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 |
1,586.25 |
1,603.25 |
17.00 |
1.1% |
1,570.25 |
High |
1,608.50 |
1,609.00 |
0.50 |
0.0% |
1,608.50 |
Low |
1,583.75 |
1,602.00 |
18.25 |
1.2% |
1,567.75 |
Close |
1,602.50 |
1,607.50 |
5.00 |
0.3% |
1,602.50 |
Range |
24.75 |
7.00 |
-17.75 |
-71.7% |
40.75 |
ATR |
18.14 |
17.34 |
-0.80 |
-4.4% |
0.00 |
Volume |
8,938 |
14,517 |
5,579 |
62.4% |
32,367 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,627.25 |
1,624.25 |
1,611.25 |
|
R3 |
1,620.25 |
1,617.25 |
1,609.50 |
|
R2 |
1,613.25 |
1,613.25 |
1,608.75 |
|
R1 |
1,610.25 |
1,610.25 |
1,608.25 |
1,611.75 |
PP |
1,606.25 |
1,606.25 |
1,606.25 |
1,607.00 |
S1 |
1,603.25 |
1,603.25 |
1,606.75 |
1,604.75 |
S2 |
1,599.25 |
1,599.25 |
1,606.25 |
|
S3 |
1,592.25 |
1,596.25 |
1,605.50 |
|
S4 |
1,585.25 |
1,589.25 |
1,603.75 |
|
|
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 |
1,609.00 |
1,570.25 |
38.75 |
2.4% |
15.75 |
1.0% |
96% |
True |
False |
7,949 |
10 |
1,609.00 |
1,543.00 |
66.00 |
4.1% |
16.00 |
1.0% |
98% |
True |
False |
9,973 |
20 |
1,609.00 |
1,524.75 |
84.25 |
5.2% |
19.00 |
1.2% |
98% |
True |
False |
10,284 |
40 |
1,609.00 |
1,523.50 |
85.50 |
5.3% |
16.75 |
1.0% |
98% |
True |
False |
5,961 |
60 |
1,609.00 |
1,470.25 |
138.75 |
8.6% |
15.50 |
1.0% |
99% |
True |
False |
4,061 |
80 |
1,609.00 |
1,444.75 |
164.25 |
10.2% |
13.75 |
0.9% |
99% |
True |
False |
3,100 |
100 |
1,609.00 |
1,370.50 |
238.50 |
14.8% |
13.25 |
0.8% |
99% |
True |
False |
2,489 |
120 |
1,609.00 |
1,330.50 |
278.50 |
17.3% |
11.50 |
0.7% |
99% |
True |
False |
2,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,638.75 |
2.618 |
1,627.25 |
1.618 |
1,620.25 |
1.000 |
1,616.00 |
0.618 |
1,613.25 |
HIGH |
1,609.00 |
0.618 |
1,606.25 |
0.500 |
1,605.50 |
0.382 |
1,604.75 |
LOW |
1,602.00 |
0.618 |
1,597.75 |
1.000 |
1,595.00 |
1.618 |
1,590.75 |
2.618 |
1,583.75 |
4.250 |
1,572.25 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,606.75 |
1,602.00 |
PP |
1,606.25 |
1,596.50 |
S1 |
1,605.50 |
1,591.00 |
|