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 |
2,995.25 |
2,995.25 |
0.00 |
0.0% |
3,021.00 |
High |
3,029.75 |
2,998.50 |
-31.25 |
-1.0% |
3,044.00 |
Low |
2,986.25 |
2,974.00 |
-12.25 |
-0.4% |
2,955.75 |
Close |
2,998.25 |
2,990.00 |
-8.25 |
-0.3% |
2,987.00 |
Range |
43.50 |
24.50 |
-19.00 |
-43.7% |
88.25 |
ATR |
30.30 |
29.88 |
-0.41 |
-1.4% |
0.00 |
Volume |
661 |
2,073 |
1,412 |
213.6% |
2,322 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,061.00 |
3,050.00 |
3,003.50 |
|
R3 |
3,036.50 |
3,025.50 |
2,996.75 |
|
R2 |
3,012.00 |
3,012.00 |
2,994.50 |
|
R1 |
3,001.00 |
3,001.00 |
2,992.25 |
2,994.25 |
PP |
2,987.50 |
2,987.50 |
2,987.50 |
2,984.00 |
S1 |
2,976.50 |
2,976.50 |
2,987.75 |
2,969.75 |
S2 |
2,963.00 |
2,963.00 |
2,985.50 |
|
S3 |
2,938.50 |
2,952.00 |
2,983.25 |
|
S4 |
2,914.00 |
2,927.50 |
2,976.50 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,260.25 |
3,212.00 |
3,035.50 |
|
R3 |
3,172.00 |
3,123.75 |
3,011.25 |
|
R2 |
3,083.75 |
3,083.75 |
3,003.25 |
|
R1 |
3,035.50 |
3,035.50 |
2,995.00 |
3,015.50 |
PP |
2,995.50 |
2,995.50 |
2,995.50 |
2,985.50 |
S1 |
2,947.25 |
2,947.25 |
2,979.00 |
2,927.25 |
S2 |
2,907.25 |
2,907.25 |
2,970.75 |
|
S3 |
2,819.00 |
2,859.00 |
2,962.75 |
|
S4 |
2,730.75 |
2,770.75 |
2,938.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,044.00 |
2,955.75 |
88.25 |
3.0% |
40.75 |
1.4% |
39% |
False |
False |
940 |
10 |
3,044.00 |
2,955.75 |
88.25 |
3.0% |
31.25 |
1.0% |
39% |
False |
False |
597 |
20 |
3,044.00 |
2,857.50 |
186.50 |
6.2% |
26.50 |
0.9% |
71% |
False |
False |
404 |
40 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
27.75 |
0.9% |
83% |
False |
False |
225 |
60 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
23.75 |
0.8% |
83% |
False |
False |
152 |
80 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
20.00 |
0.7% |
85% |
False |
False |
115 |
100 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
16.50 |
0.6% |
85% |
False |
False |
92 |
120 |
3,044.00 |
2,574.25 |
469.75 |
15.7% |
14.25 |
0.5% |
89% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,102.50 |
2.618 |
3,062.75 |
1.618 |
3,038.25 |
1.000 |
3,023.00 |
0.618 |
3,013.75 |
HIGH |
2,998.50 |
0.618 |
2,989.25 |
0.500 |
2,986.25 |
0.382 |
2,983.25 |
LOW |
2,974.00 |
0.618 |
2,958.75 |
1.000 |
2,949.50 |
1.618 |
2,934.25 |
2.618 |
2,909.75 |
4.250 |
2,870.00 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
2,988.75 |
2,995.50 |
PP |
2,987.50 |
2,993.50 |
S1 |
2,986.25 |
2,991.75 |
|