Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,625.50 |
1,630.75 |
5.25 |
0.3% |
1,608.25 |
High |
1,633.25 |
1,648.75 |
15.50 |
0.9% |
1,632.25 |
Low |
1,621.50 |
1,626.50 |
5.00 |
0.3% |
1,607.25 |
Close |
1,630.75 |
1,648.00 |
17.25 |
1.1% |
1,629.50 |
Range |
11.75 |
22.25 |
10.50 |
89.4% |
25.00 |
ATR |
16.03 |
16.48 |
0.44 |
2.8% |
0.00 |
Volume |
1,328,925 |
2,018,666 |
689,741 |
51.9% |
7,531,783 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,707.75 |
1,700.25 |
1,660.25 |
|
R3 |
1,685.50 |
1,678.00 |
1,654.00 |
|
R2 |
1,663.25 |
1,663.25 |
1,652.00 |
|
R1 |
1,655.75 |
1,655.75 |
1,650.00 |
1,659.50 |
PP |
1,641.00 |
1,641.00 |
1,641.00 |
1,643.00 |
S1 |
1,633.50 |
1,633.50 |
1,646.00 |
1,637.25 |
S2 |
1,618.75 |
1,618.75 |
1,644.00 |
|
S3 |
1,596.50 |
1,611.25 |
1,642.00 |
|
S4 |
1,574.25 |
1,589.00 |
1,635.75 |
|
|
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 |
1,648.75 |
1,617.00 |
31.75 |
1.9% |
14.00 |
0.8% |
98% |
True |
False |
1,681,637 |
10 |
1,648.75 |
1,576.00 |
72.75 |
4.4% |
15.00 |
0.9% |
99% |
True |
False |
1,593,684 |
20 |
1,648.75 |
1,530.75 |
118.00 |
7.2% |
16.75 |
1.0% |
99% |
True |
False |
1,697,336 |
40 |
1,648.75 |
1,530.75 |
118.00 |
7.2% |
17.75 |
1.1% |
99% |
True |
False |
1,796,609 |
60 |
1,648.75 |
1,476.25 |
172.50 |
10.5% |
17.25 |
1.0% |
100% |
True |
False |
1,442,838 |
80 |
1,648.75 |
1,464.00 |
184.75 |
11.2% |
15.75 |
1.0% |
100% |
True |
False |
1,083,015 |
100 |
1,648.75 |
1,375.75 |
273.00 |
16.6% |
15.75 |
1.0% |
100% |
True |
False |
866,686 |
120 |
1,648.75 |
1,364.00 |
284.75 |
17.3% |
15.00 |
0.9% |
100% |
True |
False |
722,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.25 |
2.618 |
1,707.00 |
1.618 |
1,684.75 |
1.000 |
1,671.00 |
0.618 |
1,662.50 |
HIGH |
1,648.75 |
0.618 |
1,640.25 |
0.500 |
1,637.50 |
0.382 |
1,635.00 |
LOW |
1,626.50 |
0.618 |
1,612.75 |
1.000 |
1,604.25 |
1.618 |
1,590.50 |
2.618 |
1,568.25 |
4.250 |
1,532.00 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,644.50 |
1,643.50 |
PP |
1,641.00 |
1,639.00 |
S1 |
1,637.50 |
1,634.50 |
|