Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
163.67 |
164.96 |
1.29 |
0.8% |
161.49 |
High |
165.35 |
166.45 |
1.10 |
0.7% |
163.70 |
Low |
163.67 |
164.91 |
1.24 |
0.8% |
161.42 |
Close |
165.23 |
166.12 |
0.89 |
0.5% |
163.41 |
Range |
1.68 |
1.54 |
-0.14 |
-8.3% |
2.28 |
ATR |
1.41 |
1.42 |
0.01 |
0.6% |
0.00 |
Volume |
119,000,805 |
120,683,398 |
1,682,593 |
1.4% |
464,601,595 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.45 |
169.82 |
166.97 |
|
R3 |
168.91 |
168.28 |
166.54 |
|
R2 |
167.37 |
167.37 |
166.40 |
|
R1 |
166.74 |
166.74 |
166.26 |
167.06 |
PP |
165.83 |
165.83 |
165.83 |
165.98 |
S1 |
165.20 |
165.20 |
165.98 |
165.52 |
S2 |
164.29 |
164.29 |
165.84 |
|
S3 |
162.75 |
163.66 |
165.70 |
|
S4 |
161.21 |
162.12 |
165.27 |
|
|
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 |
166.45 |
162.47 |
3.98 |
2.4% |
1.30 |
0.8% |
92% |
True |
False |
106,293,718 |
10 |
166.45 |
158.53 |
7.92 |
4.8% |
1.26 |
0.8% |
96% |
True |
False |
102,673,849 |
20 |
166.45 |
153.55 |
12.90 |
7.8% |
1.29 |
0.8% |
97% |
True |
False |
114,193,701 |
40 |
166.45 |
153.55 |
12.90 |
7.8% |
1.36 |
0.8% |
97% |
True |
False |
121,679,568 |
60 |
166.45 |
148.73 |
17.72 |
10.7% |
1.38 |
0.8% |
98% |
True |
False |
126,067,680 |
80 |
166.45 |
147.98 |
18.47 |
11.1% |
1.28 |
0.8% |
98% |
True |
False |
124,509,658 |
100 |
166.45 |
139.54 |
26.91 |
16.2% |
1.27 |
0.8% |
99% |
True |
False |
127,082,767 |
120 |
166.45 |
139.00 |
27.45 |
16.5% |
1.26 |
0.8% |
99% |
True |
False |
127,529,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.00 |
2.618 |
170.48 |
1.618 |
168.94 |
1.000 |
167.99 |
0.618 |
167.40 |
HIGH |
166.45 |
0.618 |
165.86 |
0.500 |
165.68 |
0.382 |
165.50 |
LOW |
164.91 |
0.618 |
163.96 |
1.000 |
163.37 |
1.618 |
162.42 |
2.618 |
160.88 |
4.250 |
158.37 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
165.97 |
165.63 |
PP |
165.83 |
165.13 |
S1 |
165.68 |
164.64 |
|