Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,247.0 |
5,210.0 |
-37.0 |
-0.7% |
5,177.0 |
High |
5,258.0 |
5,225.0 |
-33.0 |
-0.6% |
5,239.0 |
Low |
5,170.0 |
5,157.0 |
-13.0 |
-0.3% |
5,104.0 |
Close |
5,201.0 |
5,174.0 |
-27.0 |
-0.5% |
5,207.0 |
Range |
88.0 |
68.0 |
-20.0 |
-22.7% |
135.0 |
ATR |
54.0 |
55.0 |
1.0 |
1.8% |
0.0 |
Volume |
32,819 |
25,179 |
-7,640 |
-23.3% |
107,870 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,389.3 |
5,349.7 |
5,211.4 |
|
R3 |
5,321.3 |
5,281.7 |
5,192.7 |
|
R2 |
5,253.3 |
5,253.3 |
5,186.5 |
|
R1 |
5,213.7 |
5,213.7 |
5,180.2 |
5,199.5 |
PP |
5,185.3 |
5,185.3 |
5,185.3 |
5,178.3 |
S1 |
5,145.7 |
5,145.7 |
5,167.8 |
5,131.5 |
S2 |
5,117.3 |
5,117.3 |
5,161.5 |
|
S3 |
5,049.3 |
5,077.7 |
5,155.3 |
|
S4 |
4,981.3 |
5,009.7 |
5,136.6 |
|
|
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 |
5,157.0 |
101.0 |
2.0% |
52.0 |
1.0% |
17% |
False |
True |
22,373 |
10 |
5,258.0 |
5,104.0 |
154.0 |
3.0% |
51.3 |
1.0% |
45% |
False |
False |
21,779 |
20 |
5,258.0 |
4,912.0 |
346.0 |
6.7% |
49.9 |
1.0% |
76% |
False |
False |
21,878 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.3% |
48.8 |
0.9% |
78% |
False |
False |
27,962 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.3% |
46.1 |
0.9% |
78% |
False |
False |
20,696 |
80 |
5,258.0 |
4,744.0 |
514.0 |
9.9% |
37.1 |
0.7% |
84% |
False |
False |
15,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,514.0 |
2.618 |
5,403.0 |
1.618 |
5,335.0 |
1.000 |
5,293.0 |
0.618 |
5,267.0 |
HIGH |
5,225.0 |
0.618 |
5,199.0 |
0.500 |
5,191.0 |
0.382 |
5,183.0 |
LOW |
5,157.0 |
0.618 |
5,115.0 |
1.000 |
5,089.0 |
1.618 |
5,047.0 |
2.618 |
4,979.0 |
4.250 |
4,868.0 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,191.0 |
5,207.5 |
PP |
5,185.3 |
5,196.3 |
S1 |
5,179.7 |
5,185.2 |
|