Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,092.15 |
15,211.87 |
119.72 |
0.8% |
14,973.96 |
High |
15,219.55 |
15,301.34 |
81.79 |
0.5% |
15,144.83 |
Low |
15,089.30 |
15,175.39 |
86.09 |
0.6% |
14,941.09 |
Close |
15,215.25 |
15,275.69 |
60.44 |
0.4% |
15,118.49 |
Range |
130.25 |
125.95 |
-4.30 |
-3.3% |
203.74 |
ATR |
111.83 |
112.84 |
1.01 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,628.66 |
15,578.12 |
15,344.96 |
|
R3 |
15,502.71 |
15,452.17 |
15,310.33 |
|
R2 |
15,376.76 |
15,376.76 |
15,298.78 |
|
R1 |
15,326.22 |
15,326.22 |
15,287.24 |
15,351.49 |
PP |
15,250.81 |
15,250.81 |
15,250.81 |
15,263.44 |
S1 |
15,200.27 |
15,200.27 |
15,264.14 |
15,225.54 |
S2 |
15,124.86 |
15,124.86 |
15,252.60 |
|
S3 |
14,998.91 |
15,074.32 |
15,241.05 |
|
S4 |
14,872.96 |
14,948.37 |
15,206.42 |
|
|
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 |
15,301.34 |
15,038.18 |
263.16 |
1.7% |
98.89 |
0.6% |
90% |
True |
False |
|
10 |
15,301.34 |
14,700.95 |
600.39 |
3.9% |
102.66 |
0.7% |
96% |
True |
False |
|
20 |
15,301.34 |
14,444.03 |
857.31 |
5.6% |
111.11 |
0.7% |
97% |
True |
False |
|
40 |
15,301.34 |
14,383.02 |
918.32 |
6.0% |
119.95 |
0.8% |
97% |
True |
False |
|
60 |
15,301.34 |
13,784.01 |
1,517.33 |
9.9% |
119.11 |
0.8% |
98% |
True |
False |
|
80 |
15,301.34 |
13,622.96 |
1,678.38 |
11.0% |
111.86 |
0.7% |
98% |
True |
False |
|
100 |
15,301.34 |
12,883.89 |
2,417.45 |
15.8% |
112.64 |
0.7% |
99% |
True |
False |
|
120 |
15,301.34 |
12,765.32 |
2,536.02 |
16.6% |
112.28 |
0.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,836.63 |
2.618 |
15,631.08 |
1.618 |
15,505.13 |
1.000 |
15,427.29 |
0.618 |
15,379.18 |
HIGH |
15,301.34 |
0.618 |
15,253.23 |
0.500 |
15,238.37 |
0.382 |
15,223.50 |
LOW |
15,175.39 |
0.618 |
15,097.55 |
1.000 |
15,049.44 |
1.618 |
14,971.60 |
2.618 |
14,845.65 |
4.250 |
14,640.10 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,263.25 |
15,242.93 |
PP |
15,250.81 |
15,210.16 |
S1 |
15,238.37 |
15,177.40 |
|