Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
2,902.00 |
2,936.75 |
34.75 |
1.2% |
2,833.75 |
High |
2,947.75 |
2,954.00 |
6.25 |
0.2% |
2,947.75 |
Low |
2,900.25 |
2,936.50 |
36.25 |
1.2% |
2,827.50 |
Close |
2,935.00 |
2,947.50 |
12.50 |
0.4% |
2,935.00 |
Range |
47.50 |
17.50 |
-30.00 |
-63.2% |
120.25 |
ATR |
39.80 |
38.31 |
-1.49 |
-3.7% |
0.00 |
Volume |
193,083 |
134,824 |
-58,259 |
-30.2% |
912,168 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,998.50 |
2,990.50 |
2,957.00 |
|
R3 |
2,981.00 |
2,973.00 |
2,952.25 |
|
R2 |
2,963.50 |
2,963.50 |
2,950.75 |
|
R1 |
2,955.50 |
2,955.50 |
2,949.00 |
2,959.50 |
PP |
2,946.00 |
2,946.00 |
2,946.00 |
2,948.00 |
S1 |
2,938.00 |
2,938.00 |
2,946.00 |
2,942.00 |
S2 |
2,928.50 |
2,928.50 |
2,944.25 |
|
S3 |
2,911.00 |
2,920.50 |
2,942.75 |
|
S4 |
2,893.50 |
2,903.00 |
2,938.00 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,264.25 |
3,219.75 |
3,001.25 |
|
R3 |
3,144.00 |
3,099.50 |
2,968.00 |
|
R2 |
3,023.75 |
3,023.75 |
2,957.00 |
|
R1 |
2,979.25 |
2,979.25 |
2,946.00 |
3,001.50 |
PP |
2,903.50 |
2,903.50 |
2,903.50 |
2,914.50 |
S1 |
2,859.00 |
2,859.00 |
2,924.00 |
2,881.25 |
S2 |
2,783.25 |
2,783.25 |
2,913.00 |
|
S3 |
2,663.00 |
2,738.75 |
2,902.00 |
|
S4 |
2,542.75 |
2,618.50 |
2,868.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,954.00 |
2,853.25 |
100.75 |
3.4% |
32.75 |
1.1% |
94% |
True |
False |
174,353 |
10 |
2,954.00 |
2,785.00 |
169.00 |
5.7% |
35.25 |
1.2% |
96% |
True |
False |
193,513 |
20 |
2,954.00 |
2,724.00 |
230.00 |
7.8% |
42.25 |
1.4% |
97% |
True |
False |
231,066 |
40 |
2,954.00 |
2,724.00 |
230.00 |
7.8% |
36.75 |
1.2% |
97% |
True |
False |
220,367 |
60 |
2,954.00 |
2,683.50 |
270.50 |
9.2% |
34.50 |
1.2% |
98% |
True |
False |
152,720 |
80 |
2,954.00 |
2,683.50 |
270.50 |
9.2% |
31.25 |
1.1% |
98% |
True |
False |
114,547 |
100 |
2,954.00 |
2,569.50 |
384.50 |
13.0% |
28.50 |
1.0% |
98% |
True |
False |
91,644 |
120 |
2,954.00 |
2,502.00 |
452.00 |
15.3% |
24.00 |
0.8% |
99% |
True |
False |
76,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,028.50 |
2.618 |
2,999.75 |
1.618 |
2,982.25 |
1.000 |
2,971.50 |
0.618 |
2,964.75 |
HIGH |
2,954.00 |
0.618 |
2,947.25 |
0.500 |
2,945.25 |
0.382 |
2,943.25 |
LOW |
2,936.50 |
0.618 |
2,925.75 |
1.000 |
2,919.00 |
1.618 |
2,908.25 |
2.618 |
2,890.75 |
4.250 |
2,862.00 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
2,946.75 |
2,935.25 |
PP |
2,946.00 |
2,923.00 |
S1 |
2,945.25 |
2,910.50 |
|