Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,371.5 |
1,393.3 |
21.8 |
1.6% |
1,366.2 |
High |
1,400.0 |
1,400.0 |
0.0 |
0.0% |
1,416.0 |
Low |
1,360.0 |
1,385.2 |
25.2 |
1.9% |
1,339.7 |
Close |
1,395.1 |
1,389.8 |
-5.3 |
-0.4% |
1,389.8 |
Range |
40.0 |
14.8 |
-25.2 |
-63.0% |
76.3 |
ATR |
36.1 |
34.6 |
-1.5 |
-4.2% |
0.0 |
Volume |
11,431 |
4,253 |
-7,178 |
-62.8% |
38,538 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.1 |
1,427.7 |
1,397.9 |
|
R3 |
1,421.3 |
1,412.9 |
1,393.9 |
|
R2 |
1,406.5 |
1,406.5 |
1,392.5 |
|
R1 |
1,398.1 |
1,398.1 |
1,391.2 |
1,394.9 |
PP |
1,391.7 |
1,391.7 |
1,391.7 |
1,390.1 |
S1 |
1,383.3 |
1,383.3 |
1,388.4 |
1,380.1 |
S2 |
1,376.9 |
1,376.9 |
1,387.1 |
|
S3 |
1,362.1 |
1,368.5 |
1,385.7 |
|
S4 |
1,347.3 |
1,353.7 |
1,381.7 |
|
|
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 |
1,339.7 |
76.3 |
5.5% |
43.2 |
3.1% |
66% |
False |
False |
7,707 |
10 |
1,447.1 |
1,339.7 |
107.4 |
7.7% |
35.8 |
2.6% |
47% |
False |
False |
6,440 |
20 |
1,490.5 |
1,339.7 |
150.8 |
10.9% |
30.4 |
2.2% |
33% |
False |
False |
5,909 |
40 |
1,608.5 |
1,325.0 |
283.5 |
20.4% |
34.8 |
2.5% |
23% |
False |
False |
4,955 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.4% |
27.8 |
2.0% |
22% |
False |
False |
3,858 |
80 |
1,694.3 |
1,325.0 |
369.3 |
26.6% |
25.9 |
1.9% |
18% |
False |
False |
3,552 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
24.0 |
1.7% |
17% |
False |
False |
3,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.9 |
2.618 |
1,438.7 |
1.618 |
1,423.9 |
1.000 |
1,414.8 |
0.618 |
1,409.1 |
HIGH |
1,400.0 |
0.618 |
1,394.3 |
0.500 |
1,392.6 |
0.382 |
1,390.9 |
LOW |
1,385.2 |
0.618 |
1,376.1 |
1.000 |
1,370.4 |
1.618 |
1,361.3 |
2.618 |
1,346.5 |
4.250 |
1,322.3 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,392.6 |
1,388.6 |
PP |
1,391.7 |
1,387.5 |
S1 |
1,390.7 |
1,386.3 |
|