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 |
1,640.75 |
1,647.25 |
6.50 |
0.4% |
1,645.75 |
High |
1,655.00 |
1,652.00 |
-3.00 |
-0.2% |
1,666.75 |
Low |
1,635.75 |
1,620.50 |
-15.25 |
-0.9% |
1,620.50 |
Close |
1,647.75 |
1,623.25 |
-24.50 |
-1.5% |
1,623.25 |
Range |
19.25 |
31.50 |
12.25 |
63.6% |
46.25 |
ATR |
18.62 |
19.54 |
0.92 |
4.9% |
0.00 |
Volume |
10,492 |
24,148 |
13,656 |
130.2% |
87,313 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.50 |
1,706.25 |
1,640.50 |
|
R3 |
1,695.00 |
1,674.75 |
1,632.00 |
|
R2 |
1,663.50 |
1,663.50 |
1,629.00 |
|
R1 |
1,643.25 |
1,643.25 |
1,626.25 |
1,637.50 |
PP |
1,632.00 |
1,632.00 |
1,632.00 |
1,629.00 |
S1 |
1,611.75 |
1,611.75 |
1,620.25 |
1,606.00 |
S2 |
1,600.50 |
1,600.50 |
1,617.50 |
|
S3 |
1,569.00 |
1,580.25 |
1,614.50 |
|
S4 |
1,537.50 |
1,548.75 |
1,606.00 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.50 |
1,745.75 |
1,648.75 |
|
R3 |
1,729.25 |
1,699.50 |
1,636.00 |
|
R2 |
1,683.00 |
1,683.00 |
1,631.75 |
|
R1 |
1,653.25 |
1,653.25 |
1,627.50 |
1,645.00 |
PP |
1,636.75 |
1,636.75 |
1,636.75 |
1,632.75 |
S1 |
1,607.00 |
1,607.00 |
1,619.00 |
1,598.75 |
S2 |
1,590.50 |
1,590.50 |
1,614.75 |
|
S3 |
1,544.25 |
1,560.75 |
1,610.50 |
|
S4 |
1,498.00 |
1,514.50 |
1,597.75 |
|
|
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 |
1,620.50 |
46.25 |
2.8% |
23.50 |
1.4% |
6% |
False |
True |
21,761 |
10 |
1,680.25 |
1,620.50 |
59.75 |
3.7% |
22.25 |
1.4% |
5% |
False |
True |
20,822 |
20 |
1,680.25 |
1,583.75 |
96.50 |
5.9% |
18.25 |
1.1% |
41% |
False |
False |
18,572 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.6% |
18.75 |
1.2% |
63% |
False |
False |
13,949 |
60 |
1,680.25 |
1,523.50 |
156.75 |
9.7% |
17.00 |
1.0% |
64% |
False |
False |
9,789 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
16.00 |
1.0% |
73% |
False |
False |
7,396 |
100 |
1,680.25 |
1,433.25 |
247.00 |
15.2% |
14.25 |
0.9% |
77% |
False |
False |
5,960 |
120 |
1,680.25 |
1,370.50 |
309.75 |
19.1% |
13.75 |
0.8% |
82% |
False |
False |
4,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,786.00 |
2.618 |
1,734.50 |
1.618 |
1,703.00 |
1.000 |
1,683.50 |
0.618 |
1,671.50 |
HIGH |
1,652.00 |
0.618 |
1,640.00 |
0.500 |
1,636.25 |
0.382 |
1,632.50 |
LOW |
1,620.50 |
0.618 |
1,601.00 |
1.000 |
1,589.00 |
1.618 |
1,569.50 |
2.618 |
1,538.00 |
4.250 |
1,486.50 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,636.25 |
1,637.75 |
PP |
1,632.00 |
1,633.00 |
S1 |
1,627.50 |
1,628.00 |
|