Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,191.0 |
5,160.0 |
-31.0 |
-0.6% |
5,200.0 |
High |
5,224.0 |
5,160.0 |
-64.0 |
-1.2% |
5,258.0 |
Low |
5,155.0 |
5,061.0 |
-94.0 |
-1.8% |
5,157.0 |
Close |
5,171.0 |
5,070.0 |
-101.0 |
-2.0% |
5,193.0 |
Range |
69.0 |
99.0 |
30.0 |
43.5% |
101.0 |
ATR |
55.1 |
59.0 |
3.9 |
7.1% |
0.0 |
Volume |
22,723 |
41,588 |
18,865 |
83.0% |
111,433 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,394.0 |
5,331.0 |
5,124.5 |
|
R3 |
5,295.0 |
5,232.0 |
5,097.2 |
|
R2 |
5,196.0 |
5,196.0 |
5,088.2 |
|
R1 |
5,133.0 |
5,133.0 |
5,079.1 |
5,115.0 |
PP |
5,097.0 |
5,097.0 |
5,097.0 |
5,088.0 |
S1 |
5,034.0 |
5,034.0 |
5,060.9 |
5,016.0 |
S2 |
4,998.0 |
4,998.0 |
5,051.9 |
|
S3 |
4,899.0 |
4,935.0 |
5,042.8 |
|
S4 |
4,800.0 |
4,836.0 |
5,015.6 |
|
|
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 |
5,061.0 |
193.0 |
3.8% |
61.8 |
1.2% |
5% |
False |
True |
25,890 |
10 |
5,258.0 |
5,061.0 |
197.0 |
3.9% |
56.9 |
1.1% |
5% |
False |
True |
24,131 |
20 |
5,258.0 |
5,061.0 |
197.0 |
3.9% |
51.1 |
1.0% |
5% |
False |
True |
22,236 |
40 |
5,258.0 |
4,881.0 |
377.0 |
7.4% |
48.9 |
1.0% |
50% |
False |
False |
23,587 |
60 |
5,258.0 |
4,881.0 |
377.0 |
7.4% |
48.8 |
1.0% |
50% |
False |
False |
22,848 |
80 |
5,258.0 |
4,842.0 |
416.0 |
8.2% |
40.1 |
0.8% |
55% |
False |
False |
17,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,580.8 |
2.618 |
5,419.2 |
1.618 |
5,320.2 |
1.000 |
5,259.0 |
0.618 |
5,221.2 |
HIGH |
5,160.0 |
0.618 |
5,122.2 |
0.500 |
5,110.5 |
0.382 |
5,098.8 |
LOW |
5,061.0 |
0.618 |
4,999.8 |
1.000 |
4,962.0 |
1.618 |
4,900.8 |
2.618 |
4,801.8 |
4.250 |
4,640.3 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,110.5 |
5,142.5 |
PP |
5,097.0 |
5,118.3 |
S1 |
5,083.5 |
5,094.2 |
|