Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,056.20 |
15,105.12 |
48.92 |
0.3% |
14,716.50 |
High |
15,106.81 |
15,144.83 |
38.02 |
0.3% |
15,009.59 |
Low |
15,021.87 |
15,046.87 |
25.00 |
0.2% |
14,687.05 |
Close |
15,105.12 |
15,082.62 |
-22.50 |
-0.1% |
14,973.96 |
Range |
84.94 |
97.96 |
13.02 |
15.3% |
322.54 |
ATR |
117.92 |
116.49 |
-1.43 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,385.32 |
15,331.93 |
15,136.50 |
|
R3 |
15,287.36 |
15,233.97 |
15,109.56 |
|
R2 |
15,189.40 |
15,189.40 |
15,100.58 |
|
R1 |
15,136.01 |
15,136.01 |
15,091.60 |
15,113.73 |
PP |
15,091.44 |
15,091.44 |
15,091.44 |
15,080.30 |
S1 |
15,038.05 |
15,038.05 |
15,073.64 |
15,015.77 |
S2 |
14,993.48 |
14,993.48 |
15,064.66 |
|
S3 |
14,895.52 |
14,940.09 |
15,055.68 |
|
S4 |
14,797.56 |
14,842.13 |
15,028.74 |
|
|
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 |
15,144.83 |
14,831.58 |
313.25 |
2.1% |
99.29 |
0.7% |
80% |
True |
False |
|
10 |
15,144.83 |
14,684.82 |
460.01 |
3.0% |
107.93 |
0.7% |
86% |
True |
False |
|
20 |
15,144.83 |
14,444.03 |
700.80 |
4.6% |
126.27 |
0.8% |
91% |
True |
False |
|
40 |
15,144.83 |
14,382.09 |
762.74 |
5.1% |
120.09 |
0.8% |
92% |
True |
False |
|
60 |
15,144.83 |
13,784.01 |
1,360.82 |
9.0% |
117.74 |
0.8% |
95% |
True |
False |
|
80 |
15,144.83 |
13,445.80 |
1,699.03 |
11.3% |
111.51 |
0.7% |
96% |
True |
False |
|
100 |
15,144.83 |
12,883.89 |
2,260.94 |
15.0% |
112.88 |
0.7% |
97% |
True |
False |
|
120 |
15,144.83 |
12,471.49 |
2,673.34 |
17.7% |
113.56 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,561.16 |
2.618 |
15,401.29 |
1.618 |
15,303.33 |
1.000 |
15,242.79 |
0.618 |
15,205.37 |
HIGH |
15,144.83 |
0.618 |
15,107.41 |
0.500 |
15,095.85 |
0.382 |
15,084.29 |
LOW |
15,046.87 |
0.618 |
14,986.33 |
1.000 |
14,948.91 |
1.618 |
14,888.37 |
2.618 |
14,790.41 |
4.250 |
14,630.54 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,095.85 |
15,074.03 |
PP |
15,091.44 |
15,065.45 |
S1 |
15,087.03 |
15,056.86 |
|