Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,725 |
14,820 |
-905 |
-5.8% |
15,320 |
High |
15,975 |
15,050 |
-925 |
-5.8% |
16,050 |
Low |
14,665 |
14,000 |
-665 |
-4.5% |
14,000 |
Close |
14,820 |
14,330 |
-490 |
-3.3% |
14,330 |
Range |
1,310 |
1,050 |
-260 |
-19.8% |
2,050 |
ATR |
363 |
412 |
49 |
13.5% |
0 |
Volume |
38,846 |
51,670 |
12,824 |
33.0% |
141,079 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,610 |
17,020 |
14,908 |
|
R3 |
16,560 |
15,970 |
14,619 |
|
R2 |
15,510 |
15,510 |
14,523 |
|
R1 |
14,920 |
14,920 |
14,426 |
14,690 |
PP |
14,460 |
14,460 |
14,460 |
14,345 |
S1 |
13,870 |
13,870 |
14,234 |
13,640 |
S2 |
13,410 |
13,410 |
14,138 |
|
S3 |
12,360 |
12,820 |
14,041 |
|
S4 |
11,310 |
11,770 |
13,753 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,943 |
19,687 |
15,458 |
|
R3 |
18,893 |
17,637 |
14,894 |
|
R2 |
16,843 |
16,843 |
14,706 |
|
R1 |
15,587 |
15,587 |
14,518 |
15,190 |
PP |
14,793 |
14,793 |
14,793 |
14,595 |
S1 |
13,537 |
13,537 |
14,142 |
13,140 |
S2 |
12,743 |
12,743 |
13,954 |
|
S3 |
10,693 |
11,487 |
13,766 |
|
S4 |
8,643 |
9,437 |
13,203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,050 |
14,000 |
2,050 |
14.3% |
668 |
4.7% |
16% |
False |
True |
28,215 |
10 |
16,050 |
14,000 |
2,050 |
14.3% |
484 |
3.4% |
16% |
False |
True |
20,470 |
20 |
16,050 |
13,695 |
2,355 |
16.4% |
356 |
2.5% |
27% |
False |
False |
15,153 |
40 |
16,050 |
11,870 |
4,180 |
29.2% |
350 |
2.4% |
59% |
False |
False |
16,700 |
60 |
16,050 |
11,525 |
4,525 |
31.6% |
305 |
2.1% |
62% |
False |
False |
16,123 |
80 |
16,050 |
11,030 |
5,020 |
35.0% |
278 |
1.9% |
66% |
False |
False |
12,262 |
100 |
16,050 |
10,355 |
5,695 |
39.7% |
249 |
1.7% |
70% |
False |
False |
9,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,513 |
2.618 |
17,799 |
1.618 |
16,749 |
1.000 |
16,100 |
0.618 |
15,699 |
HIGH |
15,050 |
0.618 |
14,649 |
0.500 |
14,525 |
0.382 |
14,401 |
LOW |
14,000 |
0.618 |
13,351 |
1.000 |
12,950 |
1.618 |
12,301 |
2.618 |
11,251 |
4.250 |
9,538 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,525 |
15,025 |
PP |
14,460 |
14,793 |
S1 |
14,395 |
14,562 |
|