Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,301 |
15,315 |
14 |
0.1% |
15,039 |
High |
15,367 |
15,414 |
47 |
0.3% |
15,334 |
Low |
15,290 |
15,298 |
8 |
0.1% |
15,012 |
Close |
15,319 |
15,355 |
36 |
0.2% |
15,315 |
Range |
77 |
116 |
39 |
50.6% |
322 |
ATR |
123 |
123 |
-1 |
-0.4% |
0 |
Volume |
105,444 |
123,536 |
18,092 |
17.2% |
606,060 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,704 |
15,645 |
15,419 |
|
R3 |
15,588 |
15,529 |
15,387 |
|
R2 |
15,472 |
15,472 |
15,376 |
|
R1 |
15,413 |
15,413 |
15,366 |
15,443 |
PP |
15,356 |
15,356 |
15,356 |
15,370 |
S1 |
15,297 |
15,297 |
15,344 |
15,327 |
S2 |
15,240 |
15,240 |
15,334 |
|
S3 |
15,124 |
15,181 |
15,323 |
|
S4 |
15,008 |
15,065 |
15,291 |
|
|
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 |
15,414 |
15,144 |
270 |
1.8% |
107 |
0.7% |
78% |
True |
False |
123,894 |
10 |
15,414 |
14,960 |
454 |
3.0% |
108 |
0.7% |
87% |
True |
False |
120,667 |
20 |
15,414 |
14,595 |
819 |
5.3% |
116 |
0.8% |
93% |
True |
False |
119,171 |
40 |
15,414 |
14,361 |
1,053 |
6.9% |
133 |
0.9% |
94% |
True |
False |
138,847 |
60 |
15,414 |
13,701 |
1,713 |
11.2% |
130 |
0.8% |
97% |
True |
False |
121,694 |
80 |
15,414 |
13,681 |
1,733 |
11.3% |
121 |
0.8% |
97% |
True |
False |
91,325 |
100 |
15,414 |
12,700 |
2,714 |
17.7% |
110 |
0.7% |
98% |
True |
False |
73,062 |
120 |
15,414 |
12,700 |
2,714 |
17.7% |
96 |
0.6% |
98% |
True |
False |
60,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,907 |
2.618 |
15,718 |
1.618 |
15,602 |
1.000 |
15,530 |
0.618 |
15,486 |
HIGH |
15,414 |
0.618 |
15,370 |
0.500 |
15,356 |
0.382 |
15,342 |
LOW |
15,298 |
0.618 |
15,226 |
1.000 |
15,182 |
1.618 |
15,110 |
2.618 |
14,994 |
4.250 |
14,805 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,356 |
15,341 |
PP |
15,356 |
15,327 |
S1 |
15,355 |
15,314 |
|