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 |
1,612.50 |
1,620.75 |
8.25 |
0.5% |
1,576.25 |
High |
1,621.75 |
1,629.50 |
7.75 |
0.5% |
1,614.25 |
Low |
1,609.25 |
1,617.00 |
7.75 |
0.5% |
1,573.75 |
Close |
1,620.50 |
1,628.75 |
8.25 |
0.5% |
1,608.50 |
Range |
12.50 |
12.50 |
0.00 |
0.0% |
40.50 |
ATR |
17.50 |
17.14 |
-0.36 |
-2.0% |
0.00 |
Volume |
1,507,222 |
1,593,279 |
86,057 |
5.7% |
7,847,361 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.50 |
1,658.25 |
1,635.50 |
|
R3 |
1,650.00 |
1,645.75 |
1,632.25 |
|
R2 |
1,637.50 |
1,637.50 |
1,631.00 |
|
R1 |
1,633.25 |
1,633.25 |
1,630.00 |
1,635.50 |
PP |
1,625.00 |
1,625.00 |
1,625.00 |
1,626.25 |
S1 |
1,620.75 |
1,620.75 |
1,627.50 |
1,623.00 |
S2 |
1,612.50 |
1,612.50 |
1,626.50 |
|
S3 |
1,600.00 |
1,608.25 |
1,625.25 |
|
S4 |
1,587.50 |
1,595.75 |
1,622.00 |
|
|
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 |
1,629.50 |
1,578.75 |
50.75 |
3.1% |
14.75 |
0.9% |
99% |
True |
False |
1,530,825 |
10 |
1,629.50 |
1,570.75 |
58.75 |
3.6% |
15.25 |
0.9% |
99% |
True |
False |
1,484,201 |
20 |
1,629.50 |
1,530.75 |
98.75 |
6.1% |
18.75 |
1.2% |
99% |
True |
False |
1,788,588 |
40 |
1,629.50 |
1,529.50 |
100.00 |
6.1% |
17.50 |
1.1% |
99% |
True |
False |
1,803,122 |
60 |
1,629.50 |
1,476.25 |
153.25 |
9.4% |
16.75 |
1.0% |
100% |
True |
False |
1,329,468 |
80 |
1,629.50 |
1,450.50 |
179.00 |
11.0% |
15.75 |
1.0% |
100% |
True |
False |
997,862 |
100 |
1,629.50 |
1,375.75 |
253.75 |
15.6% |
15.75 |
1.0% |
100% |
True |
False |
798,544 |
120 |
1,629.50 |
1,331.25 |
298.25 |
18.3% |
15.00 |
0.9% |
100% |
True |
False |
665,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,682.50 |
2.618 |
1,662.25 |
1.618 |
1,649.75 |
1.000 |
1,642.00 |
0.618 |
1,637.25 |
HIGH |
1,629.50 |
0.618 |
1,624.75 |
0.500 |
1,623.25 |
0.382 |
1,621.75 |
LOW |
1,617.00 |
0.618 |
1,609.25 |
1.000 |
1,604.50 |
1.618 |
1,596.75 |
2.618 |
1,584.25 |
4.250 |
1,564.00 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,627.00 |
1,625.25 |
PP |
1,625.00 |
1,621.75 |
S1 |
1,623.25 |
1,618.50 |
|