Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,395.0 |
1,387.2 |
-7.8 |
-0.6% |
1,450.0 |
High |
1,398.0 |
1,391.8 |
-6.2 |
-0.4% |
1,450.0 |
Low |
1,369.2 |
1,354.8 |
-14.4 |
-1.1% |
1,354.8 |
Close |
1,388.2 |
1,366.0 |
-22.2 |
-1.6% |
1,366.0 |
Range |
28.8 |
37.0 |
8.2 |
28.5% |
95.2 |
ATR |
32.1 |
32.4 |
0.4 |
1.1% |
0.0 |
Volume |
18,420 |
27,785 |
9,365 |
50.8% |
107,253 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,481.9 |
1,460.9 |
1,386.4 |
|
R3 |
1,444.9 |
1,423.9 |
1,376.2 |
|
R2 |
1,407.9 |
1,407.9 |
1,372.8 |
|
R1 |
1,386.9 |
1,386.9 |
1,369.4 |
1,378.9 |
PP |
1,370.9 |
1,370.9 |
1,370.9 |
1,366.9 |
S1 |
1,349.9 |
1,349.9 |
1,362.6 |
1,341.9 |
S2 |
1,333.9 |
1,333.9 |
1,359.2 |
|
S3 |
1,296.9 |
1,312.9 |
1,355.8 |
|
S4 |
1,259.9 |
1,275.9 |
1,345.7 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.9 |
1,616.1 |
1,418.4 |
|
R3 |
1,580.7 |
1,520.9 |
1,392.2 |
|
R2 |
1,485.5 |
1,485.5 |
1,383.5 |
|
R1 |
1,425.7 |
1,425.7 |
1,374.7 |
1,408.0 |
PP |
1,390.3 |
1,390.3 |
1,390.3 |
1,381.4 |
S1 |
1,330.5 |
1,330.5 |
1,357.3 |
1,312.8 |
S2 |
1,295.1 |
1,295.1 |
1,348.5 |
|
S3 |
1,199.9 |
1,235.3 |
1,339.8 |
|
S4 |
1,104.7 |
1,140.1 |
1,313.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,450.0 |
1,354.8 |
95.2 |
7.0% |
31.3 |
2.3% |
12% |
False |
True |
21,450 |
10 |
1,479.6 |
1,354.8 |
124.8 |
9.1% |
29.2 |
2.1% |
9% |
False |
True |
19,314 |
20 |
1,488.5 |
1,354.8 |
133.7 |
9.8% |
28.6 |
2.1% |
8% |
False |
True |
13,549 |
40 |
1,617.8 |
1,323.0 |
294.8 |
21.6% |
32.3 |
2.4% |
15% |
False |
False |
10,160 |
60 |
1,622.0 |
1,323.0 |
299.0 |
21.9% |
26.8 |
2.0% |
14% |
False |
False |
7,961 |
80 |
1,689.0 |
1,323.0 |
366.0 |
26.8% |
24.6 |
1.8% |
12% |
False |
False |
6,679 |
100 |
1,702.4 |
1,323.0 |
379.4 |
27.8% |
22.7 |
1.7% |
11% |
False |
False |
5,646 |
120 |
1,759.7 |
1,323.0 |
436.7 |
32.0% |
21.3 |
1.6% |
10% |
False |
False |
4,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.1 |
2.618 |
1,488.7 |
1.618 |
1,451.7 |
1.000 |
1,428.8 |
0.618 |
1,414.7 |
HIGH |
1,391.8 |
0.618 |
1,377.7 |
0.500 |
1,373.3 |
0.382 |
1,368.9 |
LOW |
1,354.8 |
0.618 |
1,331.9 |
1.000 |
1,317.8 |
1.618 |
1,294.9 |
2.618 |
1,257.9 |
4.250 |
1,197.6 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,373.3 |
1,392.4 |
PP |
1,370.9 |
1,383.6 |
S1 |
1,368.4 |
1,374.8 |
|