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 |
8,354.5 |
8,449.0 |
94.5 |
1.1% |
8,280.5 |
High |
8,477.5 |
8,463.0 |
-14.5 |
-0.2% |
8,477.5 |
Low |
8,327.0 |
8,400.0 |
73.0 |
0.9% |
8,217.5 |
Close |
8,394.5 |
8,448.0 |
53.5 |
0.6% |
8,394.5 |
Range |
150.5 |
63.0 |
-87.5 |
-58.1% |
260.0 |
ATR |
111.0 |
108.0 |
-3.0 |
-2.7% |
0.0 |
Volume |
109,729 |
65,656 |
-44,073 |
-40.2% |
499,087 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,626.0 |
8,600.0 |
8,482.7 |
|
R3 |
8,563.0 |
8,537.0 |
8,465.3 |
|
R2 |
8,500.0 |
8,500.0 |
8,459.6 |
|
R1 |
8,474.0 |
8,474.0 |
8,453.8 |
8,455.5 |
PP |
8,437.0 |
8,437.0 |
8,437.0 |
8,427.8 |
S1 |
8,411.0 |
8,411.0 |
8,442.2 |
8,392.5 |
S2 |
8,374.0 |
8,374.0 |
8,436.5 |
|
S3 |
8,311.0 |
8,348.0 |
8,430.7 |
|
S4 |
8,248.0 |
8,285.0 |
8,413.4 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,143.2 |
9,028.8 |
8,537.5 |
|
R3 |
8,883.2 |
8,768.8 |
8,466.0 |
|
R2 |
8,623.2 |
8,623.2 |
8,442.2 |
|
R1 |
8,508.8 |
8,508.8 |
8,418.3 |
8,566.0 |
PP |
8,363.2 |
8,363.2 |
8,363.2 |
8,391.8 |
S1 |
8,248.8 |
8,248.8 |
8,370.7 |
8,306.0 |
S2 |
8,103.2 |
8,103.2 |
8,346.8 |
|
S3 |
7,843.2 |
7,988.8 |
8,323.0 |
|
S4 |
7,583.2 |
7,728.8 |
8,251.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,477.5 |
8,235.0 |
242.5 |
2.9% |
98.8 |
1.2% |
88% |
False |
False |
94,615 |
10 |
8,477.5 |
8,119.5 |
358.0 |
4.2% |
92.5 |
1.1% |
92% |
False |
False |
93,872 |
20 |
8,477.5 |
7,443.5 |
1,034.0 |
12.2% |
105.3 |
1.2% |
97% |
False |
False |
105,636 |
40 |
8,477.5 |
7,422.0 |
1,055.5 |
12.5% |
116.7 |
1.4% |
97% |
False |
False |
116,156 |
60 |
8,477.5 |
7,422.0 |
1,055.5 |
12.5% |
112.1 |
1.3% |
97% |
False |
False |
93,216 |
80 |
8,477.5 |
7,422.0 |
1,055.5 |
12.5% |
106.2 |
1.3% |
97% |
False |
False |
70,072 |
100 |
8,477.5 |
7,422.0 |
1,055.5 |
12.5% |
97.2 |
1.2% |
97% |
False |
False |
56,282 |
120 |
8,477.5 |
7,222.5 |
1,255.0 |
14.9% |
90.5 |
1.1% |
98% |
False |
False |
47,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,730.8 |
2.618 |
8,627.9 |
1.618 |
8,564.9 |
1.000 |
8,526.0 |
0.618 |
8,501.9 |
HIGH |
8,463.0 |
0.618 |
8,438.9 |
0.500 |
8,431.5 |
0.382 |
8,424.1 |
LOW |
8,400.0 |
0.618 |
8,361.1 |
1.000 |
8,337.0 |
1.618 |
8,298.1 |
2.618 |
8,235.1 |
4.250 |
8,132.3 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,442.5 |
8,431.6 |
PP |
8,437.0 |
8,415.2 |
S1 |
8,431.5 |
8,398.8 |
|