Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,619.75 |
1,625.00 |
5.25 |
0.3% |
1,603.25 |
High |
1,627.25 |
1,642.75 |
15.50 |
1.0% |
1,626.50 |
Low |
1,616.50 |
1,620.50 |
4.00 |
0.2% |
1,602.00 |
Close |
1,625.00 |
1,642.25 |
17.25 |
1.1% |
1,624.00 |
Range |
10.75 |
22.25 |
11.50 |
107.0% |
24.50 |
ATR |
15.56 |
16.03 |
0.48 |
3.1% |
0.00 |
Volume |
18,037 |
11,481 |
-6,556 |
-36.3% |
91,389 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.00 |
1,694.25 |
1,654.50 |
|
R3 |
1,679.75 |
1,672.00 |
1,648.25 |
|
R2 |
1,657.50 |
1,657.50 |
1,646.25 |
|
R1 |
1,649.75 |
1,649.75 |
1,644.25 |
1,653.50 |
PP |
1,635.25 |
1,635.25 |
1,635.25 |
1,637.00 |
S1 |
1,627.50 |
1,627.50 |
1,640.25 |
1,631.50 |
S2 |
1,613.00 |
1,613.00 |
1,638.25 |
|
S3 |
1,590.75 |
1,605.25 |
1,636.25 |
|
S4 |
1,568.50 |
1,583.00 |
1,630.00 |
|
|
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 |
1,642.75 |
1,611.50 |
31.25 |
1.9% |
13.75 |
0.8% |
98% |
True |
False |
19,778 |
10 |
1,642.75 |
1,570.25 |
72.50 |
4.4% |
14.50 |
0.9% |
99% |
True |
False |
13,628 |
20 |
1,642.75 |
1,524.75 |
118.00 |
7.2% |
16.25 |
1.0% |
100% |
True |
False |
13,118 |
40 |
1,642.75 |
1,524.75 |
118.00 |
7.2% |
17.25 |
1.0% |
100% |
True |
False |
8,331 |
60 |
1,642.75 |
1,470.25 |
172.50 |
10.5% |
16.00 |
1.0% |
100% |
True |
False |
5,824 |
80 |
1,642.75 |
1,460.25 |
182.50 |
11.1% |
14.00 |
0.9% |
100% |
True |
False |
4,427 |
100 |
1,642.75 |
1,370.50 |
272.25 |
16.6% |
13.50 |
0.8% |
100% |
True |
False |
3,552 |
120 |
1,642.75 |
1,363.00 |
279.75 |
17.0% |
12.00 |
0.7% |
100% |
True |
False |
2,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,737.25 |
2.618 |
1,701.00 |
1.618 |
1,678.75 |
1.000 |
1,665.00 |
0.618 |
1,656.50 |
HIGH |
1,642.75 |
0.618 |
1,634.25 |
0.500 |
1,631.50 |
0.382 |
1,629.00 |
LOW |
1,620.50 |
0.618 |
1,606.75 |
1.000 |
1,598.25 |
1.618 |
1,584.50 |
2.618 |
1,562.25 |
4.250 |
1,526.00 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,638.75 |
1,637.75 |
PP |
1,635.25 |
1,633.25 |
S1 |
1,631.50 |
1,628.75 |
|