Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,628.25 |
1,626.00 |
-2.25 |
-0.1% |
1,608.25 |
High |
1,632.25 |
1,631.00 |
-1.25 |
-0.1% |
1,632.25 |
Low |
1,620.00 |
1,620.25 |
0.25 |
0.0% |
1,607.25 |
Close |
1,624.50 |
1,629.50 |
5.00 |
0.3% |
1,629.50 |
Range |
12.25 |
10.75 |
-1.50 |
-12.2% |
25.00 |
ATR |
16.79 |
16.36 |
-0.43 |
-2.6% |
0.00 |
Volume |
1,825,700 |
1,641,619 |
-184,081 |
-10.1% |
7,531,783 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,659.25 |
1,655.00 |
1,635.50 |
|
R3 |
1,648.50 |
1,644.25 |
1,632.50 |
|
R2 |
1,637.75 |
1,637.75 |
1,631.50 |
|
R1 |
1,633.50 |
1,633.50 |
1,630.50 |
1,635.50 |
PP |
1,627.00 |
1,627.00 |
1,627.00 |
1,628.00 |
S1 |
1,622.75 |
1,622.75 |
1,628.50 |
1,625.00 |
S2 |
1,616.25 |
1,616.25 |
1,627.50 |
|
S3 |
1,605.50 |
1,612.00 |
1,626.50 |
|
S4 |
1,594.75 |
1,601.25 |
1,623.50 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.00 |
1,688.75 |
1,643.25 |
|
R3 |
1,673.00 |
1,663.75 |
1,636.50 |
|
R2 |
1,648.00 |
1,648.00 |
1,634.00 |
|
R1 |
1,638.75 |
1,638.75 |
1,631.75 |
1,643.50 |
PP |
1,623.00 |
1,623.00 |
1,623.00 |
1,625.25 |
S1 |
1,613.75 |
1,613.75 |
1,627.25 |
1,618.50 |
S2 |
1,598.00 |
1,598.00 |
1,625.00 |
|
S3 |
1,573.00 |
1,588.75 |
1,622.50 |
|
S4 |
1,548.00 |
1,563.75 |
1,615.75 |
|
|
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 |
1,607.25 |
25.00 |
1.5% |
11.25 |
0.7% |
89% |
False |
False |
1,506,356 |
10 |
1,632.25 |
1,573.75 |
58.50 |
3.6% |
14.75 |
0.9% |
95% |
False |
False |
1,537,914 |
20 |
1,632.25 |
1,530.75 |
101.50 |
6.2% |
18.50 |
1.1% |
97% |
False |
False |
1,785,306 |
40 |
1,632.25 |
1,529.50 |
102.75 |
6.3% |
17.75 |
1.1% |
97% |
False |
False |
1,810,242 |
60 |
1,632.25 |
1,476.25 |
156.00 |
9.6% |
17.00 |
1.0% |
98% |
False |
False |
1,387,110 |
80 |
1,632.25 |
1,453.75 |
178.50 |
11.0% |
15.75 |
1.0% |
98% |
False |
False |
1,041,185 |
100 |
1,632.25 |
1,375.75 |
256.50 |
15.7% |
15.75 |
1.0% |
99% |
False |
False |
833,214 |
120 |
1,632.25 |
1,334.00 |
298.25 |
18.3% |
15.00 |
0.9% |
99% |
False |
False |
694,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,676.75 |
2.618 |
1,659.25 |
1.618 |
1,648.50 |
1.000 |
1,641.75 |
0.618 |
1,637.75 |
HIGH |
1,631.00 |
0.618 |
1,627.00 |
0.500 |
1,625.50 |
0.382 |
1,624.25 |
LOW |
1,620.25 |
0.618 |
1,613.50 |
1.000 |
1,609.50 |
1.618 |
1,602.75 |
2.618 |
1,592.00 |
4.250 |
1,574.50 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,628.25 |
1,628.00 |
PP |
1,627.00 |
1,626.25 |
S1 |
1,625.50 |
1,624.50 |
|