Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,663.50 |
1,665.75 |
2.25 |
0.1% |
1,625.50 |
High |
1,673.25 |
1,685.75 |
12.50 |
0.7% |
1,665.75 |
Low |
1,660.00 |
1,646.50 |
-13.50 |
-0.8% |
1,621.50 |
Close |
1,665.50 |
1,655.50 |
-10.00 |
-0.6% |
1,663.00 |
Range |
13.25 |
39.25 |
26.00 |
196.2% |
44.25 |
ATR |
15.78 |
17.45 |
1.68 |
10.6% |
0.00 |
Volume |
1,694,697 |
2,970,647 |
1,275,950 |
75.3% |
9,314,912 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,780.25 |
1,757.25 |
1,677.00 |
|
R3 |
1,741.00 |
1,718.00 |
1,666.25 |
|
R2 |
1,701.75 |
1,701.75 |
1,662.75 |
|
R1 |
1,678.75 |
1,678.75 |
1,659.00 |
1,670.50 |
PP |
1,662.50 |
1,662.50 |
1,662.50 |
1,658.50 |
S1 |
1,639.50 |
1,639.50 |
1,652.00 |
1,631.50 |
S2 |
1,623.25 |
1,623.25 |
1,648.25 |
|
S3 |
1,584.00 |
1,600.25 |
1,644.75 |
|
S4 |
1,544.75 |
1,561.00 |
1,634.00 |
|
|
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 |
1,685.75 |
1,646.00 |
39.75 |
2.4% |
18.75 |
1.1% |
24% |
True |
False |
2,051,839 |
10 |
1,685.75 |
1,620.00 |
65.75 |
4.0% |
16.75 |
1.0% |
54% |
True |
False |
1,919,741 |
20 |
1,685.75 |
1,570.75 |
115.00 |
6.9% |
16.00 |
1.0% |
74% |
True |
False |
1,701,971 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.4% |
17.75 |
1.1% |
80% |
True |
False |
1,814,145 |
60 |
1,685.75 |
1,484.25 |
201.50 |
12.2% |
17.00 |
1.0% |
85% |
True |
False |
1,648,009 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.7% |
16.25 |
1.0% |
86% |
True |
False |
1,237,600 |
100 |
1,685.75 |
1,375.75 |
310.00 |
18.7% |
15.75 |
1.0% |
90% |
True |
False |
990,409 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.7% |
15.50 |
0.9% |
90% |
True |
False |
825,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.50 |
2.618 |
1,788.50 |
1.618 |
1,749.25 |
1.000 |
1,725.00 |
0.618 |
1,710.00 |
HIGH |
1,685.75 |
0.618 |
1,670.75 |
0.500 |
1,666.00 |
0.382 |
1,661.50 |
LOW |
1,646.50 |
0.618 |
1,622.25 |
1.000 |
1,607.25 |
1.618 |
1,583.00 |
2.618 |
1,543.75 |
4.250 |
1,479.75 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,666.00 |
1,666.00 |
PP |
1,662.50 |
1,662.50 |
S1 |
1,659.00 |
1,659.00 |
|