Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,225.0 |
5,247.0 |
22.0 |
0.4% |
5,177.0 |
High |
5,236.0 |
5,258.0 |
22.0 |
0.4% |
5,239.0 |
Low |
5,215.0 |
5,170.0 |
-45.0 |
-0.9% |
5,104.0 |
Close |
5,225.0 |
5,201.0 |
-24.0 |
-0.5% |
5,207.0 |
Range |
21.0 |
88.0 |
67.0 |
319.0% |
135.0 |
ATR |
51.4 |
54.0 |
2.6 |
5.1% |
0.0 |
Volume |
14,945 |
32,819 |
17,874 |
119.6% |
107,870 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,473.7 |
5,425.3 |
5,249.4 |
|
R3 |
5,385.7 |
5,337.3 |
5,225.2 |
|
R2 |
5,297.7 |
5,297.7 |
5,217.1 |
|
R1 |
5,249.3 |
5,249.3 |
5,209.1 |
5,229.5 |
PP |
5,209.7 |
5,209.7 |
5,209.7 |
5,199.8 |
S1 |
5,161.3 |
5,161.3 |
5,192.9 |
5,141.5 |
S2 |
5,121.7 |
5,121.7 |
5,184.9 |
|
S3 |
5,033.7 |
5,073.3 |
5,176.8 |
|
S4 |
4,945.7 |
4,985.3 |
5,152.6 |
|
|
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 |
5,258.0 |
5,170.0 |
88.0 |
1.7% |
45.6 |
0.9% |
35% |
True |
True |
22,307 |
10 |
5,258.0 |
5,104.0 |
154.0 |
3.0% |
48.9 |
0.9% |
63% |
True |
False |
21,203 |
20 |
5,258.0 |
4,912.0 |
346.0 |
6.7% |
48.3 |
0.9% |
84% |
True |
False |
21,795 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.2% |
48.6 |
0.9% |
85% |
True |
False |
28,974 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.2% |
45.5 |
0.9% |
85% |
True |
False |
20,281 |
80 |
5,258.0 |
4,735.0 |
523.0 |
10.1% |
36.4 |
0.7% |
89% |
True |
False |
15,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,632.0 |
2.618 |
5,488.4 |
1.618 |
5,400.4 |
1.000 |
5,346.0 |
0.618 |
5,312.4 |
HIGH |
5,258.0 |
0.618 |
5,224.4 |
0.500 |
5,214.0 |
0.382 |
5,203.6 |
LOW |
5,170.0 |
0.618 |
5,115.6 |
1.000 |
5,082.0 |
1.618 |
5,027.6 |
2.618 |
4,939.6 |
4.250 |
4,796.0 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,214.0 |
5,214.0 |
PP |
5,209.7 |
5,209.7 |
S1 |
5,205.3 |
5,205.3 |
|