Trading Metrics calculated at close of trading on 08-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,901 |
14,983 |
82 |
0.6% |
14,648 |
High |
14,997 |
15,067 |
70 |
0.5% |
14,953 |
Low |
14,876 |
14,960 |
84 |
0.6% |
14,626 |
Close |
14,983 |
15,062 |
79 |
0.5% |
14,898 |
Range |
121 |
107 |
-14 |
-11.6% |
327 |
ATR |
138 |
136 |
-2 |
-1.6% |
0 |
Volume |
105,798 |
98,396 |
-7,402 |
-7.0% |
610,166 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,351 |
15,313 |
15,121 |
|
R3 |
15,244 |
15,206 |
15,092 |
|
R2 |
15,137 |
15,137 |
15,082 |
|
R1 |
15,099 |
15,099 |
15,072 |
15,118 |
PP |
15,030 |
15,030 |
15,030 |
15,039 |
S1 |
14,992 |
14,992 |
15,052 |
15,011 |
S2 |
14,923 |
14,923 |
15,043 |
|
S3 |
14,816 |
14,885 |
15,033 |
|
S4 |
14,709 |
14,778 |
15,003 |
|
|
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 |
15,067 |
14,644 |
423 |
2.8% |
124 |
0.8% |
99% |
True |
False |
110,591 |
10 |
15,067 |
14,595 |
472 |
3.1% |
126 |
0.8% |
99% |
True |
False |
114,713 |
20 |
15,067 |
14,394 |
673 |
4.5% |
147 |
1.0% |
99% |
True |
False |
147,252 |
40 |
15,067 |
14,269 |
798 |
5.3% |
137 |
0.9% |
99% |
True |
False |
144,643 |
60 |
15,067 |
13,681 |
1,386 |
9.2% |
131 |
0.9% |
100% |
True |
False |
103,263 |
80 |
15,067 |
13,303 |
1,764 |
11.7% |
115 |
0.8% |
100% |
True |
False |
77,473 |
100 |
15,067 |
12,700 |
2,367 |
15.7% |
104 |
0.7% |
100% |
True |
False |
61,980 |
120 |
15,067 |
12,342 |
2,725 |
18.1% |
92 |
0.6% |
100% |
True |
False |
51,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,522 |
2.618 |
15,347 |
1.618 |
15,240 |
1.000 |
15,174 |
0.618 |
15,133 |
HIGH |
15,067 |
0.618 |
15,026 |
0.500 |
15,014 |
0.382 |
15,001 |
LOW |
14,960 |
0.618 |
14,894 |
1.000 |
14,853 |
1.618 |
14,787 |
2.618 |
14,680 |
4.250 |
14,505 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,046 |
15,032 |
PP |
15,030 |
15,002 |
S1 |
15,014 |
14,972 |
|