Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,579.25 |
1,592.25 |
13.00 |
0.8% |
1,576.25 |
High |
1,594.25 |
1,614.25 |
20.00 |
1.3% |
1,614.25 |
Low |
1,578.75 |
1,589.50 |
10.75 |
0.7% |
1,573.75 |
Close |
1,592.25 |
1,608.50 |
16.25 |
1.0% |
1,608.50 |
Range |
15.50 |
24.75 |
9.25 |
59.7% |
40.50 |
ATR |
18.18 |
18.65 |
0.47 |
2.6% |
0.00 |
Volume |
1,652,820 |
1,936,845 |
284,025 |
17.2% |
7,847,361 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,678.25 |
1,668.25 |
1,622.00 |
|
R3 |
1,653.50 |
1,643.50 |
1,615.25 |
|
R2 |
1,628.75 |
1,628.75 |
1,613.00 |
|
R1 |
1,618.75 |
1,618.75 |
1,610.75 |
1,623.75 |
PP |
1,604.00 |
1,604.00 |
1,604.00 |
1,606.50 |
S1 |
1,594.00 |
1,594.00 |
1,606.25 |
1,599.00 |
S2 |
1,579.25 |
1,579.25 |
1,604.00 |
|
S3 |
1,554.50 |
1,569.25 |
1,601.75 |
|
S4 |
1,529.75 |
1,544.50 |
1,595.00 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.25 |
1,705.00 |
1,630.75 |
|
R3 |
1,679.75 |
1,664.50 |
1,619.75 |
|
R2 |
1,639.25 |
1,639.25 |
1,616.00 |
|
R1 |
1,624.00 |
1,624.00 |
1,612.25 |
1,631.50 |
PP |
1,598.75 |
1,598.75 |
1,598.75 |
1,602.75 |
S1 |
1,583.50 |
1,583.50 |
1,604.75 |
1,591.00 |
S2 |
1,558.25 |
1,558.25 |
1,601.00 |
|
S3 |
1,517.75 |
1,543.00 |
1,597.25 |
|
S4 |
1,477.25 |
1,502.50 |
1,586.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,614.25 |
1,573.75 |
40.50 |
2.5% |
18.25 |
1.1% |
86% |
True |
False |
1,569,472 |
10 |
1,614.25 |
1,542.75 |
71.50 |
4.4% |
17.25 |
1.1% |
92% |
True |
False |
1,590,225 |
20 |
1,614.25 |
1,530.75 |
83.50 |
5.2% |
20.00 |
1.2% |
93% |
True |
False |
1,840,926 |
40 |
1,614.25 |
1,529.50 |
84.75 |
5.3% |
17.50 |
1.1% |
93% |
True |
False |
1,841,684 |
60 |
1,614.25 |
1,476.25 |
138.00 |
8.6% |
16.75 |
1.0% |
96% |
True |
False |
1,262,022 |
80 |
1,614.25 |
1,445.00 |
169.25 |
10.5% |
15.75 |
1.0% |
97% |
True |
False |
947,122 |
100 |
1,614.25 |
1,375.75 |
238.50 |
14.8% |
15.75 |
1.0% |
98% |
True |
False |
757,917 |
120 |
1,614.25 |
1,331.25 |
283.00 |
17.6% |
15.00 |
0.9% |
98% |
True |
False |
631,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.50 |
2.618 |
1,679.00 |
1.618 |
1,654.25 |
1.000 |
1,639.00 |
0.618 |
1,629.50 |
HIGH |
1,614.25 |
0.618 |
1,604.75 |
0.500 |
1,602.00 |
0.382 |
1,599.00 |
LOW |
1,589.50 |
0.618 |
1,574.25 |
1.000 |
1,564.75 |
1.618 |
1,549.50 |
2.618 |
1,524.75 |
4.250 |
1,484.25 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,606.25 |
1,604.00 |
PP |
1,604.00 |
1,599.50 |
S1 |
1,602.00 |
1,595.00 |
|