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 |
15,221 |
15,270 |
49 |
0.3% |
15,256 |
High |
15,252 |
15,435 |
183 |
1.2% |
15,447 |
Low |
15,108 |
15,205 |
97 |
0.6% |
15,066 |
Close |
15,239 |
15,305 |
66 |
0.4% |
15,239 |
Range |
144 |
230 |
86 |
59.7% |
381 |
ATR |
129 |
136 |
7 |
5.6% |
0 |
Volume |
488 |
40 |
-448 |
-91.8% |
898 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,005 |
15,885 |
15,432 |
|
R3 |
15,775 |
15,655 |
15,368 |
|
R2 |
15,545 |
15,545 |
15,347 |
|
R1 |
15,425 |
15,425 |
15,326 |
15,485 |
PP |
15,315 |
15,315 |
15,315 |
15,345 |
S1 |
15,195 |
15,195 |
15,284 |
15,255 |
S2 |
15,085 |
15,085 |
15,263 |
|
S3 |
14,855 |
14,965 |
15,242 |
|
S4 |
14,625 |
14,735 |
15,179 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,394 |
16,197 |
15,449 |
|
R3 |
16,013 |
15,816 |
15,344 |
|
R2 |
15,632 |
15,632 |
15,309 |
|
R1 |
15,435 |
15,435 |
15,274 |
15,343 |
PP |
15,251 |
15,251 |
15,251 |
15,205 |
S1 |
15,054 |
15,054 |
15,204 |
14,962 |
S2 |
14,870 |
14,870 |
15,169 |
|
S3 |
14,489 |
14,673 |
15,134 |
|
S4 |
14,108 |
14,292 |
15,030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,447 |
15,066 |
381 |
2.5% |
195 |
1.3% |
63% |
False |
False |
180 |
10 |
15,447 |
14,950 |
497 |
3.2% |
159 |
1.0% |
71% |
False |
False |
112 |
20 |
15,447 |
14,564 |
883 |
5.8% |
127 |
0.8% |
84% |
False |
False |
89 |
40 |
15,447 |
14,300 |
1,147 |
7.5% |
123 |
0.8% |
88% |
False |
False |
76 |
60 |
15,447 |
13,880 |
1,567 |
10.2% |
99 |
0.6% |
91% |
False |
False |
52 |
80 |
15,447 |
13,642 |
1,805 |
11.8% |
75 |
0.5% |
92% |
False |
False |
39 |
100 |
15,447 |
13,108 |
2,339 |
15.3% |
60 |
0.4% |
94% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,413 |
2.618 |
16,037 |
1.618 |
15,807 |
1.000 |
15,665 |
0.618 |
15,577 |
HIGH |
15,435 |
0.618 |
15,347 |
0.500 |
15,320 |
0.382 |
15,293 |
LOW |
15,205 |
0.618 |
15,063 |
1.000 |
14,975 |
1.618 |
14,833 |
2.618 |
14,603 |
4.250 |
14,228 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,320 |
15,287 |
PP |
15,315 |
15,269 |
S1 |
15,310 |
15,251 |
|