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 |
987.0 |
984.7 |
-2.3 |
-0.2% |
970.7 |
High |
990.0 |
995.3 |
5.3 |
0.5% |
995.3 |
Low |
981.5 |
984.3 |
2.8 |
0.3% |
968.0 |
Close |
984.1 |
994.0 |
9.9 |
1.0% |
994.0 |
Range |
8.5 |
11.0 |
2.5 |
29.4% |
27.3 |
ATR |
13.0 |
12.9 |
-0.1 |
-1.0% |
0.0 |
Volume |
89,243 |
85,654 |
-3,589 |
-4.0% |
421,880 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,024.3 |
1,020.0 |
1,000.0 |
|
R3 |
1,013.3 |
1,009.0 |
997.0 |
|
R2 |
1,002.3 |
1,002.3 |
996.0 |
|
R1 |
998.0 |
998.0 |
995.0 |
1,000.3 |
PP |
991.3 |
991.3 |
991.3 |
992.3 |
S1 |
987.0 |
987.0 |
993.0 |
989.3 |
S2 |
980.3 |
980.3 |
992.0 |
|
S3 |
969.3 |
976.0 |
991.0 |
|
S4 |
958.3 |
965.0 |
988.0 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.8 |
1,058.3 |
1,009.0 |
|
R3 |
1,040.3 |
1,030.8 |
1,001.5 |
|
R2 |
1,013.0 |
1,013.0 |
999.0 |
|
R1 |
1,003.5 |
1,003.5 |
996.5 |
1,008.3 |
PP |
985.8 |
985.8 |
985.8 |
988.3 |
S1 |
976.3 |
976.3 |
991.5 |
981.0 |
S2 |
958.5 |
958.5 |
989.0 |
|
S3 |
931.3 |
949.0 |
986.5 |
|
S4 |
903.8 |
921.8 |
979.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
995.3 |
968.0 |
27.3 |
2.7% |
10.5 |
1.1% |
95% |
True |
False |
84,376 |
10 |
995.3 |
950.7 |
44.6 |
4.5% |
9.5 |
1.0% |
97% |
True |
False |
83,449 |
20 |
995.3 |
894.9 |
100.4 |
10.1% |
13.0 |
1.3% |
99% |
True |
False |
95,477 |
40 |
995.3 |
894.2 |
101.1 |
10.2% |
14.3 |
1.4% |
99% |
True |
False |
107,595 |
60 |
995.3 |
889.0 |
106.3 |
10.7% |
13.0 |
1.3% |
99% |
True |
False |
95,741 |
80 |
995.3 |
889.0 |
106.3 |
10.7% |
11.0 |
1.1% |
99% |
True |
False |
71,810 |
100 |
995.3 |
820.7 |
174.6 |
17.6% |
9.0 |
0.9% |
99% |
True |
False |
57,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,042.0 |
2.618 |
1,024.0 |
1.618 |
1,013.0 |
1.000 |
1,006.3 |
0.618 |
1,002.0 |
HIGH |
995.3 |
0.618 |
991.0 |
0.500 |
989.8 |
0.382 |
988.5 |
LOW |
984.3 |
0.618 |
977.5 |
1.000 |
973.3 |
1.618 |
966.5 |
2.618 |
955.5 |
4.250 |
937.5 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
992.5 |
992.0 |
PP |
991.3 |
990.0 |
S1 |
989.8 |
988.3 |
|