Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,425 |
14,610 |
185 |
1.3% |
14,215 |
High |
14,630 |
14,830 |
200 |
1.4% |
14,830 |
Low |
14,215 |
14,520 |
305 |
2.1% |
14,105 |
Close |
14,575 |
14,805 |
230 |
1.6% |
14,805 |
Range |
415 |
310 |
-105 |
-25.3% |
725 |
ATR |
262 |
265 |
3 |
1.3% |
0 |
Volume |
20,155 |
13,719 |
-6,436 |
-31.9% |
58,616 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,648 |
15,537 |
14,976 |
|
R3 |
15,338 |
15,227 |
14,890 |
|
R2 |
15,028 |
15,028 |
14,862 |
|
R1 |
14,917 |
14,917 |
14,834 |
14,973 |
PP |
14,718 |
14,718 |
14,718 |
14,746 |
S1 |
14,607 |
14,607 |
14,777 |
14,663 |
S2 |
14,408 |
14,408 |
14,748 |
|
S3 |
14,098 |
14,297 |
14,720 |
|
S4 |
13,788 |
13,987 |
14,635 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,755 |
16,505 |
15,204 |
|
R3 |
16,030 |
15,780 |
15,005 |
|
R2 |
15,305 |
15,305 |
14,938 |
|
R1 |
15,055 |
15,055 |
14,872 |
15,180 |
PP |
14,580 |
14,580 |
14,580 |
14,643 |
S1 |
14,330 |
14,330 |
14,739 |
14,455 |
S2 |
13,855 |
13,855 |
14,672 |
|
S3 |
13,130 |
13,605 |
14,606 |
|
S4 |
12,405 |
12,880 |
14,406 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,830 |
14,105 |
725 |
4.9% |
250 |
1.7% |
97% |
True |
False |
11,723 |
10 |
14,830 |
13,695 |
1,135 |
7.7% |
229 |
1.5% |
98% |
True |
False |
9,835 |
20 |
14,830 |
13,010 |
1,820 |
12.3% |
265 |
1.8% |
99% |
True |
False |
12,842 |
40 |
14,830 |
11,870 |
2,960 |
20.0% |
281 |
1.9% |
99% |
True |
False |
14,857 |
60 |
14,830 |
11,085 |
3,745 |
25.3% |
264 |
1.8% |
99% |
True |
False |
12,798 |
80 |
14,830 |
10,450 |
4,380 |
29.6% |
238 |
1.6% |
99% |
True |
False |
9,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,148 |
2.618 |
15,642 |
1.618 |
15,332 |
1.000 |
15,140 |
0.618 |
15,022 |
HIGH |
14,830 |
0.618 |
14,712 |
0.500 |
14,675 |
0.382 |
14,639 |
LOW |
14,520 |
0.618 |
14,329 |
1.000 |
14,210 |
1.618 |
14,019 |
2.618 |
13,709 |
4.250 |
13,203 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,762 |
14,711 |
PP |
14,718 |
14,617 |
S1 |
14,675 |
14,523 |
|