Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,220.0 |
5,191.0 |
-29.0 |
-0.6% |
5,200.0 |
High |
5,222.0 |
5,224.0 |
2.0 |
0.0% |
5,258.0 |
Low |
5,162.0 |
5,155.0 |
-7.0 |
-0.1% |
5,157.0 |
Close |
5,192.0 |
5,171.0 |
-21.0 |
-0.4% |
5,193.0 |
Range |
60.0 |
69.0 |
9.0 |
15.0% |
101.0 |
ATR |
54.1 |
55.1 |
1.1 |
2.0% |
0.0 |
Volume |
23,267 |
22,723 |
-544 |
-2.3% |
111,433 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,390.3 |
5,349.7 |
5,209.0 |
|
R3 |
5,321.3 |
5,280.7 |
5,190.0 |
|
R2 |
5,252.3 |
5,252.3 |
5,183.7 |
|
R1 |
5,211.7 |
5,211.7 |
5,177.3 |
5,197.5 |
PP |
5,183.3 |
5,183.3 |
5,183.3 |
5,176.3 |
S1 |
5,142.7 |
5,142.7 |
5,164.7 |
5,128.5 |
S2 |
5,114.3 |
5,114.3 |
5,158.4 |
|
S3 |
5,045.3 |
5,073.7 |
5,152.0 |
|
S4 |
4,976.3 |
5,004.7 |
5,133.1 |
|
|
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 |
5,254.0 |
5,155.0 |
99.0 |
1.9% |
55.6 |
1.1% |
16% |
False |
True |
22,608 |
10 |
5,258.0 |
5,155.0 |
103.0 |
2.0% |
50.6 |
1.0% |
16% |
False |
True |
22,458 |
20 |
5,258.0 |
5,036.0 |
222.0 |
4.3% |
49.8 |
1.0% |
61% |
False |
False |
21,496 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.3% |
48.0 |
0.9% |
77% |
False |
False |
23,147 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.3% |
47.5 |
0.9% |
77% |
False |
False |
22,156 |
80 |
5,258.0 |
4,837.0 |
421.0 |
8.1% |
38.9 |
0.8% |
79% |
False |
False |
16,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,517.3 |
2.618 |
5,404.6 |
1.618 |
5,335.6 |
1.000 |
5,293.0 |
0.618 |
5,266.6 |
HIGH |
5,224.0 |
0.618 |
5,197.6 |
0.500 |
5,189.5 |
0.382 |
5,181.4 |
LOW |
5,155.0 |
0.618 |
5,112.4 |
1.000 |
5,086.0 |
1.618 |
5,043.4 |
2.618 |
4,974.4 |
4.250 |
4,861.8 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,189.5 |
5,204.5 |
PP |
5,183.3 |
5,193.3 |
S1 |
5,177.2 |
5,182.2 |
|