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 |
1,384.0 |
1,393.7 |
9.7 |
0.7% |
1,366.2 |
High |
1,396.3 |
1,420.1 |
23.8 |
1.7% |
1,416.0 |
Low |
1,382.5 |
1,390.8 |
8.3 |
0.6% |
1,339.7 |
Close |
1,394.1 |
1,414.4 |
20.3 |
1.5% |
1,389.8 |
Range |
13.8 |
29.3 |
15.5 |
112.3% |
76.3 |
ATR |
32.7 |
32.5 |
-0.2 |
-0.7% |
0.0 |
Volume |
11,627 |
20,592 |
8,965 |
77.1% |
38,538 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,496.3 |
1,484.7 |
1,430.5 |
|
R3 |
1,467.0 |
1,455.4 |
1,422.5 |
|
R2 |
1,437.7 |
1,437.7 |
1,419.8 |
|
R1 |
1,426.1 |
1,426.1 |
1,417.1 |
1,431.9 |
PP |
1,408.4 |
1,408.4 |
1,408.4 |
1,411.4 |
S1 |
1,396.8 |
1,396.8 |
1,411.7 |
1,402.6 |
S2 |
1,379.1 |
1,379.1 |
1,409.0 |
|
S3 |
1,349.8 |
1,367.5 |
1,406.3 |
|
S4 |
1,320.5 |
1,338.2 |
1,398.3 |
|
|
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 |
1,420.1 |
1,360.0 |
60.1 |
4.2% |
25.3 |
1.8% |
91% |
True |
False |
10,131 |
10 |
1,420.1 |
1,339.7 |
80.4 |
5.7% |
35.1 |
2.5% |
93% |
True |
False |
8,075 |
20 |
1,490.5 |
1,339.7 |
150.8 |
10.7% |
30.6 |
2.2% |
50% |
False |
False |
6,979 |
40 |
1,594.6 |
1,325.0 |
269.6 |
19.1% |
35.1 |
2.5% |
33% |
False |
False |
5,747 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.0% |
28.3 |
2.0% |
30% |
False |
False |
4,358 |
80 |
1,694.3 |
1,325.0 |
369.3 |
26.1% |
26.2 |
1.8% |
24% |
False |
False |
3,916 |
100 |
1,705.5 |
1,325.0 |
380.5 |
26.9% |
23.9 |
1.7% |
23% |
False |
False |
3,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.6 |
2.618 |
1,496.8 |
1.618 |
1,467.5 |
1.000 |
1,449.4 |
0.618 |
1,438.2 |
HIGH |
1,420.1 |
0.618 |
1,408.9 |
0.500 |
1,405.5 |
0.382 |
1,402.0 |
LOW |
1,390.8 |
0.618 |
1,372.7 |
1.000 |
1,361.5 |
1.618 |
1,343.4 |
2.618 |
1,314.1 |
4.250 |
1,266.3 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,411.4 |
1,408.8 |
PP |
1,408.4 |
1,403.2 |
S1 |
1,405.5 |
1,397.6 |
|