Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,234.75 |
15,348.33 |
113.58 |
0.7% |
15,113.42 |
High |
15,357.40 |
15,391.84 |
34.44 |
0.2% |
15,357.40 |
Low |
15,234.75 |
15,314.15 |
79.40 |
0.5% |
15,053.46 |
Close |
15,354.40 |
15,335.28 |
-19.12 |
-0.1% |
15,354.40 |
Range |
122.65 |
77.69 |
-44.96 |
-36.7% |
303.94 |
ATR |
111.92 |
109.47 |
-2.44 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,580.16 |
15,535.41 |
15,378.01 |
|
R3 |
15,502.47 |
15,457.72 |
15,356.64 |
|
R2 |
15,424.78 |
15,424.78 |
15,349.52 |
|
R1 |
15,380.03 |
15,380.03 |
15,342.40 |
15,363.56 |
PP |
15,347.09 |
15,347.09 |
15,347.09 |
15,338.86 |
S1 |
15,302.34 |
15,302.34 |
15,328.16 |
15,285.87 |
S2 |
15,269.40 |
15,269.40 |
15,321.04 |
|
S3 |
15,191.71 |
15,224.65 |
15,313.92 |
|
S4 |
15,114.02 |
15,146.96 |
15,292.55 |
|
|
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 |
15,391.84 |
15,089.30 |
302.54 |
2.0% |
108.64 |
0.7% |
81% |
True |
False |
|
10 |
15,391.84 |
14,968.89 |
422.95 |
2.8% |
95.42 |
0.6% |
87% |
True |
False |
|
20 |
15,391.84 |
14,554.29 |
837.55 |
5.5% |
105.67 |
0.7% |
93% |
True |
False |
|
40 |
15,391.84 |
14,395.00 |
996.84 |
6.5% |
119.17 |
0.8% |
94% |
True |
False |
|
60 |
15,391.84 |
13,784.01 |
1,607.83 |
10.5% |
118.01 |
0.8% |
96% |
True |
False |
|
80 |
15,391.84 |
13,784.01 |
1,607.83 |
10.5% |
112.03 |
0.7% |
96% |
True |
False |
|
100 |
15,391.84 |
12,883.89 |
2,507.95 |
16.4% |
112.03 |
0.7% |
98% |
True |
False |
|
120 |
15,391.84 |
12,765.32 |
2,626.52 |
17.1% |
111.78 |
0.7% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,722.02 |
2.618 |
15,595.23 |
1.618 |
15,517.54 |
1.000 |
15,469.53 |
0.618 |
15,439.85 |
HIGH |
15,391.84 |
0.618 |
15,362.16 |
0.500 |
15,353.00 |
0.382 |
15,343.83 |
LOW |
15,314.15 |
0.618 |
15,266.14 |
1.000 |
15,236.46 |
1.618 |
15,188.45 |
2.618 |
15,110.76 |
4.250 |
14,983.97 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,353.00 |
15,324.80 |
PP |
15,347.09 |
15,314.31 |
S1 |
15,341.19 |
15,303.83 |
|