Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,200.0 |
5,225.0 |
25.0 |
0.5% |
5,177.0 |
High |
5,228.0 |
5,236.0 |
8.0 |
0.2% |
5,239.0 |
Low |
5,193.0 |
5,215.0 |
22.0 |
0.4% |
5,104.0 |
Close |
5,206.0 |
5,225.0 |
19.0 |
0.4% |
5,207.0 |
Range |
35.0 |
21.0 |
-14.0 |
-40.0% |
135.0 |
ATR |
53.1 |
51.4 |
-1.6 |
-3.1% |
0.0 |
Volume |
18,170 |
14,945 |
-3,225 |
-17.7% |
107,870 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,288.3 |
5,277.7 |
5,236.6 |
|
R3 |
5,267.3 |
5,256.7 |
5,230.8 |
|
R2 |
5,246.3 |
5,246.3 |
5,228.9 |
|
R1 |
5,235.7 |
5,235.7 |
5,226.9 |
5,235.5 |
PP |
5,225.3 |
5,225.3 |
5,225.3 |
5,225.3 |
S1 |
5,214.7 |
5,214.7 |
5,223.1 |
5,214.5 |
S2 |
5,204.3 |
5,204.3 |
5,221.2 |
|
S3 |
5,183.3 |
5,193.7 |
5,219.2 |
|
S4 |
5,162.3 |
5,172.7 |
5,213.5 |
|
|
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 |
5,145.0 |
94.0 |
1.8% |
37.6 |
0.7% |
85% |
False |
False |
19,823 |
10 |
5,239.0 |
5,104.0 |
135.0 |
2.6% |
42.8 |
0.8% |
90% |
False |
False |
19,361 |
20 |
5,239.0 |
4,911.0 |
328.0 |
6.3% |
46.0 |
0.9% |
96% |
False |
False |
21,401 |
40 |
5,239.0 |
4,881.0 |
358.0 |
6.9% |
48.6 |
0.9% |
96% |
False |
False |
28,657 |
60 |
5,239.0 |
4,881.0 |
358.0 |
6.9% |
44.3 |
0.8% |
96% |
False |
False |
19,742 |
80 |
5,239.0 |
4,735.0 |
504.0 |
9.6% |
35.3 |
0.7% |
97% |
False |
False |
14,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,325.3 |
2.618 |
5,291.0 |
1.618 |
5,270.0 |
1.000 |
5,257.0 |
0.618 |
5,249.0 |
HIGH |
5,236.0 |
0.618 |
5,228.0 |
0.500 |
5,225.5 |
0.382 |
5,223.0 |
LOW |
5,215.0 |
0.618 |
5,202.0 |
1.000 |
5,194.0 |
1.618 |
5,181.0 |
2.618 |
5,160.0 |
4.250 |
5,125.8 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,225.5 |
5,221.7 |
PP |
5,225.3 |
5,218.3 |
S1 |
5,225.2 |
5,215.0 |
|