Trading Metrics calculated at close of trading on 08-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,968.89 |
15,056.20 |
87.31 |
0.6% |
14,716.50 |
High |
15,056.67 |
15,106.81 |
50.14 |
0.3% |
15,009.59 |
Low |
14,968.89 |
15,021.87 |
52.98 |
0.4% |
14,687.05 |
Close |
15,056.20 |
15,105.12 |
48.92 |
0.3% |
14,973.96 |
Range |
87.78 |
84.94 |
-2.84 |
-3.2% |
322.54 |
ATR |
120.45 |
117.92 |
-2.54 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,332.75 |
15,303.88 |
15,151.84 |
|
R3 |
15,247.81 |
15,218.94 |
15,128.48 |
|
R2 |
15,162.87 |
15,162.87 |
15,120.69 |
|
R1 |
15,134.00 |
15,134.00 |
15,112.91 |
15,148.44 |
PP |
15,077.93 |
15,077.93 |
15,077.93 |
15,085.15 |
S1 |
15,049.06 |
15,049.06 |
15,097.33 |
15,063.50 |
S2 |
14,992.99 |
14,992.99 |
15,089.55 |
|
S3 |
14,908.05 |
14,964.12 |
15,081.76 |
|
S4 |
14,823.11 |
14,879.18 |
15,058.40 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,857.82 |
15,738.43 |
15,151.36 |
|
R3 |
15,535.28 |
15,415.89 |
15,062.66 |
|
R2 |
15,212.74 |
15,212.74 |
15,033.09 |
|
R1 |
15,093.35 |
15,093.35 |
15,003.53 |
15,153.05 |
PP |
14,890.20 |
14,890.20 |
14,890.20 |
14,920.05 |
S1 |
14,770.81 |
14,770.81 |
14,944.39 |
14,830.51 |
S2 |
14,567.66 |
14,567.66 |
14,914.83 |
|
S3 |
14,245.12 |
14,448.27 |
14,885.26 |
|
S4 |
13,922.58 |
14,125.73 |
14,796.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,106.81 |
14,700.95 |
405.86 |
2.7% |
106.44 |
0.7% |
100% |
True |
False |
|
10 |
15,106.81 |
14,665.45 |
441.36 |
2.9% |
108.40 |
0.7% |
100% |
True |
False |
|
20 |
15,106.81 |
14,444.03 |
662.78 |
4.4% |
126.48 |
0.8% |
100% |
True |
False |
|
40 |
15,106.81 |
14,382.09 |
724.72 |
4.8% |
119.17 |
0.8% |
100% |
True |
False |
|
60 |
15,106.81 |
13,784.01 |
1,322.80 |
8.8% |
117.27 |
0.8% |
100% |
True |
False |
|
80 |
15,106.81 |
13,445.80 |
1,661.01 |
11.0% |
111.04 |
0.7% |
100% |
True |
False |
|
100 |
15,106.81 |
12,883.89 |
2,222.92 |
14.7% |
113.07 |
0.7% |
100% |
True |
False |
|
120 |
15,106.81 |
12,471.49 |
2,635.32 |
17.4% |
114.87 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,467.81 |
2.618 |
15,329.18 |
1.618 |
15,244.24 |
1.000 |
15,191.75 |
0.618 |
15,159.30 |
HIGH |
15,106.81 |
0.618 |
15,074.36 |
0.500 |
15,064.34 |
0.382 |
15,054.32 |
LOW |
15,021.87 |
0.618 |
14,969.38 |
1.000 |
14,936.93 |
1.618 |
14,884.44 |
2.618 |
14,799.50 |
4.250 |
14,660.88 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,091.53 |
15,078.06 |
PP |
15,077.93 |
15,051.01 |
S1 |
15,064.34 |
15,023.95 |
|