Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,592.25 |
1,608.25 |
16.00 |
1.0% |
1,576.25 |
High |
1,614.25 |
1,615.25 |
1.00 |
0.1% |
1,614.25 |
Low |
1,589.50 |
1,607.25 |
17.75 |
1.1% |
1,573.75 |
Close |
1,608.50 |
1,613.50 |
5.00 |
0.3% |
1,608.50 |
Range |
24.75 |
8.00 |
-16.75 |
-67.7% |
40.50 |
ATR |
18.65 |
17.89 |
-0.76 |
-4.1% |
0.00 |
Volume |
1,936,845 |
963,963 |
-972,882 |
-50.2% |
7,847,361 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.00 |
1,632.75 |
1,618.00 |
|
R3 |
1,628.00 |
1,624.75 |
1,615.75 |
|
R2 |
1,620.00 |
1,620.00 |
1,615.00 |
|
R1 |
1,616.75 |
1,616.75 |
1,614.25 |
1,618.50 |
PP |
1,612.00 |
1,612.00 |
1,612.00 |
1,612.75 |
S1 |
1,608.75 |
1,608.75 |
1,612.75 |
1,610.50 |
S2 |
1,604.00 |
1,604.00 |
1,612.00 |
|
S3 |
1,596.00 |
1,600.75 |
1,611.25 |
|
S4 |
1,588.00 |
1,592.75 |
1,609.00 |
|
|
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 |
1,615.25 |
1,576.00 |
39.25 |
2.4% |
16.25 |
1.0% |
96% |
True |
False |
1,515,289 |
10 |
1,615.25 |
1,548.75 |
66.50 |
4.1% |
16.25 |
1.0% |
97% |
True |
False |
1,527,152 |
20 |
1,615.25 |
1,530.75 |
84.50 |
5.2% |
19.50 |
1.2% |
98% |
True |
False |
1,816,898 |
40 |
1,615.25 |
1,529.50 |
85.75 |
5.3% |
17.50 |
1.1% |
98% |
True |
False |
1,817,903 |
60 |
1,615.25 |
1,476.25 |
139.00 |
8.6% |
16.75 |
1.0% |
99% |
True |
False |
1,278,023 |
80 |
1,615.25 |
1,448.25 |
167.00 |
10.4% |
15.75 |
1.0% |
99% |
True |
False |
959,165 |
100 |
1,615.25 |
1,375.75 |
239.50 |
14.8% |
15.75 |
1.0% |
99% |
True |
False |
767,556 |
120 |
1,615.25 |
1,331.25 |
284.00 |
17.6% |
15.00 |
0.9% |
99% |
True |
False |
639,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,649.25 |
2.618 |
1,636.25 |
1.618 |
1,628.25 |
1.000 |
1,623.25 |
0.618 |
1,620.25 |
HIGH |
1,615.25 |
0.618 |
1,612.25 |
0.500 |
1,611.25 |
0.382 |
1,610.25 |
LOW |
1,607.25 |
0.618 |
1,602.25 |
1.000 |
1,599.25 |
1.618 |
1,594.25 |
2.618 |
1,586.25 |
4.250 |
1,573.25 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,612.75 |
1,608.00 |
PP |
1,612.00 |
1,602.50 |
S1 |
1,611.25 |
1,597.00 |
|