Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,655.25 |
1,649.50 |
-5.75 |
-0.3% |
1,625.50 |
High |
1,658.75 |
1,665.75 |
7.00 |
0.4% |
1,665.75 |
Low |
1,646.00 |
1,648.25 |
2.25 |
0.1% |
1,621.50 |
Close |
1,648.00 |
1,663.00 |
15.00 |
0.9% |
1,663.00 |
Range |
12.75 |
17.50 |
4.75 |
37.3% |
44.25 |
ATR |
16.25 |
16.35 |
0.11 |
0.7% |
0.00 |
Volume |
1,920,088 |
1,923,927 |
3,839 |
0.2% |
9,314,912 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.50 |
1,704.75 |
1,672.50 |
|
R3 |
1,694.00 |
1,687.25 |
1,667.75 |
|
R2 |
1,676.50 |
1,676.50 |
1,666.25 |
|
R1 |
1,669.75 |
1,669.75 |
1,664.50 |
1,673.00 |
PP |
1,659.00 |
1,659.00 |
1,659.00 |
1,660.75 |
S1 |
1,652.25 |
1,652.25 |
1,661.50 |
1,655.50 |
S2 |
1,641.50 |
1,641.50 |
1,659.75 |
|
S3 |
1,624.00 |
1,634.75 |
1,658.25 |
|
S4 |
1,606.50 |
1,617.25 |
1,653.50 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.75 |
1,767.25 |
1,687.25 |
|
R3 |
1,738.50 |
1,723.00 |
1,675.25 |
|
R2 |
1,694.25 |
1,694.25 |
1,671.00 |
|
R1 |
1,678.75 |
1,678.75 |
1,667.00 |
1,686.50 |
PP |
1,650.00 |
1,650.00 |
1,650.00 |
1,654.00 |
S1 |
1,634.50 |
1,634.50 |
1,659.00 |
1,642.25 |
S2 |
1,605.75 |
1,605.75 |
1,655.00 |
|
S3 |
1,561.50 |
1,590.25 |
1,650.75 |
|
S4 |
1,517.25 |
1,546.00 |
1,638.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,665.75 |
1,621.50 |
44.25 |
2.7% |
16.25 |
1.0% |
94% |
True |
False |
1,862,982 |
10 |
1,665.75 |
1,607.25 |
58.50 |
3.5% |
13.75 |
0.8% |
95% |
True |
False |
1,684,669 |
20 |
1,665.75 |
1,542.75 |
123.00 |
7.4% |
15.50 |
0.9% |
98% |
True |
False |
1,637,447 |
40 |
1,665.75 |
1,530.75 |
135.00 |
8.1% |
17.50 |
1.1% |
98% |
True |
False |
1,789,479 |
60 |
1,665.75 |
1,476.25 |
189.50 |
11.4% |
17.00 |
1.0% |
99% |
True |
False |
1,542,064 |
80 |
1,665.75 |
1,475.75 |
190.00 |
11.4% |
16.00 |
1.0% |
99% |
True |
False |
1,157,487 |
100 |
1,665.75 |
1,375.75 |
290.00 |
17.4% |
15.50 |
0.9% |
99% |
True |
False |
926,294 |
120 |
1,665.75 |
1,370.75 |
295.00 |
17.7% |
15.25 |
0.9% |
99% |
True |
False |
772,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.00 |
2.618 |
1,711.50 |
1.618 |
1,694.00 |
1.000 |
1,683.25 |
0.618 |
1,676.50 |
HIGH |
1,665.75 |
0.618 |
1,659.00 |
0.500 |
1,657.00 |
0.382 |
1,655.00 |
LOW |
1,648.25 |
0.618 |
1,637.50 |
1.000 |
1,630.75 |
1.618 |
1,620.00 |
2.618 |
1,602.50 |
4.250 |
1,574.00 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,661.00 |
1,660.00 |
PP |
1,659.00 |
1,657.25 |
S1 |
1,657.00 |
1,654.25 |
|