Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,626.00 |
1,625.50 |
-0.50 |
0.0% |
1,608.25 |
High |
1,631.00 |
1,633.25 |
2.25 |
0.1% |
1,632.25 |
Low |
1,620.25 |
1,621.50 |
1.25 |
0.1% |
1,607.25 |
Close |
1,629.50 |
1,630.75 |
1.25 |
0.1% |
1,629.50 |
Range |
10.75 |
11.75 |
1.00 |
9.3% |
25.00 |
ATR |
16.36 |
16.03 |
-0.33 |
-2.0% |
0.00 |
Volume |
1,641,619 |
1,328,925 |
-312,694 |
-19.0% |
7,531,783 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.75 |
1,659.00 |
1,637.25 |
|
R3 |
1,652.00 |
1,647.25 |
1,634.00 |
|
R2 |
1,640.25 |
1,640.25 |
1,633.00 |
|
R1 |
1,635.50 |
1,635.50 |
1,631.75 |
1,638.00 |
PP |
1,628.50 |
1,628.50 |
1,628.50 |
1,629.75 |
S1 |
1,623.75 |
1,623.75 |
1,629.75 |
1,626.00 |
S2 |
1,616.75 |
1,616.75 |
1,628.50 |
|
S3 |
1,605.00 |
1,612.00 |
1,627.50 |
|
S4 |
1,593.25 |
1,600.25 |
1,624.25 |
|
|
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 |
1,633.25 |
1,609.25 |
24.00 |
1.5% |
12.00 |
0.7% |
90% |
True |
False |
1,579,349 |
10 |
1,633.25 |
1,576.00 |
57.25 |
3.5% |
14.00 |
0.9% |
96% |
True |
False |
1,547,319 |
20 |
1,633.25 |
1,530.75 |
102.50 |
6.3% |
17.00 |
1.0% |
98% |
True |
False |
1,709,033 |
40 |
1,633.25 |
1,529.50 |
103.75 |
6.4% |
17.75 |
1.1% |
98% |
True |
False |
1,800,970 |
60 |
1,633.25 |
1,476.25 |
157.00 |
9.6% |
17.00 |
1.0% |
98% |
True |
False |
1,409,216 |
80 |
1,633.25 |
1,454.75 |
178.50 |
10.9% |
15.75 |
1.0% |
99% |
True |
False |
1,057,786 |
100 |
1,633.25 |
1,375.75 |
257.50 |
15.8% |
15.75 |
1.0% |
99% |
True |
False |
846,502 |
120 |
1,633.25 |
1,350.00 |
283.25 |
17.4% |
15.00 |
0.9% |
99% |
True |
False |
705,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,683.25 |
2.618 |
1,664.00 |
1.618 |
1,652.25 |
1.000 |
1,645.00 |
0.618 |
1,640.50 |
HIGH |
1,633.25 |
0.618 |
1,628.75 |
0.500 |
1,627.50 |
0.382 |
1,626.00 |
LOW |
1,621.50 |
0.618 |
1,614.25 |
1.000 |
1,609.75 |
1.618 |
1,602.50 |
2.618 |
1,590.75 |
4.250 |
1,571.50 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,629.50 |
1,629.50 |
PP |
1,628.50 |
1,628.00 |
S1 |
1,627.50 |
1,626.50 |
|