Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,647.50 |
1,655.25 |
7.75 |
0.5% |
1,608.25 |
High |
1,659.75 |
1,658.75 |
-1.00 |
-0.1% |
1,632.25 |
Low |
1,642.75 |
1,646.00 |
3.25 |
0.2% |
1,607.25 |
Close |
1,654.25 |
1,648.00 |
-6.25 |
-0.4% |
1,629.50 |
Range |
17.00 |
12.75 |
-4.25 |
-25.0% |
25.00 |
ATR |
16.51 |
16.25 |
-0.27 |
-1.6% |
0.00 |
Volume |
2,123,306 |
1,920,088 |
-203,218 |
-9.6% |
7,531,783 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.25 |
1,681.25 |
1,655.00 |
|
R3 |
1,676.50 |
1,668.50 |
1,651.50 |
|
R2 |
1,663.75 |
1,663.75 |
1,650.25 |
|
R1 |
1,655.75 |
1,655.75 |
1,649.25 |
1,653.50 |
PP |
1,651.00 |
1,651.00 |
1,651.00 |
1,649.75 |
S1 |
1,643.00 |
1,643.00 |
1,646.75 |
1,640.50 |
S2 |
1,638.25 |
1,638.25 |
1,645.75 |
|
S3 |
1,625.50 |
1,630.25 |
1,644.50 |
|
S4 |
1,612.75 |
1,617.50 |
1,641.00 |
|
|
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 |
1,620.25 |
39.50 |
2.4% |
15.00 |
0.9% |
70% |
False |
False |
1,806,520 |
10 |
1,659.75 |
1,589.50 |
70.25 |
4.3% |
14.50 |
0.9% |
83% |
False |
False |
1,685,961 |
20 |
1,659.75 |
1,535.25 |
124.50 |
7.6% |
15.50 |
0.9% |
91% |
False |
False |
1,635,225 |
40 |
1,659.75 |
1,530.75 |
129.00 |
7.8% |
17.50 |
1.1% |
91% |
False |
False |
1,788,984 |
60 |
1,659.75 |
1,476.25 |
183.50 |
11.1% |
17.00 |
1.0% |
94% |
False |
False |
1,510,120 |
80 |
1,659.75 |
1,475.75 |
184.00 |
11.2% |
15.75 |
1.0% |
94% |
False |
False |
1,133,457 |
100 |
1,659.75 |
1,375.75 |
284.00 |
17.2% |
15.75 |
1.0% |
96% |
False |
False |
907,064 |
120 |
1,659.75 |
1,370.75 |
289.00 |
17.5% |
15.25 |
0.9% |
96% |
False |
False |
755,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.00 |
2.618 |
1,692.25 |
1.618 |
1,679.50 |
1.000 |
1,671.50 |
0.618 |
1,666.75 |
HIGH |
1,658.75 |
0.618 |
1,654.00 |
0.500 |
1,652.50 |
0.382 |
1,650.75 |
LOW |
1,646.00 |
0.618 |
1,638.00 |
1.000 |
1,633.25 |
1.618 |
1,625.25 |
2.618 |
1,612.50 |
4.250 |
1,591.75 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,652.50 |
1,646.50 |
PP |
1,651.00 |
1,644.75 |
S1 |
1,649.50 |
1,643.00 |
|