Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,385.2 |
1,361.3 |
-23.9 |
-1.7% |
1,447.7 |
High |
1,391.3 |
1,397.9 |
6.6 |
0.5% |
1,448.3 |
Low |
1,353.6 |
1,336.3 |
-17.3 |
-1.3% |
1,353.6 |
Close |
1,364.7 |
1,384.1 |
19.4 |
1.4% |
1,364.7 |
Range |
37.7 |
61.6 |
23.9 |
63.4% |
94.7 |
ATR |
33.3 |
35.3 |
2.0 |
6.1% |
0.0 |
Volume |
229,036 |
258,371 |
29,335 |
12.8% |
1,005,435 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.6 |
1,532.4 |
1,418.0 |
|
R3 |
1,496.0 |
1,470.8 |
1,401.0 |
|
R2 |
1,434.4 |
1,434.4 |
1,395.4 |
|
R1 |
1,409.2 |
1,409.2 |
1,389.7 |
1,421.8 |
PP |
1,372.8 |
1,372.8 |
1,372.8 |
1,379.1 |
S1 |
1,347.6 |
1,347.6 |
1,378.5 |
1,360.2 |
S2 |
1,311.2 |
1,311.2 |
1,372.8 |
|
S3 |
1,249.6 |
1,286.0 |
1,367.2 |
|
S4 |
1,188.0 |
1,224.4 |
1,350.2 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.0 |
1,613.5 |
1,416.8 |
|
R3 |
1,578.3 |
1,518.8 |
1,390.7 |
|
R2 |
1,483.6 |
1,483.6 |
1,382.1 |
|
R1 |
1,424.1 |
1,424.1 |
1,373.4 |
1,406.5 |
PP |
1,388.9 |
1,388.9 |
1,388.9 |
1,380.1 |
S1 |
1,329.4 |
1,329.4 |
1,356.0 |
1,311.8 |
S2 |
1,294.2 |
1,294.2 |
1,347.3 |
|
S3 |
1,199.5 |
1,234.7 |
1,338.7 |
|
S4 |
1,104.8 |
1,140.0 |
1,312.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,444.9 |
1,336.3 |
108.6 |
7.8% |
39.3 |
2.8% |
44% |
False |
True |
222,559 |
10 |
1,476.0 |
1,336.3 |
139.7 |
10.1% |
34.5 |
2.5% |
34% |
False |
True |
200,913 |
20 |
1,487.2 |
1,336.3 |
150.9 |
10.9% |
31.1 |
2.2% |
32% |
False |
True |
182,988 |
40 |
1,614.5 |
1,321.5 |
293.0 |
21.2% |
34.8 |
2.5% |
21% |
False |
False |
199,001 |
60 |
1,620.6 |
1,321.5 |
299.1 |
21.6% |
29.0 |
2.1% |
21% |
False |
False |
139,241 |
80 |
1,689.1 |
1,321.5 |
367.6 |
26.6% |
26.7 |
1.9% |
17% |
False |
False |
106,191 |
100 |
1,700.0 |
1,321.5 |
378.5 |
27.3% |
25.0 |
1.8% |
17% |
False |
False |
85,634 |
120 |
1,758.4 |
1,321.5 |
436.9 |
31.6% |
23.9 |
1.7% |
14% |
False |
False |
71,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,659.7 |
2.618 |
1,559.2 |
1.618 |
1,497.6 |
1.000 |
1,459.5 |
0.618 |
1,436.0 |
HIGH |
1,397.9 |
0.618 |
1,374.4 |
0.500 |
1,367.1 |
0.382 |
1,359.8 |
LOW |
1,336.3 |
0.618 |
1,298.2 |
1.000 |
1,274.7 |
1.618 |
1,236.6 |
2.618 |
1,175.0 |
4.250 |
1,074.5 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,378.4 |
1,378.4 |
PP |
1,372.8 |
1,372.8 |
S1 |
1,367.1 |
1,367.1 |
|