Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,054 |
15,039 |
-15 |
-0.1% |
14,901 |
High |
15,112 |
15,070 |
-42 |
-0.3% |
15,112 |
Low |
14,998 |
15,012 |
14 |
0.1% |
14,876 |
Close |
15,068 |
15,057 |
-11 |
-0.1% |
15,068 |
Range |
114 |
58 |
-56 |
-49.1% |
236 |
ATR |
132 |
127 |
-5 |
-4.0% |
0 |
Volume |
136,164 |
93,983 |
-42,181 |
-31.0% |
550,723 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,220 |
15,197 |
15,089 |
|
R3 |
15,162 |
15,139 |
15,073 |
|
R2 |
15,104 |
15,104 |
15,068 |
|
R1 |
15,081 |
15,081 |
15,062 |
15,093 |
PP |
15,046 |
15,046 |
15,046 |
15,052 |
S1 |
15,023 |
15,023 |
15,052 |
15,035 |
S2 |
14,988 |
14,988 |
15,046 |
|
S3 |
14,930 |
14,965 |
15,041 |
|
S4 |
14,872 |
14,907 |
15,025 |
|
|
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% |
100 |
0.7% |
77% |
False |
False |
114,284 |
10 |
15,112 |
14,626 |
486 |
3.2% |
117 |
0.8% |
89% |
False |
False |
114,904 |
20 |
15,112 |
14,394 |
718 |
4.8% |
134 |
0.9% |
92% |
False |
False |
139,102 |
40 |
15,112 |
14,269 |
843 |
5.6% |
138 |
0.9% |
93% |
False |
False |
145,920 |
60 |
15,112 |
13,681 |
1,431 |
9.5% |
132 |
0.9% |
96% |
False |
False |
109,373 |
80 |
15,112 |
13,410 |
1,702 |
11.3% |
117 |
0.8% |
97% |
False |
False |
82,063 |
100 |
15,112 |
12,700 |
2,412 |
16.0% |
105 |
0.7% |
98% |
False |
False |
65,652 |
120 |
15,112 |
12,550 |
2,562 |
17.0% |
93 |
0.6% |
98% |
False |
False |
54,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,317 |
2.618 |
15,222 |
1.618 |
15,164 |
1.000 |
15,128 |
0.618 |
15,106 |
HIGH |
15,070 |
0.618 |
15,048 |
0.500 |
15,041 |
0.382 |
15,034 |
LOW |
15,012 |
0.618 |
14,976 |
1.000 |
14,954 |
1.618 |
14,918 |
2.618 |
14,860 |
4.250 |
14,766 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,052 |
15,056 |
PP |
15,046 |
15,056 |
S1 |
15,041 |
15,055 |
|