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 |
1,429.5 |
1,424.5 |
-5.0 |
-0.3% |
1,470.0 |
High |
1,444.9 |
1,429.4 |
-15.5 |
-1.1% |
1,478.4 |
Low |
1,419.7 |
1,386.4 |
-33.3 |
-2.3% |
1,418.5 |
Close |
1,424.5 |
1,396.2 |
-28.3 |
-2.0% |
1,436.6 |
Range |
25.2 |
43.0 |
17.8 |
70.6% |
59.9 |
ATR |
32.5 |
33.3 |
0.7 |
2.3% |
0.0 |
Volume |
173,066 |
229,796 |
56,730 |
32.8% |
826,122 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.0 |
1,507.6 |
1,419.9 |
|
R3 |
1,490.0 |
1,464.6 |
1,408.0 |
|
R2 |
1,447.0 |
1,447.0 |
1,404.1 |
|
R1 |
1,421.6 |
1,421.6 |
1,400.1 |
1,412.8 |
PP |
1,404.0 |
1,404.0 |
1,404.0 |
1,399.6 |
S1 |
1,378.6 |
1,378.6 |
1,392.3 |
1,369.8 |
S2 |
1,361.0 |
1,361.0 |
1,388.3 |
|
S3 |
1,318.0 |
1,335.6 |
1,384.4 |
|
S4 |
1,275.0 |
1,292.6 |
1,372.6 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.2 |
1,590.3 |
1,469.5 |
|
R3 |
1,564.3 |
1,530.4 |
1,453.1 |
|
R2 |
1,504.4 |
1,504.4 |
1,447.6 |
|
R1 |
1,470.5 |
1,470.5 |
1,442.1 |
1,457.5 |
PP |
1,444.5 |
1,444.5 |
1,444.5 |
1,438.0 |
S1 |
1,410.6 |
1,410.6 |
1,431.1 |
1,397.6 |
S2 |
1,384.6 |
1,384.6 |
1,425.6 |
|
S3 |
1,324.7 |
1,350.7 |
1,420.1 |
|
S4 |
1,264.8 |
1,290.8 |
1,403.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,476.0 |
1,386.4 |
89.6 |
6.4% |
31.7 |
2.3% |
11% |
False |
True |
189,547 |
10 |
1,487.2 |
1,386.4 |
100.8 |
7.2% |
28.9 |
2.1% |
10% |
False |
True |
170,785 |
20 |
1,487.2 |
1,335.6 |
151.6 |
10.9% |
31.7 |
2.3% |
40% |
False |
False |
179,156 |
40 |
1,618.3 |
1,321.5 |
296.8 |
21.3% |
32.6 |
2.3% |
25% |
False |
False |
184,113 |
60 |
1,620.6 |
1,321.5 |
299.1 |
21.4% |
28.5 |
2.0% |
25% |
False |
False |
127,792 |
80 |
1,699.9 |
1,321.5 |
378.4 |
27.1% |
25.6 |
1.8% |
20% |
False |
False |
97,403 |
100 |
1,700.0 |
1,321.5 |
378.5 |
27.1% |
24.4 |
1.7% |
20% |
False |
False |
78,609 |
120 |
1,759.5 |
1,321.5 |
438.0 |
31.4% |
23.2 |
1.7% |
17% |
False |
False |
65,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,612.2 |
2.618 |
1,542.0 |
1.618 |
1,499.0 |
1.000 |
1,472.4 |
0.618 |
1,456.0 |
HIGH |
1,429.4 |
0.618 |
1,413.0 |
0.500 |
1,407.9 |
0.382 |
1,402.8 |
LOW |
1,386.4 |
0.618 |
1,359.8 |
1.000 |
1,343.4 |
1.618 |
1,316.8 |
2.618 |
1,273.8 |
4.250 |
1,203.7 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,407.9 |
1,417.4 |
PP |
1,404.0 |
1,410.3 |
S1 |
1,400.1 |
1,403.3 |
|