Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,100 |
15,225 |
125 |
0.8% |
14,215 |
High |
15,265 |
15,235 |
-30 |
-0.2% |
14,830 |
Low |
15,045 |
14,925 |
-120 |
-0.8% |
14,105 |
Close |
15,220 |
14,985 |
-235 |
-1.5% |
14,805 |
Range |
220 |
310 |
90 |
40.9% |
725 |
ATR |
259 |
263 |
4 |
1.4% |
0 |
Volume |
14,705 |
12,647 |
-2,058 |
-14.0% |
58,616 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,978 |
15,792 |
15,156 |
|
R3 |
15,668 |
15,482 |
15,070 |
|
R2 |
15,358 |
15,358 |
15,042 |
|
R1 |
15,172 |
15,172 |
15,014 |
15,110 |
PP |
15,048 |
15,048 |
15,048 |
15,018 |
S1 |
14,862 |
14,862 |
14,957 |
14,800 |
S2 |
14,738 |
14,738 |
14,928 |
|
S3 |
14,428 |
14,552 |
14,900 |
|
S4 |
14,118 |
14,242 |
14,815 |
|
|
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 |
14,520 |
745 |
5.0% |
265 |
1.8% |
62% |
False |
False |
12,529 |
10 |
15,265 |
13,910 |
1,355 |
9.0% |
262 |
1.7% |
79% |
False |
False |
11,796 |
20 |
15,265 |
13,265 |
2,000 |
13.3% |
244 |
1.6% |
86% |
False |
False |
11,278 |
40 |
15,265 |
11,870 |
3,395 |
22.7% |
285 |
1.9% |
92% |
False |
False |
14,704 |
60 |
15,265 |
11,125 |
4,140 |
27.6% |
271 |
1.8% |
93% |
False |
False |
13,582 |
80 |
15,265 |
10,450 |
4,815 |
32.1% |
238 |
1.6% |
94% |
False |
False |
10,316 |
100 |
15,265 |
10,015 |
5,250 |
35.0% |
211 |
1.4% |
95% |
False |
False |
8,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,553 |
2.618 |
16,047 |
1.618 |
15,737 |
1.000 |
15,545 |
0.618 |
15,427 |
HIGH |
15,235 |
0.618 |
15,117 |
0.500 |
15,080 |
0.382 |
15,044 |
LOW |
14,925 |
0.618 |
14,734 |
1.000 |
14,615 |
1.618 |
14,424 |
2.618 |
14,114 |
4.250 |
13,608 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,080 |
15,033 |
PP |
15,048 |
15,017 |
S1 |
15,017 |
15,001 |
|