Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,260 |
14,425 |
165 |
1.2% |
13,850 |
High |
14,480 |
14,630 |
150 |
1.0% |
14,265 |
Low |
14,230 |
14,215 |
-15 |
-0.1% |
13,695 |
Close |
14,410 |
14,575 |
165 |
1.1% |
14,200 |
Range |
250 |
415 |
165 |
66.0% |
570 |
ATR |
250 |
262 |
12 |
4.7% |
0 |
Volume |
10,978 |
20,155 |
9,177 |
83.6% |
39,743 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,718 |
15,562 |
14,803 |
|
R3 |
15,303 |
15,147 |
14,689 |
|
R2 |
14,888 |
14,888 |
14,651 |
|
R1 |
14,732 |
14,732 |
14,613 |
14,810 |
PP |
14,473 |
14,473 |
14,473 |
14,513 |
S1 |
14,317 |
14,317 |
14,537 |
14,395 |
S2 |
14,058 |
14,058 |
14,499 |
|
S3 |
13,643 |
13,902 |
14,461 |
|
S4 |
13,228 |
13,487 |
14,347 |
|
|
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 |
14,630 |
13,910 |
720 |
4.9% |
259 |
1.8% |
92% |
True |
False |
11,062 |
10 |
14,630 |
13,695 |
935 |
6.4% |
223 |
1.5% |
94% |
True |
False |
9,707 |
20 |
14,630 |
13,010 |
1,620 |
11.1% |
260 |
1.8% |
97% |
True |
False |
12,963 |
40 |
14,630 |
11,870 |
2,760 |
18.9% |
279 |
1.9% |
98% |
True |
False |
14,777 |
60 |
14,630 |
11,085 |
3,545 |
24.3% |
260 |
1.8% |
98% |
True |
False |
12,703 |
80 |
14,630 |
10,450 |
4,180 |
28.7% |
236 |
1.6% |
99% |
True |
False |
9,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,394 |
2.618 |
15,717 |
1.618 |
15,302 |
1.000 |
15,045 |
0.618 |
14,887 |
HIGH |
14,630 |
0.618 |
14,472 |
0.500 |
14,423 |
0.382 |
14,374 |
LOW |
14,215 |
0.618 |
13,959 |
1.000 |
13,800 |
1.618 |
13,544 |
2.618 |
13,129 |
4.250 |
12,451 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,524 |
14,506 |
PP |
14,473 |
14,437 |
S1 |
14,423 |
14,368 |
|