Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,225 |
15,005 |
-220 |
-1.4% |
14,805 |
High |
15,235 |
15,425 |
190 |
1.2% |
15,425 |
Low |
14,925 |
14,945 |
20 |
0.1% |
14,770 |
Close |
14,985 |
15,380 |
395 |
2.6% |
15,380 |
Range |
310 |
480 |
170 |
54.8% |
655 |
ATR |
263 |
278 |
16 |
5.9% |
0 |
Volume |
12,647 |
14,694 |
2,047 |
16.2% |
63,622 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,690 |
16,515 |
15,644 |
|
R3 |
16,210 |
16,035 |
15,512 |
|
R2 |
15,730 |
15,730 |
15,468 |
|
R1 |
15,555 |
15,555 |
15,424 |
15,643 |
PP |
15,250 |
15,250 |
15,250 |
15,294 |
S1 |
15,075 |
15,075 |
15,336 |
15,163 |
S2 |
14,770 |
14,770 |
15,292 |
|
S3 |
14,290 |
14,595 |
15,248 |
|
S4 |
13,810 |
14,115 |
15,116 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,157 |
16,923 |
15,740 |
|
R3 |
16,502 |
16,268 |
15,560 |
|
R2 |
15,847 |
15,847 |
15,500 |
|
R1 |
15,613 |
15,613 |
15,440 |
15,730 |
PP |
15,192 |
15,192 |
15,192 |
15,250 |
S1 |
14,958 |
14,958 |
15,320 |
15,075 |
S2 |
14,537 |
14,537 |
15,260 |
|
S3 |
13,882 |
14,303 |
15,200 |
|
S4 |
13,227 |
13,648 |
15,020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,425 |
14,770 |
655 |
4.3% |
299 |
1.9% |
93% |
True |
False |
12,724 |
10 |
15,425 |
14,105 |
1,320 |
8.6% |
275 |
1.8% |
97% |
True |
False |
12,223 |
20 |
15,425 |
13,535 |
1,890 |
12.3% |
248 |
1.6% |
98% |
True |
False |
11,298 |
40 |
15,425 |
11,870 |
3,555 |
23.1% |
292 |
1.9% |
99% |
True |
False |
14,664 |
60 |
15,425 |
11,125 |
4,300 |
28.0% |
276 |
1.8% |
99% |
True |
False |
13,822 |
80 |
15,425 |
10,655 |
4,770 |
31.0% |
243 |
1.6% |
99% |
True |
False |
10,499 |
100 |
15,425 |
10,130 |
5,295 |
34.4% |
216 |
1.4% |
99% |
True |
False |
8,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,465 |
2.618 |
16,682 |
1.618 |
16,202 |
1.000 |
15,905 |
0.618 |
15,722 |
HIGH |
15,425 |
0.618 |
15,242 |
0.500 |
15,185 |
0.382 |
15,128 |
LOW |
14,945 |
0.618 |
14,648 |
1.000 |
14,465 |
1.618 |
14,168 |
2.618 |
13,688 |
4.250 |
12,905 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,315 |
15,312 |
PP |
15,250 |
15,243 |
S1 |
15,185 |
15,175 |
|