Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,470.0 |
1,469.1 |
-0.9 |
-0.1% |
1,466.2 |
High |
1,478.4 |
1,470.0 |
-8.4 |
-0.6% |
1,487.2 |
Low |
1,463.8 |
1,440.4 |
-23.4 |
-1.6% |
1,439.7 |
Close |
1,468.0 |
1,448.8 |
-19.2 |
-1.3% |
1,464.2 |
Range |
14.6 |
29.6 |
15.0 |
102.7% |
47.5 |
ATR |
33.9 |
33.6 |
-0.3 |
-0.9% |
0.0 |
Volume |
80,796 |
192,504 |
111,708 |
138.3% |
774,667 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,541.9 |
1,524.9 |
1,465.1 |
|
R3 |
1,512.3 |
1,495.3 |
1,456.9 |
|
R2 |
1,482.7 |
1,482.7 |
1,454.2 |
|
R1 |
1,465.7 |
1,465.7 |
1,451.5 |
1,459.4 |
PP |
1,453.1 |
1,453.1 |
1,453.1 |
1,449.9 |
S1 |
1,436.1 |
1,436.1 |
1,446.1 |
1,429.8 |
S2 |
1,423.5 |
1,423.5 |
1,443.4 |
|
S3 |
1,393.9 |
1,406.5 |
1,440.7 |
|
S4 |
1,364.3 |
1,376.9 |
1,432.5 |
|
|
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 |
3.3% |
27.8 |
1.9% |
19% |
False |
False |
154,271 |
10 |
1,487.2 |
1,411.5 |
75.7 |
5.2% |
27.7 |
1.9% |
49% |
False |
False |
162,724 |
20 |
1,588.5 |
1,321.5 |
267.0 |
18.4% |
42.8 |
3.0% |
48% |
False |
False |
227,266 |
40 |
1,618.3 |
1,321.5 |
296.8 |
20.5% |
30.3 |
2.1% |
43% |
False |
False |
159,396 |
60 |
1,671.4 |
1,321.5 |
349.9 |
24.2% |
27.4 |
1.9% |
36% |
False |
False |
110,222 |
80 |
1,700.0 |
1,321.5 |
378.5 |
26.1% |
24.6 |
1.7% |
34% |
False |
False |
83,849 |
100 |
1,728.8 |
1,321.5 |
407.3 |
28.1% |
23.6 |
1.6% |
31% |
False |
False |
67,685 |
120 |
1,759.5 |
1,321.5 |
438.0 |
30.2% |
22.3 |
1.5% |
29% |
False |
False |
56,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,595.8 |
2.618 |
1,547.5 |
1.618 |
1,517.9 |
1.000 |
1,499.6 |
0.618 |
1,488.3 |
HIGH |
1,470.0 |
0.618 |
1,458.7 |
0.500 |
1,455.2 |
0.382 |
1,451.7 |
LOW |
1,440.4 |
0.618 |
1,422.1 |
1.000 |
1,410.8 |
1.618 |
1,392.5 |
2.618 |
1,362.9 |
4.250 |
1,314.6 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,455.2 |
1,463.8 |
PP |
1,453.1 |
1,458.8 |
S1 |
1,450.9 |
1,453.8 |
|