Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,901 |
14,901 |
0 |
0.0% |
14,648 |
High |
14,927 |
14,997 |
70 |
0.5% |
14,953 |
Low |
14,881 |
14,876 |
-5 |
0.0% |
14,626 |
Close |
14,906 |
14,983 |
77 |
0.5% |
14,898 |
Range |
46 |
121 |
75 |
163.0% |
327 |
ATR |
139 |
138 |
-1 |
-0.9% |
0 |
Volume |
73,286 |
105,798 |
32,512 |
44.4% |
610,166 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,315 |
15,270 |
15,050 |
|
R3 |
15,194 |
15,149 |
15,016 |
|
R2 |
15,073 |
15,073 |
15,005 |
|
R1 |
15,028 |
15,028 |
14,994 |
15,051 |
PP |
14,952 |
14,952 |
14,952 |
14,963 |
S1 |
14,907 |
14,907 |
14,972 |
14,930 |
S2 |
14,831 |
14,831 |
14,961 |
|
S3 |
14,710 |
14,786 |
14,950 |
|
S4 |
14,589 |
14,665 |
14,917 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,807 |
15,679 |
15,078 |
|
R3 |
15,480 |
15,352 |
14,988 |
|
R2 |
15,153 |
15,153 |
14,958 |
|
R1 |
15,025 |
15,025 |
14,928 |
15,089 |
PP |
14,826 |
14,826 |
14,826 |
14,858 |
S1 |
14,698 |
14,698 |
14,868 |
14,762 |
S2 |
14,499 |
14,499 |
14,838 |
|
S3 |
14,172 |
14,371 |
14,808 |
|
S4 |
13,845 |
14,044 |
14,718 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,997 |
14,626 |
371 |
2.5% |
136 |
0.9% |
96% |
True |
False |
113,450 |
10 |
14,997 |
14,595 |
402 |
2.7% |
123 |
0.8% |
97% |
True |
False |
117,675 |
20 |
14,997 |
14,394 |
603 |
4.0% |
150 |
1.0% |
98% |
True |
False |
149,092 |
40 |
14,997 |
14,269 |
728 |
4.9% |
136 |
0.9% |
98% |
True |
False |
145,023 |
60 |
14,997 |
13,681 |
1,316 |
8.8% |
130 |
0.9% |
99% |
True |
False |
101,628 |
80 |
14,997 |
13,303 |
1,694 |
11.3% |
114 |
0.8% |
99% |
True |
False |
76,243 |
100 |
14,997 |
12,700 |
2,297 |
15.3% |
103 |
0.7% |
99% |
True |
False |
60,996 |
120 |
14,997 |
12,342 |
2,655 |
17.7% |
91 |
0.6% |
99% |
True |
False |
50,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,511 |
2.618 |
15,314 |
1.618 |
15,193 |
1.000 |
15,118 |
0.618 |
15,072 |
HIGH |
14,997 |
0.618 |
14,951 |
0.500 |
14,937 |
0.382 |
14,922 |
LOW |
14,876 |
0.618 |
14,801 |
1.000 |
14,755 |
1.618 |
14,680 |
2.618 |
14,559 |
4.250 |
14,362 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,968 |
14,945 |
PP |
14,952 |
14,907 |
S1 |
14,937 |
14,870 |
|