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 |
1,608.25 |
1,612.50 |
4.25 |
0.3% |
1,576.25 |
High |
1,615.25 |
1,621.75 |
6.50 |
0.4% |
1,614.25 |
Low |
1,607.25 |
1,609.25 |
2.00 |
0.1% |
1,573.75 |
Close |
1,613.50 |
1,620.50 |
7.00 |
0.4% |
1,608.50 |
Range |
8.00 |
12.50 |
4.50 |
56.3% |
40.50 |
ATR |
17.89 |
17.50 |
-0.38 |
-2.2% |
0.00 |
Volume |
963,963 |
1,507,222 |
543,259 |
56.4% |
7,847,361 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.75 |
1,650.00 |
1,627.50 |
|
R3 |
1,642.25 |
1,637.50 |
1,624.00 |
|
R2 |
1,629.75 |
1,629.75 |
1,622.75 |
|
R1 |
1,625.00 |
1,625.00 |
1,621.75 |
1,627.50 |
PP |
1,617.25 |
1,617.25 |
1,617.25 |
1,618.25 |
S1 |
1,612.50 |
1,612.50 |
1,619.25 |
1,615.00 |
S2 |
1,604.75 |
1,604.75 |
1,618.25 |
|
S3 |
1,592.25 |
1,600.00 |
1,617.00 |
|
S4 |
1,579.75 |
1,587.50 |
1,613.50 |
|
|
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 |
1,621.75 |
1,576.00 |
45.75 |
2.8% |
16.00 |
1.0% |
97% |
True |
False |
1,505,731 |
10 |
1,621.75 |
1,570.75 |
51.00 |
3.1% |
14.75 |
0.9% |
98% |
True |
False |
1,467,063 |
20 |
1,621.75 |
1,530.75 |
91.00 |
5.6% |
19.25 |
1.2% |
99% |
True |
False |
1,810,640 |
40 |
1,621.75 |
1,529.50 |
92.25 |
5.7% |
17.50 |
1.1% |
99% |
True |
False |
1,815,459 |
60 |
1,621.75 |
1,476.25 |
145.50 |
9.0% |
16.75 |
1.0% |
99% |
True |
False |
1,302,965 |
80 |
1,621.75 |
1,450.50 |
171.25 |
10.6% |
15.50 |
1.0% |
99% |
True |
False |
977,957 |
100 |
1,621.75 |
1,375.75 |
246.00 |
15.2% |
15.75 |
1.0% |
99% |
True |
False |
782,628 |
120 |
1,621.75 |
1,331.25 |
290.50 |
17.9% |
15.00 |
0.9% |
100% |
True |
False |
652,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,675.00 |
2.618 |
1,654.50 |
1.618 |
1,642.00 |
1.000 |
1,634.25 |
0.618 |
1,629.50 |
HIGH |
1,621.75 |
0.618 |
1,617.00 |
0.500 |
1,615.50 |
0.382 |
1,614.00 |
LOW |
1,609.25 |
0.618 |
1,601.50 |
1.000 |
1,596.75 |
1.618 |
1,589.00 |
2.618 |
1,576.50 |
4.250 |
1,556.00 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,618.75 |
1,615.50 |
PP |
1,617.25 |
1,610.50 |
S1 |
1,615.50 |
1,605.50 |
|