Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,239 |
15,217 |
-22 |
-0.1% |
15,039 |
High |
15,278 |
15,334 |
56 |
0.4% |
15,334 |
Low |
15,192 |
15,213 |
21 |
0.1% |
15,012 |
Close |
15,212 |
15,315 |
103 |
0.7% |
15,315 |
Range |
86 |
121 |
35 |
40.7% |
322 |
ATR |
127 |
127 |
0 |
-0.3% |
0 |
Volume |
134,738 |
116,568 |
-18,170 |
-13.5% |
606,060 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,650 |
15,604 |
15,382 |
|
R3 |
15,529 |
15,483 |
15,348 |
|
R2 |
15,408 |
15,408 |
15,337 |
|
R1 |
15,362 |
15,362 |
15,326 |
15,385 |
PP |
15,287 |
15,287 |
15,287 |
15,299 |
S1 |
15,241 |
15,241 |
15,304 |
15,264 |
S2 |
15,166 |
15,166 |
15,293 |
|
S3 |
15,045 |
15,120 |
15,282 |
|
S4 |
14,924 |
14,999 |
15,249 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,186 |
16,073 |
15,492 |
|
R3 |
15,864 |
15,751 |
15,404 |
|
R2 |
15,542 |
15,542 |
15,374 |
|
R1 |
15,429 |
15,429 |
15,345 |
15,486 |
PP |
15,220 |
15,220 |
15,220 |
15,249 |
S1 |
15,107 |
15,107 |
15,286 |
15,164 |
S2 |
14,898 |
14,898 |
15,256 |
|
S3 |
14,576 |
14,785 |
15,227 |
|
S4 |
14,254 |
14,463 |
15,138 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,334 |
15,012 |
322 |
2.1% |
114 |
0.7% |
94% |
True |
False |
121,212 |
10 |
15,334 |
14,876 |
458 |
3.0% |
106 |
0.7% |
96% |
True |
False |
115,678 |
20 |
15,334 |
14,394 |
940 |
6.1% |
125 |
0.8% |
98% |
True |
False |
125,173 |
40 |
15,334 |
14,320 |
1,014 |
6.6% |
137 |
0.9% |
98% |
True |
False |
141,779 |
60 |
15,334 |
13,681 |
1,653 |
10.8% |
134 |
0.9% |
99% |
True |
False |
117,895 |
80 |
15,334 |
13,647 |
1,687 |
11.0% |
120 |
0.8% |
99% |
True |
False |
88,463 |
100 |
15,334 |
12,700 |
2,634 |
17.2% |
109 |
0.7% |
99% |
True |
False |
70,773 |
120 |
15,334 |
12,700 |
2,634 |
17.2% |
95 |
0.6% |
99% |
True |
False |
58,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,848 |
2.618 |
15,651 |
1.618 |
15,530 |
1.000 |
15,455 |
0.618 |
15,409 |
HIGH |
15,334 |
0.618 |
15,288 |
0.500 |
15,274 |
0.382 |
15,259 |
LOW |
15,213 |
0.618 |
15,138 |
1.000 |
15,092 |
1.618 |
15,017 |
2.618 |
14,896 |
4.250 |
14,699 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,301 |
15,290 |
PP |
15,287 |
15,264 |
S1 |
15,274 |
15,239 |
|