Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,334.97 |
15,387.12 |
52.15 |
0.3% |
15,113.42 |
High |
15,434.50 |
15,542.40 |
107.90 |
0.7% |
15,357.40 |
Low |
15,325.68 |
15,265.96 |
-59.72 |
-0.4% |
15,053.46 |
Close |
15,387.58 |
15,307.17 |
-80.41 |
-0.5% |
15,354.40 |
Range |
108.82 |
276.44 |
167.62 |
154.0% |
303.94 |
ATR |
109.42 |
121.35 |
11.93 |
10.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,201.16 |
16,030.61 |
15,459.21 |
|
R3 |
15,924.72 |
15,754.17 |
15,383.19 |
|
R2 |
15,648.28 |
15,648.28 |
15,357.85 |
|
R1 |
15,477.73 |
15,477.73 |
15,332.51 |
15,424.79 |
PP |
15,371.84 |
15,371.84 |
15,371.84 |
15,345.37 |
S1 |
15,201.29 |
15,201.29 |
15,281.83 |
15,148.35 |
S2 |
15,095.40 |
15,095.40 |
15,256.49 |
|
S3 |
14,818.96 |
14,924.85 |
15,231.15 |
|
S4 |
14,542.52 |
14,648.41 |
15,155.13 |
|
|
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 |
15,542.40 |
15,215.82 |
326.58 |
2.1% |
134.45 |
0.9% |
28% |
True |
False |
|
10 |
15,542.40 |
15,038.18 |
504.22 |
3.3% |
116.67 |
0.8% |
53% |
True |
False |
|
20 |
15,542.40 |
14,665.45 |
876.95 |
5.7% |
112.53 |
0.7% |
73% |
True |
False |
|
40 |
15,542.40 |
14,434.43 |
1,107.97 |
7.2% |
121.73 |
0.8% |
79% |
True |
False |
|
60 |
15,542.40 |
13,880.19 |
1,662.21 |
10.9% |
117.24 |
0.8% |
86% |
True |
False |
|
80 |
15,542.40 |
13,784.01 |
1,758.39 |
11.5% |
115.30 |
0.8% |
87% |
True |
False |
|
100 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
113.12 |
0.7% |
91% |
True |
False |
|
120 |
15,542.40 |
12,883.89 |
2,658.51 |
17.4% |
112.20 |
0.7% |
91% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,717.27 |
2.618 |
16,266.12 |
1.618 |
15,989.68 |
1.000 |
15,818.84 |
0.618 |
15,713.24 |
HIGH |
15,542.40 |
0.618 |
15,436.80 |
0.500 |
15,404.18 |
0.382 |
15,371.56 |
LOW |
15,265.96 |
0.618 |
15,095.12 |
1.000 |
14,989.52 |
1.618 |
14,818.68 |
2.618 |
14,542.24 |
4.250 |
14,091.09 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,404.18 |
15,404.18 |
PP |
15,371.84 |
15,371.84 |
S1 |
15,339.51 |
15,339.51 |
|