Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,573.00 |
1,586.25 |
13.25 |
0.8% |
1,570.25 |
High |
1,588.25 |
1,608.50 |
20.25 |
1.3% |
1,608.50 |
Low |
1,573.00 |
1,583.75 |
10.75 |
0.7% |
1,567.75 |
Close |
1,586.50 |
1,602.50 |
16.00 |
1.0% |
1,602.50 |
Range |
15.25 |
24.75 |
9.50 |
62.3% |
40.75 |
ATR |
17.63 |
18.14 |
0.51 |
2.9% |
0.00 |
Volume |
1,822 |
8,938 |
7,116 |
390.6% |
32,367 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.50 |
1,662.25 |
1,616.00 |
|
R3 |
1,647.75 |
1,637.50 |
1,609.25 |
|
R2 |
1,623.00 |
1,623.00 |
1,607.00 |
|
R1 |
1,612.75 |
1,612.75 |
1,604.75 |
1,618.00 |
PP |
1,598.25 |
1,598.25 |
1,598.25 |
1,600.75 |
S1 |
1,588.00 |
1,588.00 |
1,600.25 |
1,593.00 |
S2 |
1,573.50 |
1,573.50 |
1,598.00 |
|
S3 |
1,548.75 |
1,563.25 |
1,595.75 |
|
S4 |
1,524.00 |
1,538.50 |
1,589.00 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.25 |
1,699.50 |
1,625.00 |
|
R3 |
1,674.50 |
1,658.75 |
1,613.75 |
|
R2 |
1,633.75 |
1,633.75 |
1,610.00 |
|
R1 |
1,618.00 |
1,618.00 |
1,606.25 |
1,626.00 |
PP |
1,593.00 |
1,593.00 |
1,593.00 |
1,596.75 |
S1 |
1,577.25 |
1,577.25 |
1,598.75 |
1,585.00 |
S2 |
1,552.25 |
1,552.25 |
1,595.00 |
|
S3 |
1,511.50 |
1,536.50 |
1,591.25 |
|
S4 |
1,470.75 |
1,495.75 |
1,580.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,608.50 |
1,567.75 |
40.75 |
2.5% |
18.00 |
1.1% |
85% |
True |
False |
6,473 |
10 |
1,608.50 |
1,537.50 |
71.00 |
4.4% |
17.00 |
1.1% |
92% |
True |
False |
9,772 |
20 |
1,608.50 |
1,524.75 |
83.75 |
5.2% |
19.50 |
1.2% |
93% |
True |
False |
9,640 |
40 |
1,608.50 |
1,523.50 |
85.00 |
5.3% |
16.75 |
1.0% |
93% |
True |
False |
5,603 |
60 |
1,608.50 |
1,470.25 |
138.25 |
8.6% |
15.50 |
1.0% |
96% |
True |
False |
3,820 |
80 |
1,608.50 |
1,440.00 |
168.50 |
10.5% |
13.75 |
0.9% |
96% |
True |
False |
2,918 |
100 |
1,608.50 |
1,370.50 |
238.00 |
14.9% |
13.00 |
0.8% |
97% |
True |
False |
2,344 |
120 |
1,608.50 |
1,330.50 |
278.00 |
17.3% |
11.50 |
0.7% |
98% |
True |
False |
1,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.75 |
2.618 |
1,673.25 |
1.618 |
1,648.50 |
1.000 |
1,633.25 |
0.618 |
1,623.75 |
HIGH |
1,608.50 |
0.618 |
1,599.00 |
0.500 |
1,596.00 |
0.382 |
1,593.25 |
LOW |
1,583.75 |
0.618 |
1,568.50 |
1.000 |
1,559.00 |
1.618 |
1,543.75 |
2.618 |
1,519.00 |
4.250 |
1,478.50 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,600.50 |
1,598.00 |
PP |
1,598.25 |
1,593.75 |
S1 |
1,596.00 |
1,589.50 |
|