Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,395.8 |
1,374.8 |
-21.0 |
-1.5% |
1,439.9 |
High |
1,402.4 |
1,416.0 |
13.6 |
1.0% |
1,447.1 |
Low |
1,361.7 |
1,356.6 |
-5.1 |
-0.4% |
1,358.4 |
Close |
1,381.1 |
1,370.7 |
-10.4 |
-0.8% |
1,368.2 |
Range |
40.7 |
59.4 |
18.7 |
45.9% |
88.7 |
ATR |
34.0 |
35.8 |
1.8 |
5.3% |
0.0 |
Volume |
9,117 |
8,884 |
-233 |
-2.6% |
25,867 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.3 |
1,524.4 |
1,403.4 |
|
R3 |
1,499.9 |
1,465.0 |
1,387.0 |
|
R2 |
1,440.5 |
1,440.5 |
1,381.6 |
|
R1 |
1,405.6 |
1,405.6 |
1,376.1 |
1,393.4 |
PP |
1,381.1 |
1,381.1 |
1,381.1 |
1,375.0 |
S1 |
1,346.2 |
1,346.2 |
1,365.3 |
1,334.0 |
S2 |
1,321.7 |
1,321.7 |
1,359.8 |
|
S3 |
1,262.3 |
1,286.8 |
1,354.4 |
|
S4 |
1,202.9 |
1,227.4 |
1,338.0 |
|
|
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 |
1,416.0 |
1,339.7 |
76.3 |
5.6% |
45.0 |
3.3% |
41% |
True |
False |
6,018 |
10 |
1,477.5 |
1,339.7 |
137.8 |
10.1% |
36.6 |
2.7% |
22% |
False |
False |
6,978 |
20 |
1,490.5 |
1,339.7 |
150.8 |
11.0% |
31.5 |
2.3% |
21% |
False |
False |
5,444 |
40 |
1,612.6 |
1,325.0 |
287.6 |
21.0% |
34.2 |
2.5% |
16% |
False |
False |
4,647 |
60 |
1,621.8 |
1,325.0 |
296.8 |
21.7% |
27.6 |
2.0% |
15% |
False |
False |
3,641 |
80 |
1,694.3 |
1,325.0 |
369.3 |
26.9% |
25.6 |
1.9% |
12% |
False |
False |
3,394 |
100 |
1,705.5 |
1,325.0 |
380.5 |
27.8% |
23.7 |
1.7% |
12% |
False |
False |
2,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,668.5 |
2.618 |
1,571.5 |
1.618 |
1,512.1 |
1.000 |
1,475.4 |
0.618 |
1,452.7 |
HIGH |
1,416.0 |
0.618 |
1,393.3 |
0.500 |
1,386.3 |
0.382 |
1,379.3 |
LOW |
1,356.6 |
0.618 |
1,319.9 |
1.000 |
1,297.2 |
1.618 |
1,260.5 |
2.618 |
1,201.1 |
4.250 |
1,104.2 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,386.3 |
1,377.9 |
PP |
1,381.1 |
1,375.5 |
S1 |
1,375.9 |
1,373.1 |
|