Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,273.92 |
15,234.75 |
-39.17 |
-0.3% |
15,113.42 |
High |
15,302.49 |
15,357.40 |
54.91 |
0.4% |
15,357.40 |
Low |
15,215.82 |
15,234.75 |
18.93 |
0.1% |
15,053.46 |
Close |
15,233.22 |
15,354.40 |
121.18 |
0.8% |
15,354.40 |
Range |
86.67 |
122.65 |
35.98 |
41.5% |
303.94 |
ATR |
110.97 |
111.92 |
0.94 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,683.47 |
15,641.58 |
15,421.86 |
|
R3 |
15,560.82 |
15,518.93 |
15,388.13 |
|
R2 |
15,438.17 |
15,438.17 |
15,376.89 |
|
R1 |
15,396.28 |
15,396.28 |
15,365.64 |
15,417.23 |
PP |
15,315.52 |
15,315.52 |
15,315.52 |
15,325.99 |
S1 |
15,273.63 |
15,273.63 |
15,343.16 |
15,294.58 |
S2 |
15,192.87 |
15,192.87 |
15,331.91 |
|
S3 |
15,070.22 |
15,150.98 |
15,320.67 |
|
S4 |
14,947.57 |
15,028.33 |
15,286.94 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,166.91 |
16,064.59 |
15,521.57 |
|
R3 |
15,862.97 |
15,760.65 |
15,437.98 |
|
R2 |
15,559.03 |
15,559.03 |
15,410.12 |
|
R1 |
15,456.71 |
15,456.71 |
15,382.26 |
15,507.87 |
PP |
15,255.09 |
15,255.09 |
15,255.09 |
15,280.67 |
S1 |
15,152.77 |
15,152.77 |
15,326.54 |
15,203.93 |
S2 |
14,951.15 |
14,951.15 |
15,298.68 |
|
S3 |
14,647.21 |
14,848.83 |
15,270.82 |
|
S4 |
14,343.27 |
14,544.89 |
15,187.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,357.40 |
15,053.46 |
303.94 |
2.0% |
105.10 |
0.7% |
99% |
True |
False |
|
10 |
15,357.40 |
14,941.09 |
416.31 |
2.7% |
92.43 |
0.6% |
99% |
True |
False |
|
20 |
15,357.40 |
14,457.60 |
899.80 |
5.9% |
108.35 |
0.7% |
100% |
True |
False |
|
40 |
15,357.40 |
14,395.00 |
962.40 |
6.3% |
119.69 |
0.8% |
100% |
True |
False |
|
60 |
15,357.40 |
13,784.01 |
1,573.39 |
10.2% |
118.73 |
0.8% |
100% |
True |
False |
|
80 |
15,357.40 |
13,779.33 |
1,578.07 |
10.3% |
112.31 |
0.7% |
100% |
True |
False |
|
100 |
15,357.40 |
12,883.89 |
2,473.51 |
16.1% |
111.87 |
0.7% |
100% |
True |
False |
|
120 |
15,357.40 |
12,765.32 |
2,592.08 |
16.9% |
112.04 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,878.66 |
2.618 |
15,678.50 |
1.618 |
15,555.85 |
1.000 |
15,480.05 |
0.618 |
15,433.20 |
HIGH |
15,357.40 |
0.618 |
15,310.55 |
0.500 |
15,296.08 |
0.382 |
15,281.60 |
LOW |
15,234.75 |
0.618 |
15,158.95 |
1.000 |
15,112.10 |
1.618 |
15,036.30 |
2.618 |
14,913.65 |
4.250 |
14,713.49 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,334.96 |
15,325.07 |
PP |
15,315.52 |
15,295.73 |
S1 |
15,296.08 |
15,266.40 |
|