Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,185.0 |
5,216.0 |
31.0 |
0.6% |
5,200.0 |
High |
5,201.0 |
5,254.0 |
53.0 |
1.0% |
5,258.0 |
Low |
5,174.0 |
5,200.0 |
26.0 |
0.5% |
5,157.0 |
Close |
5,193.0 |
5,220.0 |
27.0 |
0.5% |
5,193.0 |
Range |
27.0 |
54.0 |
27.0 |
100.0% |
101.0 |
ATR |
53.0 |
53.6 |
0.6 |
1.1% |
0.0 |
Volume |
20,320 |
21,553 |
1,233 |
6.1% |
111,433 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,386.7 |
5,357.3 |
5,249.7 |
|
R3 |
5,332.7 |
5,303.3 |
5,234.9 |
|
R2 |
5,278.7 |
5,278.7 |
5,229.9 |
|
R1 |
5,249.3 |
5,249.3 |
5,225.0 |
5,264.0 |
PP |
5,224.7 |
5,224.7 |
5,224.7 |
5,232.0 |
S1 |
5,195.3 |
5,195.3 |
5,215.1 |
5,210.0 |
S2 |
5,170.7 |
5,170.7 |
5,210.1 |
|
S3 |
5,116.7 |
5,141.3 |
5,205.2 |
|
S4 |
5,062.7 |
5,087.3 |
5,190.3 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,505.7 |
5,450.3 |
5,248.6 |
|
R3 |
5,404.7 |
5,349.3 |
5,220.8 |
|
R2 |
5,303.7 |
5,303.7 |
5,211.5 |
|
R1 |
5,248.3 |
5,248.3 |
5,202.3 |
5,225.5 |
PP |
5,202.7 |
5,202.7 |
5,202.7 |
5,191.3 |
S1 |
5,147.3 |
5,147.3 |
5,183.7 |
5,124.5 |
S2 |
5,101.7 |
5,101.7 |
5,174.5 |
|
S3 |
5,000.7 |
5,046.3 |
5,165.2 |
|
S4 |
4,899.7 |
4,945.3 |
5,137.5 |
|
|
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 |
1.9% |
51.6 |
1.0% |
62% |
False |
False |
22,963 |
10 |
5,258.0 |
5,104.0 |
154.0 |
3.0% |
48.3 |
0.9% |
75% |
False |
False |
22,255 |
20 |
5,258.0 |
4,931.0 |
327.0 |
6.3% |
48.1 |
0.9% |
88% |
False |
False |
21,360 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.2% |
47.6 |
0.9% |
90% |
False |
False |
23,579 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.2% |
47.3 |
0.9% |
90% |
False |
False |
21,394 |
80 |
5,258.0 |
4,756.0 |
502.0 |
9.6% |
37.7 |
0.7% |
92% |
False |
False |
16,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,483.5 |
2.618 |
5,395.4 |
1.618 |
5,341.4 |
1.000 |
5,308.0 |
0.618 |
5,287.4 |
HIGH |
5,254.0 |
0.618 |
5,233.4 |
0.500 |
5,227.0 |
0.382 |
5,220.6 |
LOW |
5,200.0 |
0.618 |
5,166.6 |
1.000 |
5,146.0 |
1.618 |
5,112.6 |
2.618 |
5,058.6 |
4.250 |
4,970.5 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,227.0 |
5,215.2 |
PP |
5,224.7 |
5,210.3 |
S1 |
5,222.3 |
5,205.5 |
|