Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,641.50 |
1,649.00 |
7.50 |
0.5% |
1,603.25 |
High |
1,653.75 |
1,653.00 |
-0.75 |
0.0% |
1,626.50 |
Low |
1,637.25 |
1,641.00 |
3.75 |
0.2% |
1,602.00 |
Close |
1,648.50 |
1,642.50 |
-6.00 |
-0.4% |
1,624.00 |
Range |
16.50 |
12.00 |
-4.50 |
-27.3% |
24.50 |
ATR |
16.07 |
15.78 |
-0.29 |
-1.8% |
0.00 |
Volume |
12,812 |
20,569 |
7,757 |
60.5% |
91,389 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.50 |
1,674.00 |
1,649.00 |
|
R3 |
1,669.50 |
1,662.00 |
1,645.75 |
|
R2 |
1,657.50 |
1,657.50 |
1,644.75 |
|
R1 |
1,650.00 |
1,650.00 |
1,643.50 |
1,647.75 |
PP |
1,645.50 |
1,645.50 |
1,645.50 |
1,644.50 |
S1 |
1,638.00 |
1,638.00 |
1,641.50 |
1,635.75 |
S2 |
1,633.50 |
1,633.50 |
1,640.25 |
|
S3 |
1,621.50 |
1,626.00 |
1,639.25 |
|
S4 |
1,609.50 |
1,614.00 |
1,636.00 |
|
|
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 |
1,653.75 |
1,614.75 |
39.00 |
2.4% |
14.50 |
0.9% |
71% |
False |
False |
20,440 |
10 |
1,653.75 |
1,583.75 |
70.00 |
4.3% |
14.00 |
0.9% |
84% |
False |
False |
16,322 |
20 |
1,653.75 |
1,530.25 |
123.50 |
7.5% |
15.00 |
0.9% |
91% |
False |
False |
12,981 |
40 |
1,653.75 |
1,524.75 |
129.00 |
7.9% |
17.00 |
1.0% |
91% |
False |
False |
9,106 |
60 |
1,653.75 |
1,470.25 |
183.50 |
11.2% |
16.00 |
1.0% |
94% |
False |
False |
6,376 |
80 |
1,653.75 |
1,470.25 |
183.50 |
11.2% |
14.25 |
0.9% |
94% |
False |
False |
4,843 |
100 |
1,653.75 |
1,370.50 |
283.25 |
17.2% |
13.50 |
0.8% |
96% |
False |
False |
3,883 |
120 |
1,653.75 |
1,370.50 |
283.25 |
17.2% |
12.00 |
0.7% |
96% |
False |
False |
3,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.00 |
2.618 |
1,684.50 |
1.618 |
1,672.50 |
1.000 |
1,665.00 |
0.618 |
1,660.50 |
HIGH |
1,653.00 |
0.618 |
1,648.50 |
0.500 |
1,647.00 |
0.382 |
1,645.50 |
LOW |
1,641.00 |
0.618 |
1,633.50 |
1.000 |
1,629.00 |
1.618 |
1,621.50 |
2.618 |
1,609.50 |
4.250 |
1,590.00 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,647.00 |
1,640.75 |
PP |
1,645.50 |
1,639.00 |
S1 |
1,644.00 |
1,637.00 |
|