Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,622.00 |
1,620.50 |
-1.50 |
-0.1% |
1,603.25 |
High |
1,626.50 |
1,625.25 |
-1.25 |
-0.1% |
1,626.50 |
Low |
1,614.25 |
1,614.75 |
0.50 |
0.0% |
1,602.00 |
Close |
1,619.00 |
1,624.00 |
5.00 |
0.3% |
1,624.00 |
Range |
12.25 |
10.50 |
-1.75 |
-14.3% |
24.50 |
ATR |
16.34 |
15.93 |
-0.42 |
-2.6% |
0.00 |
Volume |
17,258 |
39,303 |
22,045 |
127.7% |
91,389 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,652.75 |
1,649.00 |
1,629.75 |
|
R3 |
1,642.25 |
1,638.50 |
1,627.00 |
|
R2 |
1,631.75 |
1,631.75 |
1,626.00 |
|
R1 |
1,628.00 |
1,628.00 |
1,625.00 |
1,630.00 |
PP |
1,621.25 |
1,621.25 |
1,621.25 |
1,622.25 |
S1 |
1,617.50 |
1,617.50 |
1,623.00 |
1,619.50 |
S2 |
1,610.75 |
1,610.75 |
1,622.00 |
|
S3 |
1,600.25 |
1,607.00 |
1,621.00 |
|
S4 |
1,589.75 |
1,596.50 |
1,618.25 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.00 |
1,682.00 |
1,637.50 |
|
R3 |
1,666.50 |
1,657.50 |
1,630.75 |
|
R2 |
1,642.00 |
1,642.00 |
1,628.50 |
|
R1 |
1,633.00 |
1,633.00 |
1,626.25 |
1,637.50 |
PP |
1,617.50 |
1,617.50 |
1,617.50 |
1,619.75 |
S1 |
1,608.50 |
1,608.50 |
1,621.75 |
1,613.00 |
S2 |
1,593.00 |
1,593.00 |
1,619.50 |
|
S3 |
1,568.50 |
1,584.00 |
1,617.25 |
|
S4 |
1,544.00 |
1,559.50 |
1,610.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,626.50 |
1,602.00 |
24.50 |
1.5% |
11.00 |
0.7% |
90% |
False |
False |
18,277 |
10 |
1,626.50 |
1,567.75 |
58.75 |
3.6% |
14.50 |
0.9% |
96% |
False |
False |
12,375 |
20 |
1,626.50 |
1,524.75 |
101.75 |
6.3% |
18.00 |
1.1% |
98% |
False |
False |
12,904 |
40 |
1,626.50 |
1,523.50 |
103.00 |
6.3% |
17.00 |
1.0% |
98% |
False |
False |
7,744 |
60 |
1,626.50 |
1,470.25 |
156.25 |
9.6% |
15.75 |
1.0% |
98% |
False |
False |
5,338 |
80 |
1,626.50 |
1,447.50 |
179.00 |
11.0% |
14.00 |
0.9% |
99% |
False |
False |
4,059 |
100 |
1,626.50 |
1,370.50 |
256.00 |
15.8% |
13.25 |
0.8% |
99% |
False |
False |
3,257 |
120 |
1,626.50 |
1,330.50 |
296.00 |
18.2% |
11.75 |
0.7% |
99% |
False |
False |
2,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,670.00 |
2.618 |
1,652.75 |
1.618 |
1,642.25 |
1.000 |
1,635.75 |
0.618 |
1,631.75 |
HIGH |
1,625.25 |
0.618 |
1,621.25 |
0.500 |
1,620.00 |
0.382 |
1,618.75 |
LOW |
1,614.75 |
0.618 |
1,608.25 |
1.000 |
1,604.25 |
1.618 |
1,597.75 |
2.618 |
1,587.25 |
4.250 |
1,570.00 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,622.75 |
1,622.25 |
PP |
1,621.25 |
1,620.75 |
S1 |
1,620.00 |
1,619.00 |
|