Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,205.0 |
5,200.0 |
-5.0 |
-0.1% |
5,177.0 |
High |
5,239.0 |
5,228.0 |
-11.0 |
-0.2% |
5,239.0 |
Low |
5,191.0 |
5,193.0 |
2.0 |
0.0% |
5,104.0 |
Close |
5,207.0 |
5,206.0 |
-1.0 |
0.0% |
5,207.0 |
Range |
48.0 |
35.0 |
-13.0 |
-27.1% |
135.0 |
ATR |
54.5 |
53.1 |
-1.4 |
-2.6% |
0.0 |
Volume |
20,754 |
18,170 |
-2,584 |
-12.5% |
107,870 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,314.0 |
5,295.0 |
5,225.3 |
|
R3 |
5,279.0 |
5,260.0 |
5,215.6 |
|
R2 |
5,244.0 |
5,244.0 |
5,212.4 |
|
R1 |
5,225.0 |
5,225.0 |
5,209.2 |
5,234.5 |
PP |
5,209.0 |
5,209.0 |
5,209.0 |
5,213.8 |
S1 |
5,190.0 |
5,190.0 |
5,202.8 |
5,199.5 |
S2 |
5,174.0 |
5,174.0 |
5,199.6 |
|
S3 |
5,139.0 |
5,155.0 |
5,196.4 |
|
S4 |
5,104.0 |
5,120.0 |
5,186.8 |
|
|
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% |
45.0 |
0.9% |
76% |
False |
False |
21,547 |
10 |
5,239.0 |
5,104.0 |
135.0 |
2.6% |
45.5 |
0.9% |
76% |
False |
False |
20,592 |
20 |
5,239.0 |
4,911.0 |
328.0 |
6.3% |
48.2 |
0.9% |
90% |
False |
False |
22,068 |
40 |
5,239.0 |
4,881.0 |
358.0 |
6.9% |
50.1 |
1.0% |
91% |
False |
False |
28,664 |
60 |
5,239.0 |
4,881.0 |
358.0 |
6.9% |
44.2 |
0.8% |
91% |
False |
False |
19,494 |
80 |
5,239.0 |
4,726.0 |
513.0 |
9.9% |
35.2 |
0.7% |
94% |
False |
False |
14,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,376.8 |
2.618 |
5,319.6 |
1.618 |
5,284.6 |
1.000 |
5,263.0 |
0.618 |
5,249.6 |
HIGH |
5,228.0 |
0.618 |
5,214.6 |
0.500 |
5,210.5 |
0.382 |
5,206.4 |
LOW |
5,193.0 |
0.618 |
5,171.4 |
1.000 |
5,158.0 |
1.618 |
5,136.4 |
2.618 |
5,101.4 |
4.250 |
5,044.3 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,210.5 |
5,206.5 |
PP |
5,209.0 |
5,206.3 |
S1 |
5,207.5 |
5,206.2 |
|