Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,270 |
15,279 |
9 |
0.1% |
15,256 |
High |
15,435 |
15,355 |
-80 |
-0.5% |
15,447 |
Low |
15,205 |
15,147 |
-58 |
-0.4% |
15,066 |
Close |
15,305 |
15,221 |
-84 |
-0.5% |
15,239 |
Range |
230 |
208 |
-22 |
-9.6% |
381 |
ATR |
136 |
141 |
5 |
3.8% |
0 |
Volume |
40 |
679 |
639 |
1,597.5% |
898 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,865 |
15,751 |
15,336 |
|
R3 |
15,657 |
15,543 |
15,278 |
|
R2 |
15,449 |
15,449 |
15,259 |
|
R1 |
15,335 |
15,335 |
15,240 |
15,288 |
PP |
15,241 |
15,241 |
15,241 |
15,218 |
S1 |
15,127 |
15,127 |
15,202 |
15,080 |
S2 |
15,033 |
15,033 |
15,183 |
|
S3 |
14,825 |
14,919 |
15,164 |
|
S4 |
14,617 |
14,711 |
15,107 |
|
|
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% |
214 |
1.4% |
41% |
False |
False |
304 |
10 |
15,447 |
15,066 |
381 |
2.5% |
164 |
1.1% |
41% |
False |
False |
179 |
20 |
15,447 |
14,564 |
883 |
5.8% |
132 |
0.9% |
74% |
False |
False |
117 |
40 |
15,447 |
14,300 |
1,147 |
7.5% |
125 |
0.8% |
80% |
False |
False |
93 |
60 |
15,447 |
14,050 |
1,397 |
9.2% |
101 |
0.7% |
84% |
False |
False |
63 |
80 |
15,447 |
13,642 |
1,805 |
11.9% |
78 |
0.5% |
87% |
False |
False |
48 |
100 |
15,447 |
13,108 |
2,339 |
15.4% |
62 |
0.4% |
90% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,239 |
2.618 |
15,900 |
1.618 |
15,692 |
1.000 |
15,563 |
0.618 |
15,484 |
HIGH |
15,355 |
0.618 |
15,276 |
0.500 |
15,251 |
0.382 |
15,227 |
LOW |
15,147 |
0.618 |
15,019 |
1.000 |
14,939 |
1.618 |
14,811 |
2.618 |
14,603 |
4.250 |
14,263 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,251 |
15,272 |
PP |
15,241 |
15,255 |
S1 |
15,231 |
15,238 |
|