Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,105.12 |
15,082.62 |
-22.50 |
-0.1% |
14,973.96 |
High |
15,144.83 |
15,118.49 |
-26.34 |
-0.2% |
15,144.83 |
Low |
15,046.87 |
15,038.18 |
-8.69 |
-0.1% |
14,941.09 |
Close |
15,082.62 |
15,118.49 |
35.87 |
0.2% |
15,118.49 |
Range |
97.96 |
80.31 |
-17.65 |
-18.0% |
203.74 |
ATR |
116.49 |
113.91 |
-2.58 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,332.65 |
15,305.88 |
15,162.66 |
|
R3 |
15,252.34 |
15,225.57 |
15,140.58 |
|
R2 |
15,172.03 |
15,172.03 |
15,133.21 |
|
R1 |
15,145.26 |
15,145.26 |
15,125.85 |
15,158.65 |
PP |
15,091.72 |
15,091.72 |
15,091.72 |
15,098.41 |
S1 |
15,064.95 |
15,064.95 |
15,111.13 |
15,078.34 |
S2 |
15,011.41 |
15,011.41 |
15,103.77 |
|
S3 |
14,931.10 |
14,984.64 |
15,096.40 |
|
S4 |
14,850.79 |
14,904.33 |
15,074.32 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,679.36 |
15,602.66 |
15,230.55 |
|
R3 |
15,475.62 |
15,398.92 |
15,174.52 |
|
R2 |
15,271.88 |
15,271.88 |
15,155.84 |
|
R1 |
15,195.18 |
15,195.18 |
15,137.17 |
15,233.53 |
PP |
15,068.14 |
15,068.14 |
15,068.14 |
15,087.31 |
S1 |
14,991.44 |
14,991.44 |
15,099.81 |
15,029.79 |
S2 |
14,864.40 |
14,864.40 |
15,081.14 |
|
S3 |
14,660.66 |
14,787.70 |
15,062.46 |
|
S4 |
14,456.92 |
14,583.96 |
15,006.43 |
|
|
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 |
14,941.09 |
203.74 |
1.3% |
79.75 |
0.5% |
87% |
False |
False |
|
10 |
15,144.83 |
14,687.05 |
457.78 |
3.0% |
110.10 |
0.7% |
94% |
False |
False |
|
20 |
15,144.83 |
14,444.03 |
700.80 |
4.6% |
126.56 |
0.8% |
96% |
False |
False |
|
40 |
15,144.83 |
14,382.09 |
762.74 |
5.0% |
120.00 |
0.8% |
97% |
False |
False |
|
60 |
15,144.83 |
13,784.01 |
1,360.82 |
9.0% |
117.68 |
0.8% |
98% |
False |
False |
|
80 |
15,144.83 |
13,468.96 |
1,675.87 |
11.1% |
111.26 |
0.7% |
98% |
False |
False |
|
100 |
15,144.83 |
12,883.89 |
2,260.94 |
15.0% |
112.96 |
0.7% |
99% |
False |
False |
|
120 |
15,144.83 |
12,471.49 |
2,673.34 |
17.7% |
113.36 |
0.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,459.81 |
2.618 |
15,328.74 |
1.618 |
15,248.43 |
1.000 |
15,198.80 |
0.618 |
15,168.12 |
HIGH |
15,118.49 |
0.618 |
15,087.81 |
0.500 |
15,078.34 |
0.382 |
15,068.86 |
LOW |
15,038.18 |
0.618 |
14,988.55 |
1.000 |
14,957.87 |
1.618 |
14,908.24 |
2.618 |
14,827.93 |
4.250 |
14,696.86 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,105.11 |
15,106.78 |
PP |
15,091.72 |
15,095.06 |
S1 |
15,078.34 |
15,083.35 |
|