Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,649.50 |
1,662.50 |
13.00 |
0.8% |
1,625.50 |
High |
1,665.75 |
1,670.75 |
5.00 |
0.3% |
1,665.75 |
Low |
1,648.25 |
1,659.75 |
11.50 |
0.7% |
1,621.50 |
Close |
1,663.00 |
1,664.50 |
1.50 |
0.1% |
1,663.00 |
Range |
17.50 |
11.00 |
-6.50 |
-37.1% |
44.25 |
ATR |
16.35 |
15.97 |
-0.38 |
-2.3% |
0.00 |
Volume |
1,923,927 |
1,749,840 |
-174,087 |
-9.0% |
9,314,912 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.00 |
1,692.25 |
1,670.50 |
|
R3 |
1,687.00 |
1,681.25 |
1,667.50 |
|
R2 |
1,676.00 |
1,676.00 |
1,666.50 |
|
R1 |
1,670.25 |
1,670.25 |
1,665.50 |
1,673.00 |
PP |
1,665.00 |
1,665.00 |
1,665.00 |
1,666.50 |
S1 |
1,659.25 |
1,659.25 |
1,663.50 |
1,662.00 |
S2 |
1,654.00 |
1,654.00 |
1,662.50 |
|
S3 |
1,643.00 |
1,648.25 |
1,661.50 |
|
S4 |
1,632.00 |
1,637.25 |
1,658.50 |
|
|
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 |
1,670.75 |
1,626.50 |
44.25 |
2.7% |
16.00 |
1.0% |
86% |
True |
False |
1,947,165 |
10 |
1,670.75 |
1,609.25 |
61.50 |
3.7% |
14.00 |
0.8% |
90% |
True |
False |
1,763,257 |
20 |
1,670.75 |
1,548.75 |
122.00 |
7.3% |
15.25 |
0.9% |
95% |
True |
False |
1,645,204 |
40 |
1,670.75 |
1,530.75 |
140.00 |
8.4% |
17.25 |
1.0% |
96% |
True |
False |
1,793,731 |
60 |
1,670.75 |
1,476.25 |
194.50 |
11.7% |
17.00 |
1.0% |
97% |
True |
False |
1,570,934 |
80 |
1,670.75 |
1,476.25 |
194.50 |
11.7% |
16.00 |
1.0% |
97% |
True |
False |
1,179,341 |
100 |
1,670.75 |
1,375.75 |
295.00 |
17.7% |
15.75 |
0.9% |
98% |
True |
False |
943,785 |
120 |
1,670.75 |
1,370.75 |
300.00 |
18.0% |
15.25 |
0.9% |
98% |
True |
False |
786,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,717.50 |
2.618 |
1,699.50 |
1.618 |
1,688.50 |
1.000 |
1,681.75 |
0.618 |
1,677.50 |
HIGH |
1,670.75 |
0.618 |
1,666.50 |
0.500 |
1,665.25 |
0.382 |
1,664.00 |
LOW |
1,659.75 |
0.618 |
1,653.00 |
1.000 |
1,648.75 |
1.618 |
1,642.00 |
2.618 |
1,631.00 |
4.250 |
1,613.00 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,665.25 |
1,662.50 |
PP |
1,665.00 |
1,660.50 |
S1 |
1,664.75 |
1,658.50 |
|