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 |
1,397.4 |
1,388.5 |
-8.9 |
-0.6% |
1,439.9 |
High |
1,400.0 |
1,394.7 |
-5.3 |
-0.4% |
1,447.1 |
Low |
1,372.7 |
1,358.4 |
-14.3 |
-1.0% |
1,358.4 |
Close |
1,390.5 |
1,368.2 |
-22.3 |
-1.6% |
1,368.2 |
Range |
27.3 |
36.3 |
9.0 |
33.0% |
88.7 |
ATR |
30.9 |
31.3 |
0.4 |
1.2% |
0.0 |
Volume |
3,905 |
3,332 |
-573 |
-14.7% |
25,867 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.7 |
1,461.7 |
1,388.2 |
|
R3 |
1,446.4 |
1,425.4 |
1,378.2 |
|
R2 |
1,410.1 |
1,410.1 |
1,374.9 |
|
R1 |
1,389.1 |
1,389.1 |
1,371.5 |
1,381.5 |
PP |
1,373.8 |
1,373.8 |
1,373.8 |
1,369.9 |
S1 |
1,352.8 |
1,352.8 |
1,364.9 |
1,345.2 |
S2 |
1,337.5 |
1,337.5 |
1,361.5 |
|
S3 |
1,301.2 |
1,316.5 |
1,358.2 |
|
S4 |
1,264.9 |
1,280.2 |
1,348.2 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.3 |
1,601.5 |
1,417.0 |
|
R3 |
1,568.6 |
1,512.8 |
1,392.6 |
|
R2 |
1,479.9 |
1,479.9 |
1,384.5 |
|
R1 |
1,424.1 |
1,424.1 |
1,376.3 |
1,407.7 |
PP |
1,391.2 |
1,391.2 |
1,391.2 |
1,383.0 |
S1 |
1,335.4 |
1,335.4 |
1,360.1 |
1,319.0 |
S2 |
1,302.5 |
1,302.5 |
1,351.9 |
|
S3 |
1,213.8 |
1,246.7 |
1,343.8 |
|
S4 |
1,125.1 |
1,158.0 |
1,319.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,447.1 |
1,358.4 |
88.7 |
6.5% |
28.3 |
2.1% |
11% |
False |
True |
5,173 |
10 |
1,482.0 |
1,358.4 |
123.6 |
9.0% |
27.3 |
2.0% |
8% |
False |
True |
5,973 |
20 |
1,490.5 |
1,358.4 |
132.1 |
9.7% |
27.1 |
2.0% |
7% |
False |
True |
4,754 |
40 |
1,621.8 |
1,325.0 |
296.8 |
21.7% |
31.3 |
2.3% |
15% |
False |
False |
4,284 |
60 |
1,625.2 |
1,325.0 |
300.2 |
21.9% |
26.0 |
1.9% |
14% |
False |
False |
3,326 |
80 |
1,694.7 |
1,325.0 |
369.7 |
27.0% |
24.1 |
1.8% |
12% |
False |
False |
3,177 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.8% |
22.4 |
1.6% |
11% |
False |
False |
2,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.0 |
2.618 |
1,489.7 |
1.618 |
1,453.4 |
1.000 |
1,431.0 |
0.618 |
1,417.1 |
HIGH |
1,394.7 |
0.618 |
1,380.8 |
0.500 |
1,376.6 |
0.382 |
1,372.3 |
LOW |
1,358.4 |
0.618 |
1,336.0 |
1.000 |
1,322.1 |
1.618 |
1,299.7 |
2.618 |
1,263.4 |
4.250 |
1,204.1 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,376.6 |
1,395.0 |
PP |
1,373.8 |
1,386.1 |
S1 |
1,371.0 |
1,377.1 |
|