Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,348.33 |
15,334.97 |
-13.36 |
-0.1% |
15,113.42 |
High |
15,391.84 |
15,434.50 |
42.66 |
0.3% |
15,357.40 |
Low |
15,314.15 |
15,325.68 |
11.53 |
0.1% |
15,053.46 |
Close |
15,335.28 |
15,387.58 |
52.30 |
0.3% |
15,354.40 |
Range |
77.69 |
108.82 |
31.13 |
40.1% |
303.94 |
ATR |
109.47 |
109.42 |
-0.05 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,709.05 |
15,657.13 |
15,447.43 |
|
R3 |
15,600.23 |
15,548.31 |
15,417.51 |
|
R2 |
15,491.41 |
15,491.41 |
15,407.53 |
|
R1 |
15,439.49 |
15,439.49 |
15,397.56 |
15,465.45 |
PP |
15,382.59 |
15,382.59 |
15,382.59 |
15,395.57 |
S1 |
15,330.67 |
15,330.67 |
15,377.60 |
15,356.63 |
S2 |
15,273.77 |
15,273.77 |
15,367.63 |
|
S3 |
15,164.95 |
15,221.85 |
15,357.65 |
|
S4 |
15,056.13 |
15,113.03 |
15,327.73 |
|
|
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 |
15,434.50 |
15,175.39 |
259.11 |
1.7% |
104.36 |
0.7% |
82% |
True |
False |
|
10 |
15,434.50 |
15,021.87 |
412.63 |
2.7% |
97.52 |
0.6% |
89% |
True |
False |
|
20 |
15,434.50 |
14,665.45 |
769.05 |
5.0% |
102.75 |
0.7% |
94% |
True |
False |
|
40 |
15,434.50 |
14,434.43 |
1,000.07 |
6.5% |
117.67 |
0.8% |
95% |
True |
False |
|
60 |
15,434.50 |
13,784.17 |
1,650.33 |
10.7% |
114.87 |
0.7% |
97% |
True |
False |
|
80 |
15,434.50 |
13,784.01 |
1,650.49 |
10.7% |
112.51 |
0.7% |
97% |
True |
False |
|
100 |
15,434.50 |
12,883.89 |
2,550.61 |
16.6% |
112.14 |
0.7% |
98% |
True |
False |
|
120 |
15,434.50 |
12,765.32 |
2,669.18 |
17.3% |
111.76 |
0.7% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,896.99 |
2.618 |
15,719.39 |
1.618 |
15,610.57 |
1.000 |
15,543.32 |
0.618 |
15,501.75 |
HIGH |
15,434.50 |
0.618 |
15,392.93 |
0.500 |
15,380.09 |
0.382 |
15,367.25 |
LOW |
15,325.68 |
0.618 |
15,258.43 |
1.000 |
15,216.86 |
1.618 |
15,149.61 |
2.618 |
15,040.79 |
4.250 |
14,863.20 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,385.08 |
15,369.93 |
PP |
15,382.59 |
15,352.28 |
S1 |
15,380.09 |
15,334.63 |
|