Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,662.50 |
1,663.50 |
1.00 |
0.1% |
1,625.50 |
High |
1,670.75 |
1,673.25 |
2.50 |
0.1% |
1,665.75 |
Low |
1,659.75 |
1,660.00 |
0.25 |
0.0% |
1,621.50 |
Close |
1,664.50 |
1,665.50 |
1.00 |
0.1% |
1,663.00 |
Range |
11.00 |
13.25 |
2.25 |
20.5% |
44.25 |
ATR |
15.97 |
15.78 |
-0.19 |
-1.2% |
0.00 |
Volume |
1,749,840 |
1,694,697 |
-55,143 |
-3.2% |
9,314,912 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.00 |
1,699.00 |
1,672.75 |
|
R3 |
1,692.75 |
1,685.75 |
1,669.25 |
|
R2 |
1,679.50 |
1,679.50 |
1,668.00 |
|
R1 |
1,672.50 |
1,672.50 |
1,666.75 |
1,676.00 |
PP |
1,666.25 |
1,666.25 |
1,666.25 |
1,668.00 |
S1 |
1,659.25 |
1,659.25 |
1,664.25 |
1,662.75 |
S2 |
1,653.00 |
1,653.00 |
1,663.00 |
|
S3 |
1,639.75 |
1,646.00 |
1,661.75 |
|
S4 |
1,626.50 |
1,632.75 |
1,658.25 |
|
|
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 |
1,673.25 |
1,642.75 |
30.50 |
1.8% |
14.25 |
0.9% |
75% |
True |
False |
1,882,371 |
10 |
1,673.25 |
1,617.00 |
56.25 |
3.4% |
14.00 |
0.8% |
86% |
True |
False |
1,782,004 |
20 |
1,673.25 |
1,570.75 |
102.50 |
6.2% |
14.50 |
0.9% |
92% |
True |
False |
1,624,534 |
40 |
1,673.25 |
1,530.75 |
142.50 |
8.6% |
17.25 |
1.0% |
95% |
True |
False |
1,779,730 |
60 |
1,673.25 |
1,477.00 |
196.25 |
11.8% |
16.50 |
1.0% |
96% |
True |
False |
1,598,995 |
80 |
1,673.25 |
1,476.25 |
197.00 |
11.8% |
16.00 |
1.0% |
96% |
True |
False |
1,200,502 |
100 |
1,673.25 |
1,375.75 |
297.50 |
17.9% |
15.75 |
0.9% |
97% |
True |
False |
960,727 |
120 |
1,673.25 |
1,370.75 |
302.50 |
18.2% |
15.25 |
0.9% |
97% |
True |
False |
800,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.50 |
2.618 |
1,708.00 |
1.618 |
1,694.75 |
1.000 |
1,686.50 |
0.618 |
1,681.50 |
HIGH |
1,673.25 |
0.618 |
1,668.25 |
0.500 |
1,666.50 |
0.382 |
1,665.00 |
LOW |
1,660.00 |
0.618 |
1,651.75 |
1.000 |
1,646.75 |
1.618 |
1,638.50 |
2.618 |
1,625.25 |
4.250 |
1,603.75 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,666.50 |
1,664.00 |
PP |
1,666.25 |
1,662.25 |
S1 |
1,666.00 |
1,660.75 |
|