Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,620.50 |
1,619.75 |
-0.75 |
0.0% |
1,603.25 |
High |
1,625.25 |
1,627.25 |
2.00 |
0.1% |
1,626.50 |
Low |
1,614.75 |
1,616.50 |
1.75 |
0.1% |
1,602.00 |
Close |
1,624.00 |
1,625.00 |
1.00 |
0.1% |
1,624.00 |
Range |
10.50 |
10.75 |
0.25 |
2.4% |
24.50 |
ATR |
15.93 |
15.56 |
-0.37 |
-2.3% |
0.00 |
Volume |
39,303 |
18,037 |
-21,266 |
-54.1% |
91,389 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,655.25 |
1,650.75 |
1,631.00 |
|
R3 |
1,644.50 |
1,640.00 |
1,628.00 |
|
R2 |
1,633.75 |
1,633.75 |
1,627.00 |
|
R1 |
1,629.25 |
1,629.25 |
1,626.00 |
1,631.50 |
PP |
1,623.00 |
1,623.00 |
1,623.00 |
1,624.00 |
S1 |
1,618.50 |
1,618.50 |
1,624.00 |
1,620.75 |
S2 |
1,612.25 |
1,612.25 |
1,623.00 |
|
S3 |
1,601.50 |
1,607.75 |
1,622.00 |
|
S4 |
1,590.75 |
1,597.00 |
1,619.00 |
|
|
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 |
1,627.25 |
1,603.50 |
23.75 |
1.5% |
11.75 |
0.7% |
91% |
True |
False |
18,981 |
10 |
1,627.25 |
1,570.25 |
57.00 |
3.5% |
13.75 |
0.8% |
96% |
True |
False |
13,465 |
20 |
1,627.25 |
1,524.75 |
102.50 |
6.3% |
16.50 |
1.0% |
98% |
True |
False |
13,158 |
40 |
1,627.25 |
1,523.50 |
103.75 |
6.4% |
17.00 |
1.1% |
98% |
True |
False |
8,077 |
60 |
1,627.25 |
1,470.25 |
157.00 |
9.7% |
15.75 |
1.0% |
99% |
True |
False |
5,633 |
80 |
1,627.25 |
1,449.00 |
178.25 |
11.0% |
14.00 |
0.9% |
99% |
True |
False |
4,284 |
100 |
1,627.25 |
1,370.50 |
256.75 |
15.8% |
13.25 |
0.8% |
99% |
True |
False |
3,437 |
120 |
1,627.25 |
1,350.00 |
277.25 |
17.1% |
11.75 |
0.7% |
99% |
True |
False |
2,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,673.00 |
2.618 |
1,655.50 |
1.618 |
1,644.75 |
1.000 |
1,638.00 |
0.618 |
1,634.00 |
HIGH |
1,627.25 |
0.618 |
1,623.25 |
0.500 |
1,622.00 |
0.382 |
1,620.50 |
LOW |
1,616.50 |
0.618 |
1,609.75 |
1.000 |
1,605.75 |
1.618 |
1,599.00 |
2.618 |
1,588.25 |
4.250 |
1,570.75 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,624.00 |
1,623.50 |
PP |
1,623.00 |
1,622.25 |
S1 |
1,622.00 |
1,620.75 |
|