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 |
1,428.7 |
1,397.4 |
-31.3 |
-2.2% |
1,473.0 |
High |
1,431.6 |
1,400.0 |
-31.6 |
-2.2% |
1,482.0 |
Low |
1,390.2 |
1,372.7 |
-17.5 |
-1.3% |
1,421.8 |
Close |
1,399.7 |
1,390.5 |
-9.2 |
-0.7% |
1,440.1 |
Range |
41.4 |
27.3 |
-14.1 |
-34.1% |
60.2 |
ATR |
31.2 |
30.9 |
-0.3 |
-0.9% |
0.0 |
Volume |
6,484 |
3,905 |
-2,579 |
-39.8% |
33,871 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.6 |
1,457.4 |
1,405.5 |
|
R3 |
1,442.3 |
1,430.1 |
1,398.0 |
|
R2 |
1,415.0 |
1,415.0 |
1,395.5 |
|
R1 |
1,402.8 |
1,402.8 |
1,393.0 |
1,395.3 |
PP |
1,387.7 |
1,387.7 |
1,387.7 |
1,384.0 |
S1 |
1,375.5 |
1,375.5 |
1,388.0 |
1,368.0 |
S2 |
1,360.4 |
1,360.4 |
1,385.5 |
|
S3 |
1,333.1 |
1,348.2 |
1,383.0 |
|
S4 |
1,305.8 |
1,320.9 |
1,375.5 |
|
|
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 |
1,463.6 |
1,372.7 |
90.9 |
6.5% |
29.4 |
2.1% |
20% |
False |
True |
7,244 |
10 |
1,490.5 |
1,372.7 |
117.8 |
8.5% |
26.7 |
1.9% |
15% |
False |
True |
5,902 |
20 |
1,490.5 |
1,372.7 |
117.8 |
8.5% |
27.2 |
2.0% |
15% |
False |
True |
4,808 |
40 |
1,621.8 |
1,325.0 |
296.8 |
21.3% |
30.6 |
2.2% |
22% |
False |
False |
4,238 |
60 |
1,625.2 |
1,325.0 |
300.2 |
21.6% |
25.9 |
1.9% |
22% |
False |
False |
3,305 |
80 |
1,704.4 |
1,325.0 |
379.4 |
27.3% |
23.8 |
1.7% |
17% |
False |
False |
3,153 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
22.2 |
1.6% |
17% |
False |
False |
2,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.0 |
2.618 |
1,471.5 |
1.618 |
1,444.2 |
1.000 |
1,427.3 |
0.618 |
1,416.9 |
HIGH |
1,400.0 |
0.618 |
1,389.6 |
0.500 |
1,386.4 |
0.382 |
1,383.1 |
LOW |
1,372.7 |
0.618 |
1,355.8 |
1.000 |
1,345.4 |
1.618 |
1,328.5 |
2.618 |
1,301.2 |
4.250 |
1,256.7 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,389.1 |
1,409.9 |
PP |
1,387.7 |
1,403.4 |
S1 |
1,386.4 |
1,397.0 |
|