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 |
15,190 |
15,250 |
60 |
0.4% |
15,270 |
High |
15,307 |
15,295 |
-12 |
-0.1% |
15,435 |
Low |
15,173 |
15,031 |
-142 |
-0.9% |
15,031 |
Close |
15,250 |
15,031 |
-219 |
-1.4% |
15,031 |
Range |
134 |
264 |
130 |
97.0% |
404 |
ATR |
141 |
150 |
9 |
6.3% |
0 |
Volume |
124 |
480 |
356 |
287.1% |
1,323 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,911 |
15,735 |
15,176 |
|
R3 |
15,647 |
15,471 |
15,104 |
|
R2 |
15,383 |
15,383 |
15,080 |
|
R1 |
15,207 |
15,207 |
15,055 |
15,163 |
PP |
15,119 |
15,119 |
15,119 |
15,097 |
S1 |
14,943 |
14,943 |
15,007 |
14,899 |
S2 |
14,855 |
14,855 |
14,983 |
|
S3 |
14,591 |
14,679 |
14,959 |
|
S4 |
14,327 |
14,415 |
14,886 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,378 |
16,108 |
15,253 |
|
R3 |
15,974 |
15,704 |
15,142 |
|
R2 |
15,570 |
15,570 |
15,105 |
|
R1 |
15,300 |
15,300 |
15,068 |
15,233 |
PP |
15,166 |
15,166 |
15,166 |
15,132 |
S1 |
14,896 |
14,896 |
14,994 |
14,829 |
S2 |
14,762 |
14,762 |
14,957 |
|
S3 |
14,358 |
14,492 |
14,920 |
|
S4 |
13,954 |
14,088 |
14,809 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,435 |
15,031 |
404 |
2.7% |
196 |
1.3% |
0% |
False |
True |
362 |
10 |
15,447 |
15,031 |
416 |
2.8% |
183 |
1.2% |
0% |
False |
True |
226 |
20 |
15,447 |
14,681 |
766 |
5.1% |
140 |
0.9% |
46% |
False |
False |
145 |
40 |
15,447 |
14,300 |
1,147 |
7.6% |
133 |
0.9% |
64% |
False |
False |
107 |
60 |
15,447 |
14,180 |
1,267 |
8.4% |
106 |
0.7% |
67% |
False |
False |
73 |
80 |
15,447 |
13,642 |
1,805 |
12.0% |
83 |
0.6% |
77% |
False |
False |
55 |
100 |
15,447 |
13,108 |
2,339 |
15.6% |
66 |
0.4% |
82% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,417 |
2.618 |
15,986 |
1.618 |
15,722 |
1.000 |
15,559 |
0.618 |
15,458 |
HIGH |
15,295 |
0.618 |
15,194 |
0.500 |
15,163 |
0.382 |
15,132 |
LOW |
15,031 |
0.618 |
14,868 |
1.000 |
14,767 |
1.618 |
14,604 |
2.618 |
14,340 |
4.250 |
13,909 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,163 |
15,193 |
PP |
15,119 |
15,139 |
S1 |
15,075 |
15,085 |
|