Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,983 |
15,056 |
73 |
0.5% |
14,648 |
High |
15,067 |
15,106 |
39 |
0.3% |
14,953 |
Low |
14,960 |
15,009 |
49 |
0.3% |
14,626 |
Close |
15,062 |
15,044 |
-18 |
-0.1% |
14,898 |
Range |
107 |
97 |
-10 |
-9.3% |
327 |
ATR |
136 |
133 |
-3 |
-2.0% |
0 |
Volume |
98,396 |
137,079 |
38,683 |
39.3% |
610,166 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,344 |
15,291 |
15,097 |
|
R3 |
15,247 |
15,194 |
15,071 |
|
R2 |
15,150 |
15,150 |
15,062 |
|
R1 |
15,097 |
15,097 |
15,053 |
15,075 |
PP |
15,053 |
15,053 |
15,053 |
15,042 |
S1 |
15,000 |
15,000 |
15,035 |
14,978 |
S2 |
14,956 |
14,956 |
15,026 |
|
S3 |
14,859 |
14,903 |
15,017 |
|
S4 |
14,762 |
14,806 |
14,991 |
|
|
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 |
15,106 |
14,742 |
364 |
2.4% |
117 |
0.8% |
83% |
True |
False |
110,684 |
10 |
15,106 |
14,597 |
509 |
3.4% |
124 |
0.8% |
88% |
True |
False |
114,665 |
20 |
15,106 |
14,394 |
712 |
4.7% |
146 |
1.0% |
91% |
True |
False |
147,583 |
40 |
15,106 |
14,269 |
837 |
5.6% |
138 |
0.9% |
93% |
True |
False |
145,335 |
60 |
15,106 |
13,681 |
1,425 |
9.5% |
131 |
0.9% |
96% |
True |
False |
105,544 |
80 |
15,106 |
13,303 |
1,803 |
12.0% |
116 |
0.8% |
97% |
True |
False |
79,187 |
100 |
15,106 |
12,700 |
2,406 |
16.0% |
105 |
0.7% |
97% |
True |
False |
63,351 |
120 |
15,106 |
12,342 |
2,764 |
18.4% |
92 |
0.6% |
98% |
True |
False |
52,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,518 |
2.618 |
15,360 |
1.618 |
15,263 |
1.000 |
15,203 |
0.618 |
15,166 |
HIGH |
15,106 |
0.618 |
15,069 |
0.500 |
15,058 |
0.382 |
15,046 |
LOW |
15,009 |
0.618 |
14,949 |
1.000 |
14,912 |
1.618 |
14,852 |
2.618 |
14,755 |
4.250 |
14,597 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,058 |
15,026 |
PP |
15,053 |
15,009 |
S1 |
15,049 |
14,991 |
|