Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,055 |
15,178 |
123 |
0.8% |
14,901 |
High |
15,185 |
15,278 |
93 |
0.6% |
15,112 |
Low |
15,013 |
15,144 |
131 |
0.9% |
14,876 |
Close |
15,175 |
15,235 |
60 |
0.4% |
15,068 |
Range |
172 |
134 |
-38 |
-22.1% |
236 |
ATR |
130 |
130 |
0 |
0.2% |
0 |
Volume |
121,583 |
139,188 |
17,605 |
14.5% |
550,723 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,621 |
15,562 |
15,309 |
|
R3 |
15,487 |
15,428 |
15,272 |
|
R2 |
15,353 |
15,353 |
15,260 |
|
R1 |
15,294 |
15,294 |
15,247 |
15,324 |
PP |
15,219 |
15,219 |
15,219 |
15,234 |
S1 |
15,160 |
15,160 |
15,223 |
15,190 |
S2 |
15,085 |
15,085 |
15,211 |
|
S3 |
14,951 |
15,026 |
15,198 |
|
S4 |
14,817 |
14,892 |
15,161 |
|
|
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 |
15,278 |
14,998 |
280 |
1.8% |
115 |
0.8% |
85% |
True |
False |
125,599 |
10 |
15,278 |
14,644 |
634 |
4.2% |
119 |
0.8% |
93% |
True |
False |
118,095 |
20 |
15,278 |
14,394 |
884 |
5.8% |
130 |
0.9% |
95% |
True |
False |
130,855 |
40 |
15,278 |
14,309 |
969 |
6.4% |
138 |
0.9% |
96% |
True |
False |
142,991 |
60 |
15,278 |
13,681 |
1,597 |
10.5% |
134 |
0.9% |
97% |
True |
False |
113,716 |
80 |
15,278 |
13,507 |
1,771 |
11.6% |
119 |
0.8% |
98% |
True |
False |
85,323 |
100 |
15,278 |
12,700 |
2,578 |
16.9% |
108 |
0.7% |
98% |
True |
False |
68,260 |
120 |
15,278 |
12,584 |
2,694 |
17.7% |
95 |
0.6% |
98% |
True |
False |
56,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,848 |
2.618 |
15,629 |
1.618 |
15,495 |
1.000 |
15,412 |
0.618 |
15,361 |
HIGH |
15,278 |
0.618 |
15,227 |
0.500 |
15,211 |
0.382 |
15,195 |
LOW |
15,144 |
0.618 |
15,061 |
1.000 |
15,010 |
1.618 |
14,927 |
2.618 |
14,793 |
4.250 |
14,575 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,227 |
15,205 |
PP |
15,219 |
15,175 |
S1 |
15,211 |
15,145 |
|