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 |
8,449.0 |
8,434.5 |
-14.5 |
-0.2% |
8,280.5 |
High |
8,463.0 |
8,487.5 |
24.5 |
0.3% |
8,477.5 |
Low |
8,400.0 |
8,395.5 |
-4.5 |
-0.1% |
8,217.5 |
Close |
8,448.0 |
8,455.5 |
7.5 |
0.1% |
8,394.5 |
Range |
63.0 |
92.0 |
29.0 |
46.0% |
260.0 |
ATR |
108.0 |
106.8 |
-1.1 |
-1.1% |
0.0 |
Volume |
65,656 |
91,738 |
26,082 |
39.7% |
499,087 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,722.2 |
8,680.8 |
8,506.1 |
|
R3 |
8,630.2 |
8,588.8 |
8,480.8 |
|
R2 |
8,538.2 |
8,538.2 |
8,472.4 |
|
R1 |
8,496.8 |
8,496.8 |
8,463.9 |
8,517.5 |
PP |
8,446.2 |
8,446.2 |
8,446.2 |
8,456.5 |
S1 |
8,404.8 |
8,404.8 |
8,447.1 |
8,425.5 |
S2 |
8,354.2 |
8,354.2 |
8,438.6 |
|
S3 |
8,262.2 |
8,312.8 |
8,430.2 |
|
S4 |
8,170.2 |
8,220.8 |
8,404.9 |
|
|
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 |
8,487.5 |
8,299.0 |
188.5 |
2.2% |
93.4 |
1.1% |
83% |
True |
False |
93,550 |
10 |
8,487.5 |
8,164.5 |
323.0 |
3.8% |
92.6 |
1.1% |
90% |
True |
False |
94,663 |
20 |
8,487.5 |
7,450.5 |
1,037.0 |
12.3% |
104.8 |
1.2% |
97% |
True |
False |
104,228 |
40 |
8,487.5 |
7,422.0 |
1,065.5 |
12.6% |
116.2 |
1.4% |
97% |
True |
False |
115,176 |
60 |
8,487.5 |
7,422.0 |
1,065.5 |
12.6% |
111.4 |
1.3% |
97% |
True |
False |
94,714 |
80 |
8,487.5 |
7,422.0 |
1,065.5 |
12.6% |
106.2 |
1.3% |
97% |
True |
False |
71,212 |
100 |
8,487.5 |
7,422.0 |
1,065.5 |
12.6% |
97.4 |
1.2% |
97% |
True |
False |
57,105 |
120 |
8,487.5 |
7,242.5 |
1,245.0 |
14.7% |
91.0 |
1.1% |
97% |
True |
False |
47,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,878.5 |
2.618 |
8,728.4 |
1.618 |
8,636.4 |
1.000 |
8,579.5 |
0.618 |
8,544.4 |
HIGH |
8,487.5 |
0.618 |
8,452.4 |
0.500 |
8,441.5 |
0.382 |
8,430.6 |
LOW |
8,395.5 |
0.618 |
8,338.6 |
1.000 |
8,303.5 |
1.618 |
8,246.6 |
2.618 |
8,154.6 |
4.250 |
8,004.5 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,450.8 |
8,439.4 |
PP |
8,446.2 |
8,423.3 |
S1 |
8,441.5 |
8,407.3 |
|