Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
15,082.62 |
15,113.42 |
30.80 |
0.2% |
14,973.96 |
High |
15,118.49 |
15,113.42 |
-5.07 |
0.0% |
15,144.83 |
Low |
15,038.18 |
15,053.46 |
15.28 |
0.1% |
14,941.09 |
Close |
15,118.49 |
15,091.68 |
-26.81 |
-0.2% |
15,118.49 |
Range |
80.31 |
59.96 |
-20.35 |
-25.3% |
203.74 |
ATR |
113.91 |
110.42 |
-3.49 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,266.07 |
15,238.83 |
15,124.66 |
|
R3 |
15,206.11 |
15,178.87 |
15,108.17 |
|
R2 |
15,146.15 |
15,146.15 |
15,102.67 |
|
R1 |
15,118.91 |
15,118.91 |
15,097.18 |
15,102.55 |
PP |
15,086.19 |
15,086.19 |
15,086.19 |
15,078.01 |
S1 |
15,058.95 |
15,058.95 |
15,086.18 |
15,042.59 |
S2 |
15,026.23 |
15,026.23 |
15,080.69 |
|
S3 |
14,966.27 |
14,998.99 |
15,075.19 |
|
S4 |
14,906.31 |
14,939.03 |
15,058.70 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,679.36 |
15,602.66 |
15,230.55 |
|
R3 |
15,475.62 |
15,398.92 |
15,174.52 |
|
R2 |
15,271.88 |
15,271.88 |
15,155.84 |
|
R1 |
15,195.18 |
15,195.18 |
15,137.17 |
15,233.53 |
PP |
15,068.14 |
15,068.14 |
15,068.14 |
15,087.31 |
S1 |
14,991.44 |
14,991.44 |
15,099.81 |
15,029.79 |
S2 |
14,864.40 |
14,864.40 |
15,081.14 |
|
S3 |
14,660.66 |
14,787.70 |
15,062.46 |
|
S4 |
14,456.92 |
14,583.96 |
15,006.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,144.83 |
14,968.89 |
175.94 |
1.2% |
82.19 |
0.5% |
70% |
False |
False |
|
10 |
15,144.83 |
14,687.05 |
457.78 |
3.0% |
102.85 |
0.7% |
88% |
False |
False |
|
20 |
15,144.83 |
14,444.03 |
700.80 |
4.6% |
116.23 |
0.8% |
92% |
False |
False |
|
40 |
15,144.83 |
14,382.09 |
762.74 |
5.1% |
119.78 |
0.8% |
93% |
False |
False |
|
60 |
15,144.83 |
13,784.01 |
1,360.82 |
9.0% |
117.54 |
0.8% |
96% |
False |
False |
|
80 |
15,144.83 |
13,510.24 |
1,634.59 |
10.8% |
111.18 |
0.7% |
97% |
False |
False |
|
100 |
15,144.83 |
12,883.89 |
2,260.94 |
15.0% |
112.47 |
0.7% |
98% |
False |
False |
|
120 |
15,144.83 |
12,590.23 |
2,554.60 |
16.9% |
112.76 |
0.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,368.25 |
2.618 |
15,270.40 |
1.618 |
15,210.44 |
1.000 |
15,173.38 |
0.618 |
15,150.48 |
HIGH |
15,113.42 |
0.618 |
15,090.52 |
0.500 |
15,083.44 |
0.382 |
15,076.36 |
LOW |
15,053.46 |
0.618 |
15,016.40 |
1.000 |
14,993.50 |
1.618 |
14,956.44 |
2.618 |
14,896.48 |
4.250 |
14,798.63 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
15,088.93 |
15,091.62 |
PP |
15,086.19 |
15,091.56 |
S1 |
15,083.44 |
15,091.51 |
|