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 |
1,645.75 |
1,645.75 |
0.00 |
0.0% |
1,656.25 |
High |
1,649.00 |
1,666.75 |
17.75 |
1.1% |
1,680.25 |
Low |
1,629.00 |
1,638.75 |
9.75 |
0.6% |
1,627.25 |
Close |
1,645.00 |
1,649.00 |
4.00 |
0.2% |
1,645.00 |
Range |
20.00 |
28.00 |
8.00 |
40.0% |
53.00 |
ATR |
17.83 |
18.55 |
0.73 |
4.1% |
0.00 |
Volume |
21,495 |
21,024 |
-471 |
-2.2% |
109,453 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.50 |
1,720.25 |
1,664.50 |
|
R3 |
1,707.50 |
1,692.25 |
1,656.75 |
|
R2 |
1,679.50 |
1,679.50 |
1,654.25 |
|
R1 |
1,664.25 |
1,664.25 |
1,651.50 |
1,672.00 |
PP |
1,651.50 |
1,651.50 |
1,651.50 |
1,655.25 |
S1 |
1,636.25 |
1,636.25 |
1,646.50 |
1,644.00 |
S2 |
1,623.50 |
1,623.50 |
1,643.75 |
|
S3 |
1,595.50 |
1,608.25 |
1,641.25 |
|
S4 |
1,567.50 |
1,580.25 |
1,633.50 |
|
|
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% |
25.00 |
1.5% |
41% |
False |
False |
22,778 |
10 |
1,680.25 |
1,620.50 |
59.75 |
3.6% |
20.50 |
1.2% |
48% |
False |
False |
18,679 |
20 |
1,680.25 |
1,570.25 |
110.00 |
6.7% |
17.00 |
1.0% |
72% |
False |
False |
16,072 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.4% |
18.25 |
1.1% |
80% |
False |
False |
12,402 |
60 |
1,680.25 |
1,496.00 |
184.25 |
11.2% |
16.50 |
1.0% |
83% |
False |
False |
8,710 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.7% |
15.50 |
0.9% |
85% |
False |
False |
6,576 |
100 |
1,680.25 |
1,433.25 |
247.00 |
15.0% |
13.75 |
0.8% |
87% |
False |
False |
5,298 |
120 |
1,680.25 |
1,370.50 |
309.75 |
18.8% |
13.25 |
0.8% |
90% |
False |
False |
4,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,785.75 |
2.618 |
1,740.00 |
1.618 |
1,712.00 |
1.000 |
1,694.75 |
0.618 |
1,684.00 |
HIGH |
1,666.75 |
0.618 |
1,656.00 |
0.500 |
1,652.75 |
0.382 |
1,649.50 |
LOW |
1,638.75 |
0.618 |
1,621.50 |
1.000 |
1,610.75 |
1.618 |
1,593.50 |
2.618 |
1,565.50 |
4.250 |
1,519.75 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,652.75 |
1,648.25 |
PP |
1,651.50 |
1,647.75 |
S1 |
1,650.25 |
1,647.00 |
|