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 |
1,431.5 |
1,424.8 |
-6.7 |
-0.5% |
1,471.0 |
High |
1,446.0 |
1,429.9 |
-16.1 |
-1.1% |
1,479.6 |
Low |
1,421.3 |
1,388.0 |
-33.3 |
-2.3% |
1,419.8 |
Close |
1,425.8 |
1,397.5 |
-28.3 |
-2.0% |
1,437.9 |
Range |
24.7 |
41.9 |
17.2 |
69.6% |
59.8 |
ATR |
31.6 |
32.3 |
0.7 |
2.3% |
0.0 |
Volume |
18,421 |
18,628 |
207 |
1.1% |
85,893 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.8 |
1,506.1 |
1,420.5 |
|
R3 |
1,488.9 |
1,464.2 |
1,409.0 |
|
R2 |
1,447.0 |
1,447.0 |
1,405.2 |
|
R1 |
1,422.3 |
1,422.3 |
1,401.3 |
1,413.7 |
PP |
1,405.1 |
1,405.1 |
1,405.1 |
1,400.9 |
S1 |
1,380.4 |
1,380.4 |
1,393.7 |
1,371.8 |
S2 |
1,363.2 |
1,363.2 |
1,389.8 |
|
S3 |
1,321.3 |
1,338.5 |
1,386.0 |
|
S4 |
1,279.4 |
1,296.6 |
1,374.5 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,625.2 |
1,591.3 |
1,470.8 |
|
R3 |
1,565.4 |
1,531.5 |
1,454.3 |
|
R2 |
1,505.6 |
1,505.6 |
1,448.9 |
|
R1 |
1,471.7 |
1,471.7 |
1,443.4 |
1,458.8 |
PP |
1,445.8 |
1,445.8 |
1,445.8 |
1,439.3 |
S1 |
1,411.9 |
1,411.9 |
1,432.4 |
1,399.0 |
S2 |
1,386.0 |
1,386.0 |
1,426.9 |
|
S3 |
1,326.2 |
1,352.1 |
1,421.5 |
|
S4 |
1,266.4 |
1,292.3 |
1,405.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,475.0 |
1,388.0 |
87.0 |
6.2% |
30.8 |
2.2% |
11% |
False |
True |
21,217 |
10 |
1,488.5 |
1,388.0 |
100.5 |
7.2% |
28.0 |
2.0% |
9% |
False |
True |
15,872 |
20 |
1,488.5 |
1,340.0 |
148.5 |
10.6% |
30.4 |
2.2% |
39% |
False |
False |
11,819 |
40 |
1,619.3 |
1,323.0 |
296.3 |
21.2% |
31.2 |
2.2% |
25% |
False |
False |
9,196 |
60 |
1,622.0 |
1,323.0 |
299.0 |
21.4% |
26.9 |
1.9% |
25% |
False |
False |
7,298 |
80 |
1,701.0 |
1,323.0 |
378.0 |
27.0% |
24.0 |
1.7% |
20% |
False |
False |
6,135 |
100 |
1,702.4 |
1,323.0 |
379.4 |
27.1% |
22.6 |
1.6% |
20% |
False |
False |
5,211 |
120 |
1,759.7 |
1,323.0 |
436.7 |
31.2% |
21.1 |
1.5% |
17% |
False |
False |
4,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,608.0 |
2.618 |
1,539.6 |
1.618 |
1,497.7 |
1.000 |
1,471.8 |
0.618 |
1,455.8 |
HIGH |
1,429.9 |
0.618 |
1,413.9 |
0.500 |
1,409.0 |
0.382 |
1,404.0 |
LOW |
1,388.0 |
0.618 |
1,362.1 |
1.000 |
1,346.1 |
1.618 |
1,320.2 |
2.618 |
1,278.3 |
4.250 |
1,209.9 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,409.0 |
1,419.0 |
PP |
1,405.1 |
1,411.8 |
S1 |
1,401.3 |
1,404.7 |
|