Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,620.75 |
1,628.25 |
7.50 |
0.5% |
1,576.25 |
High |
1,629.50 |
1,632.25 |
2.75 |
0.2% |
1,614.25 |
Low |
1,617.00 |
1,620.00 |
3.00 |
0.2% |
1,573.75 |
Close |
1,628.75 |
1,624.50 |
-4.25 |
-0.3% |
1,608.50 |
Range |
12.50 |
12.25 |
-0.25 |
-2.0% |
40.50 |
ATR |
17.14 |
16.79 |
-0.35 |
-2.0% |
0.00 |
Volume |
1,593,279 |
1,825,700 |
232,421 |
14.6% |
7,847,361 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.25 |
1,655.75 |
1,631.25 |
|
R3 |
1,650.00 |
1,643.50 |
1,627.75 |
|
R2 |
1,637.75 |
1,637.75 |
1,626.75 |
|
R1 |
1,631.25 |
1,631.25 |
1,625.50 |
1,628.50 |
PP |
1,625.50 |
1,625.50 |
1,625.50 |
1,624.25 |
S1 |
1,619.00 |
1,619.00 |
1,623.50 |
1,616.00 |
S2 |
1,613.25 |
1,613.25 |
1,622.25 |
|
S3 |
1,601.00 |
1,606.75 |
1,621.25 |
|
S4 |
1,588.75 |
1,594.50 |
1,617.75 |
|
|
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 |
1,632.25 |
1,589.50 |
42.75 |
2.6% |
14.00 |
0.9% |
82% |
True |
False |
1,565,401 |
10 |
1,632.25 |
1,572.50 |
59.75 |
3.7% |
14.75 |
0.9% |
87% |
True |
False |
1,507,255 |
20 |
1,632.25 |
1,530.75 |
101.50 |
6.2% |
18.75 |
1.2% |
92% |
True |
False |
1,793,711 |
40 |
1,632.25 |
1,529.50 |
102.75 |
6.3% |
17.50 |
1.1% |
92% |
True |
False |
1,807,424 |
60 |
1,632.25 |
1,476.25 |
156.00 |
9.6% |
17.00 |
1.0% |
95% |
True |
False |
1,359,810 |
80 |
1,632.25 |
1,450.50 |
181.75 |
11.2% |
15.75 |
1.0% |
96% |
True |
False |
1,020,669 |
100 |
1,632.25 |
1,375.75 |
256.50 |
15.8% |
15.75 |
1.0% |
97% |
True |
False |
816,800 |
120 |
1,632.25 |
1,331.25 |
301.00 |
18.5% |
15.00 |
0.9% |
97% |
True |
False |
680,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.25 |
2.618 |
1,664.25 |
1.618 |
1,652.00 |
1.000 |
1,644.50 |
0.618 |
1,639.75 |
HIGH |
1,632.25 |
0.618 |
1,627.50 |
0.500 |
1,626.00 |
0.382 |
1,624.75 |
LOW |
1,620.00 |
0.618 |
1,612.50 |
1.000 |
1,607.75 |
1.618 |
1,600.25 |
2.618 |
1,588.00 |
4.250 |
1,568.00 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,626.00 |
1,623.25 |
PP |
1,625.50 |
1,622.00 |
S1 |
1,625.00 |
1,620.75 |
|