Trading Metrics calculated at close of trading on 08-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,225 |
14,260 |
35 |
0.2% |
13,850 |
High |
14,300 |
14,480 |
180 |
1.3% |
14,265 |
Low |
14,105 |
14,230 |
125 |
0.9% |
13,695 |
Close |
14,275 |
14,410 |
135 |
0.9% |
14,200 |
Range |
195 |
250 |
55 |
28.2% |
570 |
ATR |
250 |
250 |
0 |
0.0% |
0 |
Volume |
9,344 |
10,978 |
1,634 |
17.5% |
39,743 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,123 |
15,017 |
14,548 |
|
R3 |
14,873 |
14,767 |
14,479 |
|
R2 |
14,623 |
14,623 |
14,456 |
|
R1 |
14,517 |
14,517 |
14,433 |
14,570 |
PP |
14,373 |
14,373 |
14,373 |
14,400 |
S1 |
14,267 |
14,267 |
14,387 |
14,320 |
S2 |
14,123 |
14,123 |
14,364 |
|
S3 |
13,873 |
14,017 |
14,341 |
|
S4 |
13,623 |
13,767 |
14,273 |
|
|
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 |
14,480 |
13,695 |
785 |
5.4% |
226 |
1.6% |
91% |
True |
False |
8,952 |
10 |
14,480 |
13,695 |
785 |
5.4% |
202 |
1.4% |
91% |
True |
False |
8,775 |
20 |
14,480 |
13,010 |
1,470 |
10.2% |
248 |
1.7% |
95% |
True |
False |
12,931 |
40 |
14,480 |
11,870 |
2,610 |
18.1% |
273 |
1.9% |
97% |
True |
False |
14,528 |
60 |
14,480 |
11,085 |
3,395 |
23.6% |
255 |
1.8% |
98% |
True |
False |
12,367 |
80 |
14,480 |
10,450 |
4,030 |
28.0% |
231 |
1.6% |
98% |
True |
False |
9,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,543 |
2.618 |
15,135 |
1.618 |
14,885 |
1.000 |
14,730 |
0.618 |
14,635 |
HIGH |
14,480 |
0.618 |
14,385 |
0.500 |
14,355 |
0.382 |
14,326 |
LOW |
14,230 |
0.618 |
14,076 |
1.000 |
13,980 |
1.618 |
13,826 |
2.618 |
13,576 |
4.250 |
13,168 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,392 |
14,371 |
PP |
14,373 |
14,332 |
S1 |
14,355 |
14,293 |
|