Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,649.00 |
1,644.00 |
-5.00 |
-0.3% |
1,619.75 |
High |
1,653.00 |
1,660.00 |
7.00 |
0.4% |
1,660.00 |
Low |
1,641.00 |
1,643.00 |
2.00 |
0.1% |
1,616.50 |
Close |
1,642.50 |
1,657.25 |
14.75 |
0.9% |
1,657.25 |
Range |
12.00 |
17.00 |
5.00 |
41.7% |
43.50 |
ATR |
15.78 |
15.90 |
0.12 |
0.8% |
0.00 |
Volume |
20,569 |
11,455 |
-9,114 |
-44.3% |
74,354 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.50 |
1,697.75 |
1,666.50 |
|
R3 |
1,687.50 |
1,680.75 |
1,662.00 |
|
R2 |
1,670.50 |
1,670.50 |
1,660.25 |
|
R1 |
1,663.75 |
1,663.75 |
1,658.75 |
1,667.00 |
PP |
1,653.50 |
1,653.50 |
1,653.50 |
1,655.00 |
S1 |
1,646.75 |
1,646.75 |
1,655.75 |
1,650.00 |
S2 |
1,636.50 |
1,636.50 |
1,654.25 |
|
S3 |
1,619.50 |
1,629.75 |
1,652.50 |
|
S4 |
1,602.50 |
1,612.75 |
1,648.00 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.00 |
1,759.75 |
1,681.25 |
|
R3 |
1,731.50 |
1,716.25 |
1,669.25 |
|
R2 |
1,688.00 |
1,688.00 |
1,665.25 |
|
R1 |
1,672.75 |
1,672.75 |
1,661.25 |
1,680.50 |
PP |
1,644.50 |
1,644.50 |
1,644.50 |
1,648.50 |
S1 |
1,629.25 |
1,629.25 |
1,653.25 |
1,637.00 |
S2 |
1,601.00 |
1,601.00 |
1,649.25 |
|
S3 |
1,557.50 |
1,585.75 |
1,645.25 |
|
S4 |
1,514.00 |
1,542.25 |
1,633.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,660.00 |
1,616.50 |
43.50 |
2.6% |
15.75 |
0.9% |
94% |
True |
False |
14,870 |
10 |
1,660.00 |
1,602.00 |
58.00 |
3.5% |
13.25 |
0.8% |
95% |
True |
False |
16,574 |
20 |
1,660.00 |
1,537.50 |
122.50 |
7.4% |
15.25 |
0.9% |
98% |
True |
False |
13,173 |
40 |
1,660.00 |
1,524.75 |
135.25 |
8.2% |
17.00 |
1.0% |
98% |
True |
False |
9,342 |
60 |
1,660.00 |
1,470.25 |
189.75 |
11.4% |
16.00 |
1.0% |
99% |
True |
False |
6,558 |
80 |
1,660.00 |
1,470.25 |
189.75 |
11.4% |
14.50 |
0.9% |
99% |
True |
False |
4,984 |
100 |
1,660.00 |
1,370.50 |
289.50 |
17.5% |
13.50 |
0.8% |
99% |
True |
False |
3,998 |
120 |
1,660.00 |
1,370.50 |
289.50 |
17.5% |
12.25 |
0.7% |
99% |
True |
False |
3,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,732.25 |
2.618 |
1,704.50 |
1.618 |
1,687.50 |
1.000 |
1,677.00 |
0.618 |
1,670.50 |
HIGH |
1,660.00 |
0.618 |
1,653.50 |
0.500 |
1,651.50 |
0.382 |
1,649.50 |
LOW |
1,643.00 |
0.618 |
1,632.50 |
1.000 |
1,626.00 |
1.618 |
1,615.50 |
2.618 |
1,598.50 |
4.250 |
1,570.75 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,655.25 |
1,654.50 |
PP |
1,653.50 |
1,651.50 |
S1 |
1,651.50 |
1,648.50 |
|