Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,649.25 |
1,640.75 |
-8.50 |
-0.5% |
1,656.25 |
High |
1,651.00 |
1,655.00 |
4.00 |
0.2% |
1,680.25 |
Low |
1,632.25 |
1,635.75 |
3.50 |
0.2% |
1,627.25 |
Close |
1,641.25 |
1,647.75 |
6.50 |
0.4% |
1,645.00 |
Range |
18.75 |
19.25 |
0.50 |
2.7% |
53.00 |
ATR |
18.57 |
18.62 |
0.05 |
0.3% |
0.00 |
Volume |
31,649 |
10,492 |
-21,157 |
-66.8% |
109,453 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.00 |
1,695.00 |
1,658.25 |
|
R3 |
1,684.75 |
1,675.75 |
1,653.00 |
|
R2 |
1,665.50 |
1,665.50 |
1,651.25 |
|
R1 |
1,656.50 |
1,656.50 |
1,649.50 |
1,661.00 |
PP |
1,646.25 |
1,646.25 |
1,646.25 |
1,648.50 |
S1 |
1,637.25 |
1,637.25 |
1,646.00 |
1,641.75 |
S2 |
1,627.00 |
1,627.00 |
1,644.25 |
|
S3 |
1,607.75 |
1,618.00 |
1,642.50 |
|
S4 |
1,588.50 |
1,598.75 |
1,637.25 |
|
|
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 |
1,666.75 |
1,627.25 |
39.50 |
2.4% |
22.25 |
1.4% |
52% |
False |
False |
24,400 |
10 |
1,680.25 |
1,627.25 |
53.00 |
3.2% |
20.25 |
1.2% |
39% |
False |
False |
20,464 |
20 |
1,680.25 |
1,573.00 |
107.25 |
6.5% |
17.50 |
1.1% |
70% |
False |
False |
17,456 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.4% |
18.25 |
1.1% |
79% |
False |
False |
13,372 |
60 |
1,680.25 |
1,523.50 |
156.75 |
9.5% |
16.50 |
1.0% |
79% |
False |
False |
9,392 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.7% |
15.75 |
1.0% |
85% |
False |
False |
7,095 |
100 |
1,680.25 |
1,433.25 |
247.00 |
15.0% |
14.00 |
0.9% |
87% |
False |
False |
5,718 |
120 |
1,680.25 |
1,370.50 |
309.75 |
18.8% |
13.50 |
0.8% |
90% |
False |
False |
4,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.75 |
2.618 |
1,705.50 |
1.618 |
1,686.25 |
1.000 |
1,674.25 |
0.618 |
1,667.00 |
HIGH |
1,655.00 |
0.618 |
1,647.75 |
0.500 |
1,645.50 |
0.382 |
1,643.00 |
LOW |
1,635.75 |
0.618 |
1,623.75 |
1.000 |
1,616.50 |
1.618 |
1,604.50 |
2.618 |
1,585.25 |
4.250 |
1,554.00 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,647.00 |
1,649.50 |
PP |
1,646.25 |
1,649.00 |
S1 |
1,645.50 |
1,648.25 |
|