Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,211.87 |
15,273.92 |
62.05 |
0.4% |
14,973.96 |
High |
15,301.34 |
15,302.49 |
1.15 |
0.0% |
15,144.83 |
Low |
15,175.39 |
15,215.82 |
40.43 |
0.3% |
14,941.09 |
Close |
15,275.69 |
15,233.22 |
-42.47 |
-0.3% |
15,118.49 |
Range |
125.95 |
86.67 |
-39.28 |
-31.2% |
203.74 |
ATR |
112.84 |
110.97 |
-1.87 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,510.52 |
15,458.54 |
15,280.89 |
|
R3 |
15,423.85 |
15,371.87 |
15,257.05 |
|
R2 |
15,337.18 |
15,337.18 |
15,249.11 |
|
R1 |
15,285.20 |
15,285.20 |
15,241.16 |
15,267.86 |
PP |
15,250.51 |
15,250.51 |
15,250.51 |
15,241.84 |
S1 |
15,198.53 |
15,198.53 |
15,225.28 |
15,181.19 |
S2 |
15,163.84 |
15,163.84 |
15,217.33 |
|
S3 |
15,077.17 |
15,111.86 |
15,209.39 |
|
S4 |
14,990.50 |
15,025.19 |
15,185.55 |
|
|
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 |
15,302.49 |
15,038.18 |
264.31 |
1.7% |
96.63 |
0.6% |
74% |
True |
False |
|
10 |
15,302.49 |
14,831.58 |
470.91 |
3.1% |
97.96 |
0.6% |
85% |
True |
False |
|
20 |
15,302.49 |
14,444.03 |
858.46 |
5.6% |
107.70 |
0.7% |
92% |
True |
False |
|
40 |
15,302.49 |
14,383.02 |
919.47 |
6.0% |
119.84 |
0.8% |
92% |
True |
False |
|
60 |
15,302.49 |
13,784.01 |
1,518.48 |
10.0% |
118.24 |
0.8% |
95% |
True |
False |
|
80 |
15,302.49 |
13,710.13 |
1,592.36 |
10.5% |
111.83 |
0.7% |
96% |
True |
False |
|
100 |
15,302.49 |
12,883.89 |
2,418.60 |
15.9% |
112.52 |
0.7% |
97% |
True |
False |
|
120 |
15,302.49 |
12,765.32 |
2,537.17 |
16.7% |
112.50 |
0.7% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,670.84 |
2.618 |
15,529.39 |
1.618 |
15,442.72 |
1.000 |
15,389.16 |
0.618 |
15,356.05 |
HIGH |
15,302.49 |
0.618 |
15,269.38 |
0.500 |
15,259.16 |
0.382 |
15,248.93 |
LOW |
15,215.82 |
0.618 |
15,162.26 |
1.000 |
15,129.15 |
1.618 |
15,075.59 |
2.618 |
14,988.92 |
4.250 |
14,847.47 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,259.16 |
15,220.78 |
PP |
15,250.51 |
15,208.34 |
S1 |
15,241.87 |
15,195.90 |
|