Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
13,920 |
14,215 |
295 |
2.1% |
13,850 |
High |
14,265 |
14,275 |
10 |
0.1% |
14,265 |
Low |
13,910 |
14,195 |
285 |
2.0% |
13,695 |
Close |
14,200 |
14,235 |
35 |
0.2% |
14,200 |
Range |
355 |
80 |
-275 |
-77.5% |
570 |
ATR |
267 |
254 |
-13 |
-5.0% |
0 |
Volume |
10,416 |
4,420 |
-5,996 |
-57.6% |
39,743 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,475 |
14,435 |
14,279 |
|
R3 |
14,395 |
14,355 |
14,257 |
|
R2 |
14,315 |
14,315 |
14,250 |
|
R1 |
14,275 |
14,275 |
14,242 |
14,295 |
PP |
14,235 |
14,235 |
14,235 |
14,245 |
S1 |
14,195 |
14,195 |
14,228 |
14,215 |
S2 |
14,155 |
14,155 |
14,220 |
|
S3 |
14,075 |
14,115 |
14,213 |
|
S4 |
13,995 |
14,035 |
14,191 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,763 |
15,552 |
14,514 |
|
R3 |
15,193 |
14,982 |
14,357 |
|
R2 |
14,623 |
14,623 |
14,305 |
|
R1 |
14,412 |
14,412 |
14,252 |
14,518 |
PP |
14,053 |
14,053 |
14,053 |
14,106 |
S1 |
13,842 |
13,842 |
14,148 |
13,948 |
S2 |
13,483 |
13,483 |
14,096 |
|
S3 |
12,913 |
13,272 |
14,043 |
|
S4 |
12,343 |
12,702 |
13,887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,275 |
13,695 |
580 |
4.1% |
189 |
1.3% |
93% |
True |
False |
7,619 |
10 |
14,275 |
13,535 |
740 |
5.2% |
214 |
1.5% |
95% |
True |
False |
9,655 |
20 |
14,275 |
13,010 |
1,265 |
8.9% |
257 |
1.8% |
97% |
True |
False |
14,290 |
40 |
14,275 |
11,870 |
2,405 |
16.9% |
272 |
1.9% |
98% |
True |
False |
14,682 |
60 |
14,275 |
11,030 |
3,245 |
22.8% |
254 |
1.8% |
99% |
True |
False |
12,032 |
80 |
14,275 |
10,450 |
3,825 |
26.9% |
228 |
1.6% |
99% |
True |
False |
9,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,615 |
2.618 |
14,485 |
1.618 |
14,405 |
1.000 |
14,355 |
0.618 |
14,325 |
HIGH |
14,275 |
0.618 |
14,245 |
0.500 |
14,235 |
0.382 |
14,226 |
LOW |
14,195 |
0.618 |
14,146 |
1.000 |
14,115 |
1.618 |
14,066 |
2.618 |
13,986 |
4.250 |
13,855 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,235 |
14,152 |
PP |
14,235 |
14,068 |
S1 |
14,235 |
13,985 |
|