Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,191.0 |
5,205.0 |
14.0 |
0.3% |
5,177.0 |
High |
5,210.0 |
5,239.0 |
29.0 |
0.6% |
5,239.0 |
Low |
5,174.0 |
5,191.0 |
17.0 |
0.3% |
5,104.0 |
Close |
5,194.0 |
5,207.0 |
13.0 |
0.3% |
5,207.0 |
Range |
36.0 |
48.0 |
12.0 |
33.3% |
135.0 |
ATR |
54.9 |
54.5 |
-0.5 |
-0.9% |
0.0 |
Volume |
24,851 |
20,754 |
-4,097 |
-16.5% |
107,870 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,356.3 |
5,329.7 |
5,233.4 |
|
R3 |
5,308.3 |
5,281.7 |
5,220.2 |
|
R2 |
5,260.3 |
5,260.3 |
5,215.8 |
|
R1 |
5,233.7 |
5,233.7 |
5,211.4 |
5,247.0 |
PP |
5,212.3 |
5,212.3 |
5,212.3 |
5,219.0 |
S1 |
5,185.7 |
5,185.7 |
5,202.6 |
5,199.0 |
S2 |
5,164.3 |
5,164.3 |
5,198.2 |
|
S3 |
5,116.3 |
5,137.7 |
5,193.8 |
|
S4 |
5,068.3 |
5,089.7 |
5,180.6 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,588.3 |
5,532.7 |
5,281.3 |
|
R3 |
5,453.3 |
5,397.7 |
5,244.1 |
|
R2 |
5,318.3 |
5,318.3 |
5,231.8 |
|
R1 |
5,262.7 |
5,262.7 |
5,219.4 |
5,290.5 |
PP |
5,183.3 |
5,183.3 |
5,183.3 |
5,197.3 |
S1 |
5,127.7 |
5,127.7 |
5,194.6 |
5,155.5 |
S2 |
5,048.3 |
5,048.3 |
5,182.3 |
|
S3 |
4,913.3 |
4,992.7 |
5,169.9 |
|
S4 |
4,778.3 |
4,857.7 |
5,132.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,239.0 |
5,104.0 |
135.0 |
2.6% |
48.4 |
0.9% |
76% |
True |
False |
21,574 |
10 |
5,239.0 |
5,095.0 |
144.0 |
2.8% |
45.6 |
0.9% |
78% |
True |
False |
20,262 |
20 |
5,239.0 |
4,911.0 |
328.0 |
6.3% |
47.5 |
0.9% |
90% |
True |
False |
22,276 |
40 |
5,239.0 |
4,881.0 |
358.0 |
6.9% |
50.5 |
1.0% |
91% |
True |
False |
28,430 |
60 |
5,239.0 |
4,881.0 |
358.0 |
6.9% |
43.8 |
0.8% |
91% |
True |
False |
19,191 |
80 |
5,239.0 |
4,708.0 |
531.0 |
10.2% |
34.8 |
0.7% |
94% |
True |
False |
14,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,443.0 |
2.618 |
5,364.7 |
1.618 |
5,316.7 |
1.000 |
5,287.0 |
0.618 |
5,268.7 |
HIGH |
5,239.0 |
0.618 |
5,220.7 |
0.500 |
5,215.0 |
0.382 |
5,209.3 |
LOW |
5,191.0 |
0.618 |
5,161.3 |
1.000 |
5,143.0 |
1.618 |
5,113.3 |
2.618 |
5,065.3 |
4.250 |
4,987.0 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,215.0 |
5,202.0 |
PP |
5,212.3 |
5,197.0 |
S1 |
5,209.7 |
5,192.0 |
|