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 |
1,652.00 |
1,645.75 |
-6.25 |
-0.4% |
1,656.25 |
High |
1,653.00 |
1,649.00 |
-4.00 |
-0.2% |
1,680.25 |
Low |
1,627.25 |
1,629.00 |
1.75 |
0.1% |
1,627.25 |
Close |
1,644.25 |
1,645.00 |
0.75 |
0.0% |
1,645.00 |
Range |
25.75 |
20.00 |
-5.75 |
-22.3% |
53.00 |
ATR |
17.66 |
17.83 |
0.17 |
0.9% |
0.00 |
Volume |
37,341 |
21,495 |
-15,846 |
-42.4% |
109,453 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.00 |
1,693.00 |
1,656.00 |
|
R3 |
1,681.00 |
1,673.00 |
1,650.50 |
|
R2 |
1,661.00 |
1,661.00 |
1,648.75 |
|
R1 |
1,653.00 |
1,653.00 |
1,646.75 |
1,647.00 |
PP |
1,641.00 |
1,641.00 |
1,641.00 |
1,638.00 |
S1 |
1,633.00 |
1,633.00 |
1,643.25 |
1,627.00 |
S2 |
1,621.00 |
1,621.00 |
1,641.25 |
|
S3 |
1,601.00 |
1,613.00 |
1,639.50 |
|
S4 |
1,581.00 |
1,593.00 |
1,634.00 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.75 |
1,780.50 |
1,674.25 |
|
R3 |
1,756.75 |
1,727.50 |
1,659.50 |
|
R2 |
1,703.75 |
1,703.75 |
1,654.75 |
|
R1 |
1,674.50 |
1,674.50 |
1,649.75 |
1,662.50 |
PP |
1,650.75 |
1,650.75 |
1,650.75 |
1,645.00 |
S1 |
1,621.50 |
1,621.50 |
1,640.25 |
1,609.50 |
S2 |
1,597.75 |
1,597.75 |
1,635.25 |
|
S3 |
1,544.75 |
1,568.50 |
1,630.50 |
|
S4 |
1,491.75 |
1,515.50 |
1,615.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,680.25 |
1,627.25 |
53.00 |
3.2% |
21.75 |
1.3% |
33% |
False |
False |
21,890 |
10 |
1,680.25 |
1,616.50 |
63.75 |
3.9% |
18.75 |
1.1% |
45% |
False |
False |
18,380 |
20 |
1,680.25 |
1,567.75 |
112.50 |
6.8% |
16.50 |
1.0% |
69% |
False |
False |
15,378 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
17.75 |
1.1% |
77% |
False |
False |
11,941 |
60 |
1,680.25 |
1,488.25 |
192.00 |
11.7% |
16.25 |
1.0% |
82% |
False |
False |
8,361 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.8% |
15.25 |
0.9% |
83% |
False |
False |
6,339 |
100 |
1,680.25 |
1,415.00 |
265.25 |
16.1% |
13.75 |
0.8% |
87% |
False |
False |
5,088 |
120 |
1,680.25 |
1,370.50 |
309.75 |
18.8% |
13.00 |
0.8% |
89% |
False |
False |
4,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.00 |
2.618 |
1,701.25 |
1.618 |
1,681.25 |
1.000 |
1,669.00 |
0.618 |
1,661.25 |
HIGH |
1,649.00 |
0.618 |
1,641.25 |
0.500 |
1,639.00 |
0.382 |
1,636.75 |
LOW |
1,629.00 |
0.618 |
1,616.75 |
1.000 |
1,609.00 |
1.618 |
1,596.75 |
2.618 |
1,576.75 |
4.250 |
1,544.00 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,643.00 |
1,653.75 |
PP |
1,641.00 |
1,650.75 |
S1 |
1,639.00 |
1,648.00 |
|