Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
6,643.0 |
6,648.0 |
5.0 |
0.1% |
6,676.0 |
High |
6,645.0 |
6,726.0 |
81.0 |
1.2% |
6,815.0 |
Low |
6,580.0 |
6,648.0 |
68.0 |
1.0% |
6,580.0 |
Close |
6,591.0 |
6,715.5 |
124.5 |
1.9% |
6,591.0 |
Range |
65.0 |
78.0 |
13.0 |
20.0% |
235.0 |
ATR |
61.1 |
66.4 |
5.3 |
8.6% |
0.0 |
Volume |
1,068 |
738 |
-330 |
-30.9% |
3,902 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,930.5 |
6,901.0 |
6,758.5 |
|
R3 |
6,852.5 |
6,823.0 |
6,737.0 |
|
R2 |
6,774.5 |
6,774.5 |
6,730.0 |
|
R1 |
6,745.0 |
6,745.0 |
6,722.5 |
6,760.0 |
PP |
6,696.5 |
6,696.5 |
6,696.5 |
6,704.0 |
S1 |
6,667.0 |
6,667.0 |
6,708.5 |
6,682.0 |
S2 |
6,618.5 |
6,618.5 |
6,701.0 |
|
S3 |
6,540.5 |
6,589.0 |
6,694.0 |
|
S4 |
6,462.5 |
6,511.0 |
6,672.5 |
|
|
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 |
3.5% |
82.5 |
1.2% |
58% |
False |
False |
708 |
10 |
6,815.0 |
6,549.0 |
266.0 |
4.0% |
68.0 |
1.0% |
63% |
False |
False |
720 |
20 |
6,815.0 |
6,328.0 |
487.0 |
7.3% |
50.5 |
0.8% |
80% |
False |
False |
532 |
40 |
6,815.0 |
6,114.0 |
701.0 |
10.4% |
42.0 |
0.6% |
86% |
False |
False |
290 |
60 |
6,815.0 |
6,114.0 |
701.0 |
10.4% |
32.5 |
0.5% |
86% |
False |
False |
207 |
80 |
6,815.0 |
6,085.5 |
729.5 |
10.9% |
25.0 |
0.4% |
86% |
False |
False |
176 |
100 |
6,815.0 |
5,902.5 |
912.5 |
13.6% |
20.0 |
0.3% |
89% |
False |
False |
144 |
120 |
6,815.0 |
5,715.5 |
1,099.5 |
16.4% |
17.0 |
0.3% |
91% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,057.5 |
2.618 |
6,930.0 |
1.618 |
6,852.0 |
1.000 |
6,804.0 |
0.618 |
6,774.0 |
HIGH |
6,726.0 |
0.618 |
6,696.0 |
0.500 |
6,687.0 |
0.382 |
6,678.0 |
LOW |
6,648.0 |
0.618 |
6,600.0 |
1.000 |
6,570.0 |
1.618 |
6,522.0 |
2.618 |
6,444.0 |
4.250 |
6,316.5 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
6,706.0 |
6,694.5 |
PP |
6,696.5 |
6,674.0 |
S1 |
6,687.0 |
6,653.0 |
|