Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
163.20 |
163.67 |
0.47 |
0.3% |
161.49 |
High |
163.81 |
165.35 |
1.54 |
0.9% |
163.70 |
Low |
162.82 |
163.67 |
0.85 |
0.5% |
161.42 |
Close |
163.54 |
165.23 |
1.69 |
1.0% |
163.41 |
Range |
0.99 |
1.68 |
0.69 |
69.7% |
2.28 |
ATR |
1.38 |
1.41 |
0.03 |
2.2% |
0.00 |
Volume |
81,843,102 |
119,000,805 |
37,157,703 |
45.4% |
464,601,595 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.79 |
169.19 |
166.15 |
|
R3 |
168.11 |
167.51 |
165.69 |
|
R2 |
166.43 |
166.43 |
165.54 |
|
R1 |
165.83 |
165.83 |
165.38 |
166.13 |
PP |
164.75 |
164.75 |
164.75 |
164.90 |
S1 |
164.15 |
164.15 |
165.08 |
164.45 |
S2 |
163.07 |
163.07 |
164.92 |
|
S3 |
161.39 |
162.47 |
164.77 |
|
S4 |
159.71 |
160.79 |
164.31 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.68 |
168.83 |
164.66 |
|
R3 |
167.40 |
166.55 |
164.04 |
|
R2 |
165.12 |
165.12 |
163.83 |
|
R1 |
164.27 |
164.27 |
163.62 |
164.70 |
PP |
162.84 |
162.84 |
162.84 |
163.06 |
S1 |
161.99 |
161.99 |
163.20 |
162.42 |
S2 |
160.56 |
160.56 |
162.99 |
|
S3 |
158.28 |
159.71 |
162.78 |
|
S4 |
156.00 |
157.43 |
162.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.35 |
162.33 |
3.02 |
1.8% |
1.20 |
0.7% |
96% |
True |
False |
101,640,859 |
10 |
165.35 |
158.10 |
7.25 |
4.4% |
1.23 |
0.7% |
98% |
True |
False |
104,491,020 |
20 |
165.35 |
153.55 |
11.80 |
7.1% |
1.32 |
0.8% |
99% |
True |
False |
119,501,266 |
40 |
165.35 |
153.55 |
11.80 |
7.1% |
1.37 |
0.8% |
99% |
True |
False |
122,851,663 |
60 |
165.35 |
148.73 |
16.62 |
10.1% |
1.38 |
0.8% |
99% |
True |
False |
125,641,381 |
80 |
165.35 |
147.43 |
17.92 |
10.8% |
1.28 |
0.8% |
99% |
True |
False |
125,124,939 |
100 |
165.35 |
139.54 |
25.81 |
15.6% |
1.27 |
0.8% |
100% |
True |
False |
127,384,886 |
120 |
165.35 |
138.08 |
27.27 |
16.5% |
1.26 |
0.8% |
100% |
True |
False |
127,522,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
172.49 |
2.618 |
169.75 |
1.618 |
168.07 |
1.000 |
167.03 |
0.618 |
166.39 |
HIGH |
165.35 |
0.618 |
164.71 |
0.500 |
164.51 |
0.382 |
164.31 |
LOW |
163.67 |
0.618 |
162.63 |
1.000 |
161.99 |
1.618 |
160.95 |
2.618 |
159.27 |
4.250 |
156.53 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
164.99 |
164.80 |
PP |
164.75 |
164.36 |
S1 |
164.51 |
163.93 |
|