Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,630.75 |
1,647.50 |
16.75 |
1.0% |
1,608.25 |
High |
1,648.75 |
1,659.75 |
11.00 |
0.7% |
1,632.25 |
Low |
1,626.50 |
1,642.75 |
16.25 |
1.0% |
1,607.25 |
Close |
1,648.00 |
1,654.25 |
6.25 |
0.4% |
1,629.50 |
Range |
22.25 |
17.00 |
-5.25 |
-23.6% |
25.00 |
ATR |
16.48 |
16.51 |
0.04 |
0.2% |
0.00 |
Volume |
2,018,666 |
2,123,306 |
104,640 |
5.2% |
7,531,783 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.25 |
1,695.75 |
1,663.50 |
|
R3 |
1,686.25 |
1,678.75 |
1,659.00 |
|
R2 |
1,669.25 |
1,669.25 |
1,657.25 |
|
R1 |
1,661.75 |
1,661.75 |
1,655.75 |
1,665.50 |
PP |
1,652.25 |
1,652.25 |
1,652.25 |
1,654.00 |
S1 |
1,644.75 |
1,644.75 |
1,652.75 |
1,648.50 |
S2 |
1,635.25 |
1,635.25 |
1,651.25 |
|
S3 |
1,618.25 |
1,627.75 |
1,649.50 |
|
S4 |
1,601.25 |
1,610.75 |
1,645.00 |
|
|
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 |
1,659.75 |
1,620.00 |
39.75 |
2.4% |
14.75 |
0.9% |
86% |
True |
False |
1,787,643 |
10 |
1,659.75 |
1,578.75 |
81.00 |
4.9% |
14.75 |
0.9% |
93% |
True |
False |
1,659,234 |
20 |
1,659.75 |
1,530.75 |
129.00 |
7.8% |
16.00 |
1.0% |
96% |
True |
False |
1,655,064 |
40 |
1,659.75 |
1,530.75 |
129.00 |
7.8% |
17.75 |
1.1% |
96% |
True |
False |
1,786,038 |
60 |
1,659.75 |
1,476.25 |
183.50 |
11.1% |
17.25 |
1.0% |
97% |
True |
False |
1,478,184 |
80 |
1,659.75 |
1,469.25 |
190.50 |
11.5% |
16.00 |
1.0% |
97% |
True |
False |
1,109,480 |
100 |
1,659.75 |
1,375.75 |
284.00 |
17.2% |
15.75 |
0.9% |
98% |
True |
False |
887,869 |
120 |
1,659.75 |
1,367.00 |
292.75 |
17.7% |
15.25 |
0.9% |
98% |
True |
False |
739,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,732.00 |
2.618 |
1,704.25 |
1.618 |
1,687.25 |
1.000 |
1,676.75 |
0.618 |
1,670.25 |
HIGH |
1,659.75 |
0.618 |
1,653.25 |
0.500 |
1,651.25 |
0.382 |
1,649.25 |
LOW |
1,642.75 |
0.618 |
1,632.25 |
1.000 |
1,625.75 |
1.618 |
1,615.25 |
2.618 |
1,598.25 |
4.250 |
1,570.50 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,653.25 |
1,649.75 |
PP |
1,652.25 |
1,645.25 |
S1 |
1,651.25 |
1,640.50 |
|