Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,424.8 |
1,395.0 |
-29.8 |
-2.1% |
1,471.0 |
High |
1,429.9 |
1,398.0 |
-31.9 |
-2.2% |
1,479.6 |
Low |
1,388.0 |
1,369.2 |
-18.8 |
-1.4% |
1,419.8 |
Close |
1,397.5 |
1,388.2 |
-9.3 |
-0.7% |
1,437.9 |
Range |
41.9 |
28.8 |
-13.1 |
-31.3% |
59.8 |
ATR |
32.3 |
32.1 |
-0.3 |
-0.8% |
0.0 |
Volume |
18,628 |
18,420 |
-208 |
-1.1% |
85,893 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.5 |
1,458.7 |
1,404.0 |
|
R3 |
1,442.7 |
1,429.9 |
1,396.1 |
|
R2 |
1,413.9 |
1,413.9 |
1,393.5 |
|
R1 |
1,401.1 |
1,401.1 |
1,390.8 |
1,393.1 |
PP |
1,385.1 |
1,385.1 |
1,385.1 |
1,381.2 |
S1 |
1,372.3 |
1,372.3 |
1,385.6 |
1,364.3 |
S2 |
1,356.3 |
1,356.3 |
1,382.9 |
|
S3 |
1,327.5 |
1,343.5 |
1,380.3 |
|
S4 |
1,298.7 |
1,314.7 |
1,372.4 |
|
|
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 |
1,462.2 |
1,369.2 |
93.0 |
6.7% |
32.3 |
2.3% |
20% |
False |
True |
20,275 |
10 |
1,488.5 |
1,369.2 |
119.3 |
8.6% |
28.5 |
2.1% |
16% |
False |
True |
17,020 |
20 |
1,488.5 |
1,369.2 |
119.3 |
8.6% |
28.7 |
2.1% |
16% |
False |
True |
12,428 |
40 |
1,619.3 |
1,323.0 |
296.3 |
21.3% |
31.6 |
2.3% |
22% |
False |
False |
9,541 |
60 |
1,622.0 |
1,323.0 |
299.0 |
21.5% |
26.6 |
1.9% |
22% |
False |
False |
7,524 |
80 |
1,698.6 |
1,323.0 |
375.6 |
27.1% |
24.3 |
1.7% |
17% |
False |
False |
6,360 |
100 |
1,702.4 |
1,323.0 |
379.4 |
27.3% |
22.5 |
1.6% |
17% |
False |
False |
5,385 |
120 |
1,759.7 |
1,323.0 |
436.7 |
31.5% |
21.2 |
1.5% |
15% |
False |
False |
4,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,520.4 |
2.618 |
1,473.4 |
1.618 |
1,444.6 |
1.000 |
1,426.8 |
0.618 |
1,415.8 |
HIGH |
1,398.0 |
0.618 |
1,387.0 |
0.500 |
1,383.6 |
0.382 |
1,380.2 |
LOW |
1,369.2 |
0.618 |
1,351.4 |
1.000 |
1,340.4 |
1.618 |
1,322.6 |
2.618 |
1,293.8 |
4.250 |
1,246.8 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,386.7 |
1,407.6 |
PP |
1,385.1 |
1,401.1 |
S1 |
1,383.6 |
1,394.7 |
|