Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,177.0 |
5,161.0 |
-16.0 |
-0.3% |
5,107.0 |
High |
5,193.0 |
5,162.0 |
-31.0 |
-0.6% |
5,188.0 |
Low |
5,141.0 |
5,104.0 |
-37.0 |
-0.7% |
5,095.0 |
Close |
5,153.0 |
5,134.0 |
-19.0 |
-0.4% |
5,127.0 |
Range |
52.0 |
58.0 |
6.0 |
11.5% |
93.0 |
ATR |
56.1 |
56.2 |
0.1 |
0.2% |
0.0 |
Volume |
18,302 |
23,566 |
5,264 |
28.8% |
94,756 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,307.3 |
5,278.7 |
5,165.9 |
|
R3 |
5,249.3 |
5,220.7 |
5,150.0 |
|
R2 |
5,191.3 |
5,191.3 |
5,144.6 |
|
R1 |
5,162.7 |
5,162.7 |
5,139.3 |
5,148.0 |
PP |
5,133.3 |
5,133.3 |
5,133.3 |
5,126.0 |
S1 |
5,104.7 |
5,104.7 |
5,128.7 |
5,090.0 |
S2 |
5,075.3 |
5,075.3 |
5,123.4 |
|
S3 |
5,017.3 |
5,046.7 |
5,118.1 |
|
S4 |
4,959.3 |
4,988.7 |
5,102.1 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,415.7 |
5,364.3 |
5,178.2 |
|
R3 |
5,322.7 |
5,271.3 |
5,152.6 |
|
R2 |
5,229.7 |
5,229.7 |
5,144.1 |
|
R1 |
5,178.3 |
5,178.3 |
5,135.5 |
5,204.0 |
PP |
5,136.7 |
5,136.7 |
5,136.7 |
5,149.5 |
S1 |
5,085.3 |
5,085.3 |
5,118.5 |
5,111.0 |
S2 |
5,043.7 |
5,043.7 |
5,110.0 |
|
S3 |
4,950.7 |
4,992.3 |
5,101.4 |
|
S4 |
4,857.7 |
4,899.3 |
5,075.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,193.0 |
5,104.0 |
89.0 |
1.7% |
48.0 |
0.9% |
34% |
False |
True |
18,899 |
10 |
5,193.0 |
4,974.0 |
219.0 |
4.3% |
50.1 |
1.0% |
73% |
False |
False |
20,995 |
20 |
5,193.0 |
4,911.0 |
282.0 |
5.5% |
46.4 |
0.9% |
79% |
False |
False |
22,527 |
40 |
5,193.0 |
4,881.0 |
312.0 |
6.1% |
50.1 |
1.0% |
81% |
False |
False |
27,000 |
60 |
5,193.0 |
4,881.0 |
312.0 |
6.1% |
41.8 |
0.8% |
81% |
False |
False |
18,092 |
80 |
5,193.0 |
4,683.0 |
510.0 |
9.9% |
33.1 |
0.6% |
88% |
False |
False |
13,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,408.5 |
2.618 |
5,313.8 |
1.618 |
5,255.8 |
1.000 |
5,220.0 |
0.618 |
5,197.8 |
HIGH |
5,162.0 |
0.618 |
5,139.8 |
0.500 |
5,133.0 |
0.382 |
5,126.2 |
LOW |
5,104.0 |
0.618 |
5,068.2 |
1.000 |
5,046.0 |
1.618 |
5,010.2 |
2.618 |
4,952.2 |
4.250 |
4,857.5 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,133.7 |
5,148.5 |
PP |
5,133.3 |
5,143.7 |
S1 |
5,133.0 |
5,138.8 |
|