618 |
6,750.0 |
1.000 |
6,710.0 |
0.618 |
6,685.0 |
HIGH |
6,645.0 |
0.618 |
6,620.0 |
0.500 |
6,612.5 |
0.382 |
6,605.0 |
LOW |
6,580.0 |
0.618 |
6,540.0 |
1.000 |
6,515.0 |
1.618 |
6,475.0 |
2.618 |
6,410.0 |
4.250 |
6,304.0 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
6,612.5 |
6,697.5 |
PP |
6,605.5 |
6,662.0 |
S1 |
6,598.0 |
6,626.5 |
|