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 |
1,387.2 |
1,362.1 |
-25.1 |
-1.8% |
1,450.0 |
High |
1,391.8 |
1,399.2 |
7.4 |
0.5% |
1,450.0 |
Low |
1,354.8 |
1,338.0 |
-16.8 |
-1.2% |
1,354.8 |
Close |
1,366.0 |
1,385.4 |
19.4 |
1.4% |
1,366.0 |
Range |
37.0 |
61.2 |
24.2 |
65.4% |
95.2 |
ATR |
32.4 |
34.5 |
2.1 |
6.3% |
0.0 |
Volume |
27,785 |
21,286 |
-6,499 |
-23.4% |
107,253 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.8 |
1,532.8 |
1,419.1 |
|
R3 |
1,496.6 |
1,471.6 |
1,402.2 |
|
R2 |
1,435.4 |
1,435.4 |
1,396.6 |
|
R1 |
1,410.4 |
1,410.4 |
1,391.0 |
1,422.9 |
PP |
1,374.2 |
1,374.2 |
1,374.2 |
1,380.5 |
S1 |
1,349.2 |
1,349.2 |
1,379.8 |
1,361.7 |
S2 |
1,313.0 |
1,313.0 |
1,374.2 |
|
S3 |
1,251.8 |
1,288.0 |
1,368.6 |
|
S4 |
1,190.6 |
1,226.8 |
1,351.7 |
|
|
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 |
1,446.0 |
1,338.0 |
108.0 |
7.8% |
38.7 |
2.8% |
44% |
False |
True |
20,908 |
10 |
1,477.1 |
1,338.0 |
139.1 |
10.0% |
33.9 |
2.4% |
34% |
False |
True |
20,650 |
20 |
1,488.5 |
1,338.0 |
150.5 |
10.9% |
30.0 |
2.2% |
31% |
False |
True |
14,453 |
40 |
1,614.7 |
1,323.0 |
291.7 |
21.1% |
33.5 |
2.4% |
21% |
False |
False |
10,566 |
60 |
1,622.0 |
1,323.0 |
299.0 |
21.6% |
27.5 |
2.0% |
21% |
False |
False |
8,281 |
80 |
1,687.6 |
1,323.0 |
364.6 |
26.3% |
25.1 |
1.8% |
17% |
False |
False |
6,927 |
100 |
1,702.4 |
1,323.0 |
379.4 |
27.4% |
23.2 |
1.7% |
16% |
False |
False |
5,853 |
120 |
1,757.0 |
1,323.0 |
434.0 |
31.3% |
21.8 |
1.6% |
14% |
False |
False |
5,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,659.3 |
2.618 |
1,559.4 |
1.618 |
1,498.2 |
1.000 |
1,460.4 |
0.618 |
1,437.0 |
HIGH |
1,399.2 |
0.618 |
1,375.8 |
0.500 |
1,368.6 |
0.382 |
1,361.4 |
LOW |
1,338.0 |
0.618 |
1,300.2 |
1.000 |
1,276.8 |
1.618 |
1,239.0 |
2.618 |
1,177.8 |
4.250 |
1,077.9 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,379.8 |
1,379.8 |
PP |
1,374.2 |
1,374.2 |
S1 |
1,368.6 |
1,368.6 |
|