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 |
1,466.2 |
1,470.0 |
3.8 |
0.3% |
1,466.2 |
High |
1,487.2 |
1,478.4 |
-8.8 |
-0.6% |
1,487.2 |
Low |
1,455.4 |
1,463.8 |
8.4 |
0.6% |
1,439.7 |
Close |
1,464.2 |
1,468.0 |
3.8 |
0.3% |
1,464.2 |
Range |
31.8 |
14.6 |
-17.2 |
-54.1% |
47.5 |
ATR |
35.4 |
33.9 |
-1.5 |
-4.2% |
0.0 |
Volume |
175,030 |
80,796 |
-94,234 |
-53.8% |
774,667 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.9 |
1,505.5 |
1,476.0 |
|
R3 |
1,499.3 |
1,490.9 |
1,472.0 |
|
R2 |
1,484.7 |
1,484.7 |
1,470.7 |
|
R1 |
1,476.3 |
1,476.3 |
1,469.3 |
1,473.2 |
PP |
1,470.1 |
1,470.1 |
1,470.1 |
1,468.5 |
S1 |
1,461.7 |
1,461.7 |
1,466.7 |
1,458.6 |
S2 |
1,455.5 |
1,455.5 |
1,465.3 |
|
S3 |
1,440.9 |
1,447.1 |
1,464.0 |
|
S4 |
1,426.3 |
1,432.5 |
1,460.0 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.2 |
1,582.7 |
1,490.3 |
|
R3 |
1,558.7 |
1,535.2 |
1,477.3 |
|
R2 |
1,511.2 |
1,511.2 |
1,472.9 |
|
R1 |
1,487.7 |
1,487.7 |
1,468.6 |
1,475.7 |
PP |
1,463.7 |
1,463.7 |
1,463.7 |
1,457.7 |
S1 |
1,440.2 |
1,440.2 |
1,459.8 |
1,428.2 |
S2 |
1,416.2 |
1,416.2 |
1,455.5 |
|
S3 |
1,368.7 |
1,392.7 |
1,451.1 |
|
S4 |
1,321.2 |
1,345.2 |
1,438.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,487.2 |
1,439.7 |
47.5 |
3.2% |
25.7 |
1.7% |
60% |
False |
False |
146,591 |
10 |
1,487.2 |
1,404.0 |
83.2 |
5.7% |
27.6 |
1.9% |
77% |
False |
False |
165,064 |
20 |
1,590.1 |
1,321.5 |
268.6 |
18.3% |
42.3 |
2.9% |
55% |
False |
False |
223,969 |
40 |
1,618.3 |
1,321.5 |
296.8 |
20.2% |
29.7 |
2.0% |
49% |
False |
False |
155,290 |
60 |
1,675.8 |
1,321.5 |
354.3 |
24.1% |
27.1 |
1.8% |
41% |
False |
False |
107,061 |
80 |
1,700.0 |
1,321.5 |
378.5 |
25.8% |
24.5 |
1.7% |
39% |
False |
False |
81,472 |
100 |
1,728.8 |
1,321.5 |
407.3 |
27.7% |
23.4 |
1.6% |
36% |
False |
False |
65,768 |
120 |
1,759.5 |
1,321.5 |
438.0 |
29.8% |
22.2 |
1.5% |
33% |
False |
False |
55,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,540.5 |
2.618 |
1,516.6 |
1.618 |
1,502.0 |
1.000 |
1,493.0 |
0.618 |
1,487.4 |
HIGH |
1,478.4 |
0.618 |
1,472.8 |
0.500 |
1,471.1 |
0.382 |
1,469.4 |
LOW |
1,463.8 |
0.618 |
1,454.8 |
1.000 |
1,449.2 |
1.618 |
1,440.2 |
2.618 |
1,425.6 |
4.250 |
1,401.8 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,471.1 |
1,467.9 |
PP |
1,470.1 |
1,467.8 |
S1 |
1,469.0 |
1,467.7 |
|