Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,216.0 |
5,220.0 |
4.0 |
0.1% |
5,200.0 |
High |
5,254.0 |
5,222.0 |
-32.0 |
-0.6% |
5,258.0 |
Low |
5,200.0 |
5,162.0 |
-38.0 |
-0.7% |
5,157.0 |
Close |
5,220.0 |
5,192.0 |
-28.0 |
-0.5% |
5,193.0 |
Range |
54.0 |
60.0 |
6.0 |
11.1% |
101.0 |
ATR |
53.6 |
54.1 |
0.5 |
0.9% |
0.0 |
Volume |
21,553 |
23,267 |
1,714 |
8.0% |
111,433 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,372.0 |
5,342.0 |
5,225.0 |
|
R3 |
5,312.0 |
5,282.0 |
5,208.5 |
|
R2 |
5,252.0 |
5,252.0 |
5,203.0 |
|
R1 |
5,222.0 |
5,222.0 |
5,197.5 |
5,207.0 |
PP |
5,192.0 |
5,192.0 |
5,192.0 |
5,184.5 |
S1 |
5,162.0 |
5,162.0 |
5,186.5 |
5,147.0 |
S2 |
5,132.0 |
5,132.0 |
5,181.0 |
|
S3 |
5,072.0 |
5,102.0 |
5,175.5 |
|
S4 |
5,012.0 |
5,042.0 |
5,159.0 |
|
|
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% |
59.4 |
1.1% |
35% |
False |
False |
24,627 |
10 |
5,258.0 |
5,145.0 |
113.0 |
2.2% |
48.5 |
0.9% |
42% |
False |
False |
22,225 |
20 |
5,258.0 |
4,974.0 |
284.0 |
5.5% |
49.3 |
0.9% |
77% |
False |
False |
21,610 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.3% |
47.8 |
0.9% |
82% |
False |
False |
23,157 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.3% |
46.9 |
0.9% |
82% |
False |
False |
21,778 |
80 |
5,258.0 |
4,792.0 |
466.0 |
9.0% |
38.2 |
0.7% |
86% |
False |
False |
16,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,477.0 |
2.618 |
5,379.1 |
1.618 |
5,319.1 |
1.000 |
5,282.0 |
0.618 |
5,259.1 |
HIGH |
5,222.0 |
0.618 |
5,199.1 |
0.500 |
5,192.0 |
0.382 |
5,184.9 |
LOW |
5,162.0 |
0.618 |
5,124.9 |
1.000 |
5,102.0 |
1.618 |
5,064.9 |
2.618 |
5,004.9 |
4.250 |
4,907.0 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,192.0 |
5,208.0 |
PP |
5,192.0 |
5,202.7 |
S1 |
5,192.0 |
5,197.3 |
|