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 |
1,645.75 |
1,649.25 |
3.50 |
0.2% |
1,656.25 |
High |
1,666.75 |
1,651.00 |
-15.75 |
-0.9% |
1,680.25 |
Low |
1,638.75 |
1,632.25 |
-6.50 |
-0.4% |
1,627.25 |
Close |
1,649.00 |
1,641.25 |
-7.75 |
-0.5% |
1,645.00 |
Range |
28.00 |
18.75 |
-9.25 |
-33.0% |
53.00 |
ATR |
18.55 |
18.57 |
0.01 |
0.1% |
0.00 |
Volume |
21,024 |
31,649 |
10,625 |
50.5% |
109,453 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,697.75 |
1,688.25 |
1,651.50 |
|
R3 |
1,679.00 |
1,669.50 |
1,646.50 |
|
R2 |
1,660.25 |
1,660.25 |
1,644.75 |
|
R1 |
1,650.75 |
1,650.75 |
1,643.00 |
1,646.00 |
PP |
1,641.50 |
1,641.50 |
1,641.50 |
1,639.25 |
S1 |
1,632.00 |
1,632.00 |
1,639.50 |
1,627.50 |
S2 |
1,622.75 |
1,622.75 |
1,637.75 |
|
S3 |
1,604.00 |
1,613.25 |
1,636.00 |
|
S4 |
1,585.25 |
1,594.50 |
1,631.00 |
|
|
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% |
26.25 |
1.6% |
26% |
False |
False |
24,188 |
10 |
1,680.25 |
1,627.25 |
53.00 |
3.2% |
20.00 |
1.2% |
26% |
False |
False |
20,696 |
20 |
1,680.25 |
1,570.25 |
110.00 |
6.7% |
17.25 |
1.1% |
65% |
False |
False |
17,162 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
18.25 |
1.1% |
75% |
False |
False |
13,172 |
60 |
1,680.25 |
1,513.25 |
167.00 |
10.2% |
16.50 |
1.0% |
77% |
False |
False |
9,227 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.8% |
15.75 |
1.0% |
81% |
False |
False |
6,965 |
100 |
1,680.25 |
1,433.25 |
247.00 |
15.0% |
14.00 |
0.8% |
84% |
False |
False |
5,614 |
120 |
1,680.25 |
1,370.50 |
309.75 |
18.9% |
13.50 |
0.8% |
87% |
False |
False |
4,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,730.75 |
2.618 |
1,700.00 |
1.618 |
1,681.25 |
1.000 |
1,669.75 |
0.618 |
1,662.50 |
HIGH |
1,651.00 |
0.618 |
1,643.75 |
0.500 |
1,641.50 |
0.382 |
1,639.50 |
LOW |
1,632.25 |
0.618 |
1,620.75 |
1.000 |
1,613.50 |
1.618 |
1,602.00 |
2.618 |
1,583.25 |
4.250 |
1,552.50 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,641.50 |
1,648.00 |
PP |
1,641.50 |
1,645.75 |
S1 |
1,641.50 |
1,643.50 |
|