Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,665.75 |
1,657.50 |
-8.25 |
-0.5% |
1,625.50 |
High |
1,685.75 |
1,659.00 |
-26.75 |
-1.6% |
1,665.75 |
Low |
1,646.50 |
1,632.75 |
-13.75 |
-0.8% |
1,621.50 |
Close |
1,655.50 |
1,650.00 |
-5.50 |
-0.3% |
1,663.00 |
Range |
39.25 |
26.25 |
-13.00 |
-33.1% |
44.25 |
ATR |
17.45 |
18.08 |
0.63 |
3.6% |
0.00 |
Volume |
2,970,647 |
2,681,434 |
-289,213 |
-9.7% |
9,314,912 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.00 |
1,714.25 |
1,664.50 |
|
R3 |
1,699.75 |
1,688.00 |
1,657.25 |
|
R2 |
1,673.50 |
1,673.50 |
1,654.75 |
|
R1 |
1,661.75 |
1,661.75 |
1,652.50 |
1,654.50 |
PP |
1,647.25 |
1,647.25 |
1,647.25 |
1,643.50 |
S1 |
1,635.50 |
1,635.50 |
1,647.50 |
1,628.25 |
S2 |
1,621.00 |
1,621.00 |
1,645.25 |
|
S3 |
1,594.75 |
1,609.25 |
1,642.75 |
|
S4 |
1,568.50 |
1,583.00 |
1,635.50 |
|
|
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 |
1,685.75 |
1,632.75 |
53.00 |
3.2% |
21.50 |
1.3% |
33% |
False |
True |
2,204,109 |
10 |
1,685.75 |
1,620.25 |
65.50 |
4.0% |
18.25 |
1.1% |
45% |
False |
False |
2,005,314 |
20 |
1,685.75 |
1,572.50 |
113.25 |
6.9% |
16.50 |
1.0% |
68% |
False |
False |
1,756,285 |
40 |
1,685.75 |
1,530.75 |
155.00 |
9.4% |
18.00 |
1.1% |
77% |
False |
False |
1,841,956 |
60 |
1,685.75 |
1,494.00 |
191.75 |
11.6% |
17.00 |
1.0% |
81% |
False |
False |
1,692,261 |
80 |
1,685.75 |
1,476.25 |
209.50 |
12.7% |
16.50 |
1.0% |
83% |
False |
False |
1,271,077 |
100 |
1,685.75 |
1,379.50 |
306.25 |
18.6% |
15.75 |
1.0% |
88% |
False |
False |
1,017,216 |
120 |
1,685.75 |
1,375.75 |
310.00 |
18.8% |
15.50 |
0.9% |
88% |
False |
False |
847,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.50 |
2.618 |
1,727.75 |
1.618 |
1,701.50 |
1.000 |
1,685.25 |
0.618 |
1,675.25 |
HIGH |
1,659.00 |
0.618 |
1,649.00 |
0.500 |
1,646.00 |
0.382 |
1,642.75 |
LOW |
1,632.75 |
0.618 |
1,616.50 |
1.000 |
1,606.50 |
1.618 |
1,590.25 |
2.618 |
1,564.00 |
4.250 |
1,521.25 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,648.50 |
1,659.25 |
PP |
1,647.25 |
1,656.25 |
S1 |
1,646.00 |
1,653.00 |
|