Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,056 |
15,054 |
-2 |
0.0% |
14,901 |
High |
15,106 |
15,112 |
6 |
0.0% |
15,112 |
Low |
15,009 |
14,998 |
-11 |
-0.1% |
14,876 |
Close |
15,044 |
15,068 |
24 |
0.2% |
15,068 |
Range |
97 |
114 |
17 |
17.5% |
236 |
ATR |
133 |
132 |
-1 |
-1.0% |
0 |
Volume |
137,079 |
136,164 |
-915 |
-0.7% |
550,723 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,401 |
15,349 |
15,131 |
|
R3 |
15,287 |
15,235 |
15,099 |
|
R2 |
15,173 |
15,173 |
15,089 |
|
R1 |
15,121 |
15,121 |
15,079 |
15,147 |
PP |
15,059 |
15,059 |
15,059 |
15,073 |
S1 |
15,007 |
15,007 |
15,058 |
15,033 |
S2 |
14,945 |
14,945 |
15,047 |
|
S3 |
14,831 |
14,893 |
15,037 |
|
S4 |
14,717 |
14,779 |
15,005 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,727 |
15,633 |
15,198 |
|
R3 |
15,491 |
15,397 |
15,133 |
|
R2 |
15,255 |
15,255 |
15,111 |
|
R1 |
15,161 |
15,161 |
15,090 |
15,208 |
PP |
15,019 |
15,019 |
15,019 |
15,042 |
S1 |
14,925 |
14,925 |
15,046 |
14,972 |
S2 |
14,783 |
14,783 |
15,025 |
|
S3 |
14,547 |
14,689 |
15,003 |
|
S4 |
14,311 |
14,453 |
14,938 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,112 |
14,876 |
236 |
1.6% |
97 |
0.6% |
81% |
True |
False |
110,144 |
10 |
15,112 |
14,626 |
486 |
3.2% |
126 |
0.8% |
91% |
True |
False |
116,088 |
20 |
15,112 |
14,394 |
718 |
4.8% |
148 |
1.0% |
94% |
True |
False |
147,323 |
40 |
15,112 |
14,269 |
843 |
5.6% |
139 |
0.9% |
95% |
True |
False |
146,019 |
60 |
15,112 |
13,681 |
1,431 |
9.5% |
132 |
0.9% |
97% |
True |
False |
107,811 |
80 |
15,112 |
13,361 |
1,751 |
11.6% |
116 |
0.8% |
97% |
True |
False |
80,889 |
100 |
15,112 |
12,700 |
2,412 |
16.0% |
105 |
0.7% |
98% |
True |
False |
64,712 |
120 |
15,112 |
12,358 |
2,754 |
18.3% |
93 |
0.6% |
98% |
True |
False |
53,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,597 |
2.618 |
15,411 |
1.618 |
15,297 |
1.000 |
15,226 |
0.618 |
15,183 |
HIGH |
15,112 |
0.618 |
15,069 |
0.500 |
15,055 |
0.382 |
15,042 |
LOW |
14,998 |
0.618 |
14,928 |
1.000 |
14,884 |
1.618 |
14,814 |
2.618 |
14,700 |
4.250 |
14,514 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,064 |
15,057 |
PP |
15,059 |
15,047 |
S1 |
15,055 |
15,036 |
|