Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
8,301.5 |
8,347.0 |
45.5 |
0.5% |
8,133.0 |
High |
8,354.0 |
8,376.5 |
22.5 |
0.3% |
8,360.0 |
Low |
8,235.0 |
8,299.0 |
64.0 |
0.8% |
8,105.5 |
Close |
8,334.5 |
8,356.5 |
22.0 |
0.3% |
8,277.0 |
Range |
119.0 |
77.5 |
-41.5 |
-34.9% |
254.5 |
ATR |
112.3 |
109.8 |
-2.5 |
-2.2% |
0.0 |
Volume |
97,062 |
107,904 |
10,842 |
11.2% |
425,885 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,576.5 |
8,544.0 |
8,399.1 |
|
R3 |
8,499.0 |
8,466.5 |
8,377.8 |
|
R2 |
8,421.5 |
8,421.5 |
8,370.7 |
|
R1 |
8,389.0 |
8,389.0 |
8,363.6 |
8,405.3 |
PP |
8,344.0 |
8,344.0 |
8,344.0 |
8,352.1 |
S1 |
8,311.5 |
8,311.5 |
8,349.4 |
8,327.8 |
S2 |
8,266.5 |
8,266.5 |
8,342.3 |
|
S3 |
8,189.0 |
8,234.0 |
8,335.2 |
|
S4 |
8,111.5 |
8,156.5 |
8,313.9 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,011.0 |
8,898.5 |
8,417.0 |
|
R3 |
8,756.5 |
8,644.0 |
8,347.0 |
|
R2 |
8,502.0 |
8,502.0 |
8,323.7 |
|
R1 |
8,389.5 |
8,389.5 |
8,300.3 |
8,445.8 |
PP |
8,247.5 |
8,247.5 |
8,247.5 |
8,275.6 |
S1 |
8,135.0 |
8,135.0 |
8,253.7 |
8,191.3 |
S2 |
7,993.0 |
7,993.0 |
8,230.3 |
|
S3 |
7,738.5 |
7,880.5 |
8,207.0 |
|
S4 |
7,484.0 |
7,626.0 |
8,137.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,376.5 |
8,217.5 |
159.0 |
1.9% |
87.5 |
1.0% |
87% |
True |
False |
98,769 |
10 |
8,376.5 |
7,897.0 |
479.5 |
5.7% |
96.7 |
1.2% |
96% |
True |
False |
98,583 |
20 |
8,376.5 |
7,422.0 |
954.5 |
11.4% |
115.3 |
1.4% |
98% |
True |
False |
117,303 |
40 |
8,376.5 |
7,422.0 |
954.5 |
11.4% |
117.6 |
1.4% |
98% |
True |
False |
118,290 |
60 |
8,376.5 |
7,422.0 |
954.5 |
11.4% |
111.9 |
1.3% |
98% |
True |
False |
88,763 |
80 |
8,376.5 |
7,422.0 |
954.5 |
11.4% |
104.7 |
1.3% |
98% |
True |
False |
66,734 |
100 |
8,376.5 |
7,422.0 |
954.5 |
11.4% |
95.6 |
1.1% |
98% |
True |
False |
53,728 |
120 |
8,376.5 |
7,026.5 |
1,350.0 |
16.2% |
90.0 |
1.1% |
99% |
True |
False |
44,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,705.9 |
2.618 |
8,579.4 |
1.618 |
8,501.9 |
1.000 |
8,454.0 |
0.618 |
8,424.4 |
HIGH |
8,376.5 |
0.618 |
8,346.9 |
0.500 |
8,337.8 |
0.382 |
8,328.6 |
LOW |
8,299.0 |
0.618 |
8,251.1 |
1.000 |
8,221.5 |
1.618 |
8,173.6 |
2.618 |
8,096.1 |
4.250 |
7,969.6 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,350.3 |
8,336.7 |
PP |
8,344.0 |
8,316.8 |
S1 |
8,337.8 |
8,297.0 |
|