Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,005 |
15,320 |
315 |
2.1% |
14,805 |
High |
15,425 |
15,425 |
0 |
0.0% |
15,425 |
Low |
14,945 |
15,275 |
330 |
2.2% |
14,770 |
Close |
15,380 |
15,340 |
-40 |
-0.3% |
15,380 |
Range |
480 |
150 |
-330 |
-68.8% |
655 |
ATR |
278 |
269 |
-9 |
-3.3% |
0 |
Volume |
14,694 |
11,949 |
-2,745 |
-18.7% |
63,622 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,797 |
15,718 |
15,423 |
|
R3 |
15,647 |
15,568 |
15,381 |
|
R2 |
15,497 |
15,497 |
15,368 |
|
R1 |
15,418 |
15,418 |
15,354 |
15,458 |
PP |
15,347 |
15,347 |
15,347 |
15,366 |
S1 |
15,268 |
15,268 |
15,326 |
15,308 |
S2 |
15,197 |
15,197 |
15,313 |
|
S3 |
15,047 |
15,118 |
15,299 |
|
S4 |
14,897 |
14,968 |
15,258 |
|
|
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 |
14,800 |
625 |
4.1% |
297 |
1.9% |
86% |
True |
False |
12,953 |
10 |
15,425 |
14,105 |
1,320 |
8.6% |
282 |
1.8% |
94% |
True |
False |
12,976 |
20 |
15,425 |
13,535 |
1,890 |
12.3% |
248 |
1.6% |
96% |
True |
False |
11,316 |
40 |
15,425 |
11,870 |
3,555 |
23.2% |
291 |
1.9% |
98% |
True |
False |
14,661 |
60 |
15,425 |
11,125 |
4,300 |
28.0% |
273 |
1.8% |
98% |
True |
False |
14,019 |
80 |
15,425 |
10,750 |
4,675 |
30.5% |
243 |
1.6% |
98% |
True |
False |
10,649 |
100 |
15,425 |
10,300 |
5,125 |
33.4% |
217 |
1.4% |
98% |
True |
False |
8,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,063 |
2.618 |
15,818 |
1.618 |
15,668 |
1.000 |
15,575 |
0.618 |
15,518 |
HIGH |
15,425 |
0.618 |
15,368 |
0.500 |
15,350 |
0.382 |
15,332 |
LOW |
15,275 |
0.618 |
15,182 |
1.000 |
15,125 |
1.618 |
15,032 |
2.618 |
14,882 |
4.250 |
14,638 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,350 |
15,285 |
PP |
15,347 |
15,230 |
S1 |
15,343 |
15,175 |
|