Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,439.9 |
1,439.9 |
0.0 |
0.0% |
1,473.0 |
High |
1,441.8 |
1,447.1 |
5.3 |
0.4% |
1,482.0 |
Low |
1,428.7 |
1,423.6 |
-5.1 |
-0.4% |
1,421.8 |
Close |
1,437.7 |
1,428.0 |
-9.7 |
-0.7% |
1,440.1 |
Range |
13.1 |
23.5 |
10.4 |
79.4% |
60.2 |
ATR |
31.0 |
30.4 |
-0.5 |
-1.7% |
0.0 |
Volume |
7,643 |
4,503 |
-3,140 |
-41.1% |
33,871 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.4 |
1,489.2 |
1,440.9 |
|
R3 |
1,479.9 |
1,465.7 |
1,434.5 |
|
R2 |
1,456.4 |
1,456.4 |
1,432.3 |
|
R1 |
1,442.2 |
1,442.2 |
1,430.2 |
1,437.6 |
PP |
1,432.9 |
1,432.9 |
1,432.9 |
1,430.6 |
S1 |
1,418.7 |
1,418.7 |
1,425.8 |
1,414.1 |
S2 |
1,409.4 |
1,409.4 |
1,423.7 |
|
S3 |
1,385.9 |
1,395.2 |
1,421.5 |
|
S4 |
1,362.4 |
1,371.7 |
1,415.1 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,628.6 |
1,594.5 |
1,473.2 |
|
R3 |
1,568.4 |
1,534.3 |
1,456.7 |
|
R2 |
1,508.2 |
1,508.2 |
1,451.1 |
|
R1 |
1,474.1 |
1,474.1 |
1,445.6 |
1,461.1 |
PP |
1,448.0 |
1,448.0 |
1,448.0 |
1,441.4 |
S1 |
1,413.9 |
1,413.9 |
1,434.6 |
1,400.9 |
S2 |
1,387.8 |
1,387.8 |
1,429.1 |
|
S3 |
1,327.6 |
1,353.7 |
1,423.5 |
|
S4 |
1,267.4 |
1,293.5 |
1,407.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,478.9 |
1,421.8 |
57.1 |
4.0% |
25.4 |
1.8% |
11% |
False |
False |
8,093 |
10 |
1,490.5 |
1,421.8 |
68.7 |
4.8% |
25.6 |
1.8% |
9% |
False |
False |
5,442 |
20 |
1,490.5 |
1,344.8 |
145.7 |
10.2% |
28.2 |
2.0% |
57% |
False |
False |
4,784 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.8% |
29.5 |
2.1% |
35% |
False |
False |
4,071 |
60 |
1,625.2 |
1,325.0 |
300.2 |
21.0% |
25.8 |
1.8% |
34% |
False |
False |
3,377 |
80 |
1,705.5 |
1,325.0 |
380.5 |
26.6% |
23.2 |
1.6% |
27% |
False |
False |
3,062 |
100 |
1,705.5 |
1,325.0 |
380.5 |
26.6% |
22.0 |
1.5% |
27% |
False |
False |
2,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,547.0 |
2.618 |
1,508.6 |
1.618 |
1,485.1 |
1.000 |
1,470.6 |
0.618 |
1,461.6 |
HIGH |
1,447.1 |
0.618 |
1,438.1 |
0.500 |
1,435.4 |
0.382 |
1,432.6 |
LOW |
1,423.6 |
0.618 |
1,409.1 |
1.000 |
1,400.1 |
1.618 |
1,385.6 |
2.618 |
1,362.1 |
4.250 |
1,323.7 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,435.4 |
1,442.7 |
PP |
1,432.9 |
1,437.8 |
S1 |
1,430.5 |
1,432.9 |
|