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 |
1,389.9 |
1,384.0 |
-5.9 |
-0.4% |
1,366.2 |
High |
1,403.4 |
1,396.3 |
-7.1 |
-0.5% |
1,416.0 |
Low |
1,375.0 |
1,382.5 |
7.5 |
0.5% |
1,339.7 |
Close |
1,381.9 |
1,394.1 |
12.2 |
0.9% |
1,389.8 |
Range |
28.4 |
13.8 |
-14.6 |
-51.4% |
76.3 |
ATR |
34.1 |
32.7 |
-1.4 |
-4.1% |
0.0 |
Volume |
2,756 |
11,627 |
8,871 |
321.9% |
38,538 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.4 |
1,427.0 |
1,401.7 |
|
R3 |
1,418.6 |
1,413.2 |
1,397.9 |
|
R2 |
1,404.8 |
1,404.8 |
1,396.6 |
|
R1 |
1,399.4 |
1,399.4 |
1,395.4 |
1,402.1 |
PP |
1,391.0 |
1,391.0 |
1,391.0 |
1,392.3 |
S1 |
1,385.6 |
1,385.6 |
1,392.8 |
1,388.3 |
S2 |
1,377.2 |
1,377.2 |
1,391.6 |
|
S3 |
1,363.4 |
1,371.8 |
1,390.3 |
|
S4 |
1,349.6 |
1,358.0 |
1,386.5 |
|
|
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% |
31.3 |
2.2% |
63% |
False |
False |
7,790 |
10 |
1,431.6 |
1,339.7 |
91.9 |
6.6% |
36.3 |
2.6% |
59% |
False |
False |
6,664 |
20 |
1,490.5 |
1,339.7 |
150.8 |
10.8% |
31.0 |
2.2% |
36% |
False |
False |
6,053 |
40 |
1,594.6 |
1,325.0 |
269.6 |
19.3% |
35.0 |
2.5% |
26% |
False |
False |
5,268 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.3% |
28.0 |
2.0% |
23% |
False |
False |
4,043 |
80 |
1,694.3 |
1,325.0 |
369.3 |
26.5% |
26.0 |
1.9% |
19% |
False |
False |
3,697 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.3% |
23.9 |
1.7% |
18% |
False |
False |
3,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,455.0 |
2.618 |
1,432.4 |
1.618 |
1,418.6 |
1.000 |
1,410.1 |
0.618 |
1,404.8 |
HIGH |
1,396.3 |
0.618 |
1,391.0 |
0.500 |
1,389.4 |
0.382 |
1,387.8 |
LOW |
1,382.5 |
0.618 |
1,374.0 |
1.000 |
1,368.7 |
1.618 |
1,360.2 |
2.618 |
1,346.4 |
4.250 |
1,323.9 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,392.5 |
1,392.5 |
PP |
1,391.0 |
1,390.8 |
S1 |
1,389.4 |
1,389.2 |
|