Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,900 |
15,100 |
200 |
1.3% |
14,215 |
High |
15,125 |
15,265 |
140 |
0.9% |
14,830 |
Low |
14,800 |
15,045 |
245 |
1.7% |
14,105 |
Close |
15,095 |
15,220 |
125 |
0.8% |
14,805 |
Range |
325 |
220 |
-105 |
-32.3% |
725 |
ATR |
262 |
259 |
-3 |
-1.2% |
0 |
Volume |
10,772 |
14,705 |
3,933 |
36.5% |
58,616 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,837 |
15,748 |
15,341 |
|
R3 |
15,617 |
15,528 |
15,281 |
|
R2 |
15,397 |
15,397 |
15,260 |
|
R1 |
15,308 |
15,308 |
15,240 |
15,353 |
PP |
15,177 |
15,177 |
15,177 |
15,199 |
S1 |
15,088 |
15,088 |
15,200 |
15,133 |
S2 |
14,957 |
14,957 |
15,180 |
|
S3 |
14,737 |
14,868 |
15,160 |
|
S4 |
14,517 |
14,648 |
15,099 |
|
|
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 |
15,265 |
14,215 |
1,050 |
6.9% |
286 |
1.9% |
96% |
True |
False |
14,031 |
10 |
15,265 |
13,695 |
1,570 |
10.3% |
256 |
1.7% |
97% |
True |
False |
11,491 |
20 |
15,265 |
13,260 |
2,005 |
13.2% |
238 |
1.6% |
98% |
True |
False |
11,344 |
40 |
15,265 |
11,870 |
3,395 |
22.3% |
285 |
1.9% |
99% |
True |
False |
14,648 |
60 |
15,265 |
11,125 |
4,140 |
27.2% |
268 |
1.8% |
99% |
True |
False |
13,376 |
80 |
15,265 |
10,450 |
4,815 |
31.6% |
237 |
1.6% |
99% |
True |
False |
10,158 |
100 |
15,265 |
10,005 |
5,260 |
34.6% |
210 |
1.4% |
99% |
True |
False |
8,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,200 |
2.618 |
15,841 |
1.618 |
15,621 |
1.000 |
15,485 |
0.618 |
15,401 |
HIGH |
15,265 |
0.618 |
15,181 |
0.500 |
15,155 |
0.382 |
15,129 |
LOW |
15,045 |
0.618 |
14,909 |
1.000 |
14,825 |
1.618 |
14,689 |
2.618 |
14,469 |
4.250 |
14,110 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,198 |
15,153 |
PP |
15,177 |
15,085 |
S1 |
15,155 |
15,018 |
|