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 |
1,393.3 |
1,389.9 |
-3.4 |
-0.2% |
1,366.2 |
High |
1,400.0 |
1,403.4 |
3.4 |
0.2% |
1,416.0 |
Low |
1,385.2 |
1,375.0 |
-10.2 |
-0.7% |
1,339.7 |
Close |
1,389.8 |
1,381.9 |
-7.9 |
-0.6% |
1,389.8 |
Range |
14.8 |
28.4 |
13.6 |
91.9% |
76.3 |
ATR |
34.6 |
34.1 |
-0.4 |
-1.3% |
0.0 |
Volume |
4,253 |
2,756 |
-1,497 |
-35.2% |
38,538 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.0 |
1,455.3 |
1,397.5 |
|
R3 |
1,443.6 |
1,426.9 |
1,389.7 |
|
R2 |
1,415.2 |
1,415.2 |
1,387.1 |
|
R1 |
1,398.5 |
1,398.5 |
1,384.5 |
1,392.7 |
PP |
1,386.8 |
1,386.8 |
1,386.8 |
1,383.8 |
S1 |
1,370.1 |
1,370.1 |
1,379.3 |
1,364.3 |
S2 |
1,358.4 |
1,358.4 |
1,376.7 |
|
S3 |
1,330.0 |
1,341.7 |
1,374.1 |
|
S4 |
1,301.6 |
1,313.3 |
1,366.3 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,610.7 |
1,576.6 |
1,431.8 |
|
R3 |
1,534.4 |
1,500.3 |
1,410.8 |
|
R2 |
1,458.1 |
1,458.1 |
1,403.8 |
|
R1 |
1,424.0 |
1,424.0 |
1,396.8 |
1,441.1 |
PP |
1,381.8 |
1,381.8 |
1,381.8 |
1,390.4 |
S1 |
1,347.7 |
1,347.7 |
1,382.8 |
1,364.8 |
S2 |
1,305.5 |
1,305.5 |
1,375.8 |
|
S3 |
1,229.2 |
1,271.4 |
1,368.8 |
|
S4 |
1,152.9 |
1,195.1 |
1,347.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,416.0 |
1,356.6 |
59.4 |
4.3% |
36.7 |
2.7% |
43% |
False |
False |
7,288 |
10 |
1,447.1 |
1,339.7 |
107.4 |
7.8% |
37.3 |
2.7% |
39% |
False |
False |
5,951 |
20 |
1,490.5 |
1,339.7 |
150.8 |
10.9% |
31.1 |
2.2% |
28% |
False |
False |
5,782 |
40 |
1,608.5 |
1,325.0 |
283.5 |
20.5% |
35.4 |
2.6% |
20% |
False |
False |
4,992 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.5% |
27.9 |
2.0% |
19% |
False |
False |
3,879 |
80 |
1,694.3 |
1,325.0 |
369.3 |
26.7% |
26.1 |
1.9% |
15% |
False |
False |
3,573 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.5% |
24.0 |
1.7% |
15% |
False |
False |
3,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,524.1 |
2.618 |
1,477.8 |
1.618 |
1,449.4 |
1.000 |
1,431.8 |
0.618 |
1,421.0 |
HIGH |
1,403.4 |
0.618 |
1,392.6 |
0.500 |
1,389.2 |
0.382 |
1,385.8 |
LOW |
1,375.0 |
0.618 |
1,357.4 |
1.000 |
1,346.6 |
1.618 |
1,329.0 |
2.618 |
1,300.6 |
4.250 |
1,254.3 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,389.2 |
1,381.8 |
PP |
1,386.8 |
1,381.8 |
S1 |
1,384.3 |
1,381.7 |
|