Trading Metrics calculated at close of trading on 08-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,161.0 |
5,155.0 |
-6.0 |
-0.1% |
5,107.0 |
High |
5,162.0 |
5,193.0 |
31.0 |
0.6% |
5,188.0 |
Low |
5,104.0 |
5,145.0 |
41.0 |
0.8% |
5,095.0 |
Close |
5,134.0 |
5,192.0 |
58.0 |
1.1% |
5,127.0 |
Range |
58.0 |
48.0 |
-10.0 |
-17.2% |
93.0 |
ATR |
56.2 |
56.4 |
0.2 |
0.4% |
0.0 |
Volume |
23,566 |
20,397 |
-3,169 |
-13.4% |
94,756 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,320.7 |
5,304.3 |
5,218.4 |
|
R3 |
5,272.7 |
5,256.3 |
5,205.2 |
|
R2 |
5,224.7 |
5,224.7 |
5,200.8 |
|
R1 |
5,208.3 |
5,208.3 |
5,196.4 |
5,216.5 |
PP |
5,176.7 |
5,176.7 |
5,176.7 |
5,180.8 |
S1 |
5,160.3 |
5,160.3 |
5,187.6 |
5,168.5 |
S2 |
5,128.7 |
5,128.7 |
5,183.2 |
|
S3 |
5,080.7 |
5,112.3 |
5,178.8 |
|
S4 |
5,032.7 |
5,064.3 |
5,165.6 |
|
|
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% |
52.2 |
1.0% |
99% |
True |
False |
20,099 |
10 |
5,193.0 |
5,036.0 |
157.0 |
3.0% |
48.9 |
0.9% |
99% |
True |
False |
20,534 |
20 |
5,193.0 |
4,911.0 |
282.0 |
5.4% |
46.3 |
0.9% |
100% |
True |
False |
22,083 |
40 |
5,193.0 |
4,881.0 |
312.0 |
6.0% |
50.5 |
1.0% |
100% |
True |
False |
27,493 |
60 |
5,193.0 |
4,881.0 |
312.0 |
6.0% |
42.5 |
0.8% |
100% |
True |
False |
18,431 |
80 |
5,193.0 |
4,692.0 |
501.0 |
9.6% |
33.7 |
0.6% |
100% |
True |
False |
13,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,397.0 |
2.618 |
5,318.7 |
1.618 |
5,270.7 |
1.000 |
5,241.0 |
0.618 |
5,222.7 |
HIGH |
5,193.0 |
0.618 |
5,174.7 |
0.500 |
5,169.0 |
0.382 |
5,163.3 |
LOW |
5,145.0 |
0.618 |
5,115.3 |
1.000 |
5,097.0 |
1.618 |
5,067.3 |
2.618 |
5,019.3 |
4.250 |
4,941.0 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,184.3 |
5,177.5 |
PP |
5,176.7 |
5,163.0 |
S1 |
5,169.0 |
5,148.5 |
|