Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,834.04 |
14,973.96 |
139.92 |
0.9% |
14,716.50 |
High |
15,009.59 |
14,988.87 |
-20.72 |
-0.1% |
15,009.59 |
Low |
14,831.58 |
14,941.09 |
109.51 |
0.7% |
14,687.05 |
Close |
14,973.96 |
14,968.89 |
-5.07 |
0.0% |
14,973.96 |
Range |
178.01 |
47.78 |
-130.23 |
-73.2% |
322.54 |
ATR |
128.75 |
122.97 |
-5.78 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,109.62 |
15,087.04 |
14,995.17 |
|
R3 |
15,061.84 |
15,039.26 |
14,982.03 |
|
R2 |
15,014.06 |
15,014.06 |
14,977.65 |
|
R1 |
14,991.48 |
14,991.48 |
14,973.27 |
14,978.88 |
PP |
14,966.28 |
14,966.28 |
14,966.28 |
14,959.99 |
S1 |
14,943.70 |
14,943.70 |
14,964.51 |
14,931.10 |
S2 |
14,918.50 |
14,918.50 |
14,960.13 |
|
S3 |
14,870.72 |
14,895.92 |
14,955.75 |
|
S4 |
14,822.94 |
14,848.14 |
14,942.61 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,857.82 |
15,738.43 |
15,151.36 |
|
R3 |
15,535.28 |
15,415.89 |
15,062.66 |
|
R2 |
15,212.74 |
15,212.74 |
15,033.09 |
|
R1 |
15,093.35 |
15,093.35 |
15,003.53 |
15,153.05 |
PP |
14,890.20 |
14,890.20 |
14,890.20 |
14,920.05 |
S1 |
14,770.81 |
14,770.81 |
14,944.39 |
14,830.51 |
S2 |
14,567.66 |
14,567.66 |
14,914.83 |
|
S3 |
14,245.12 |
14,448.27 |
14,885.26 |
|
S4 |
13,922.58 |
14,125.73 |
14,796.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,009.59 |
14,687.05 |
322.54 |
2.2% |
123.51 |
0.8% |
87% |
False |
False |
|
10 |
15,009.59 |
14,554.29 |
455.30 |
3.0% |
115.92 |
0.8% |
91% |
False |
False |
|
20 |
15,009.59 |
14,444.03 |
565.56 |
3.8% |
131.40 |
0.9% |
93% |
False |
False |
|
40 |
15,009.59 |
14,373.32 |
636.27 |
4.3% |
118.39 |
0.8% |
94% |
False |
False |
|
60 |
15,009.59 |
13,784.01 |
1,225.58 |
8.2% |
116.58 |
0.8% |
97% |
False |
False |
|
80 |
15,009.59 |
13,382.29 |
1,627.30 |
10.9% |
110.79 |
0.7% |
97% |
False |
False |
|
100 |
15,009.59 |
12,883.89 |
2,125.70 |
14.2% |
113.73 |
0.8% |
98% |
False |
False |
|
120 |
15,009.59 |
12,471.49 |
2,538.10 |
17.0% |
115.33 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,191.94 |
2.618 |
15,113.96 |
1.618 |
15,066.18 |
1.000 |
15,036.65 |
0.618 |
15,018.40 |
HIGH |
14,988.87 |
0.618 |
14,970.62 |
0.500 |
14,964.98 |
0.382 |
14,959.34 |
LOW |
14,941.09 |
0.618 |
14,911.56 |
1.000 |
14,893.31 |
1.618 |
14,863.78 |
2.618 |
14,816.00 |
4.250 |
14,738.03 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,967.59 |
14,931.02 |
PP |
14,966.28 |
14,893.14 |
S1 |
14,964.98 |
14,855.27 |
|