Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,644.00 |
1,656.25 |
12.25 |
0.7% |
1,619.75 |
High |
1,660.00 |
1,665.50 |
5.50 |
0.3% |
1,660.00 |
Low |
1,643.00 |
1,654.25 |
11.25 |
0.7% |
1,616.50 |
Close |
1,657.25 |
1,659.00 |
1.75 |
0.1% |
1,657.25 |
Range |
17.00 |
11.25 |
-5.75 |
-33.8% |
43.50 |
ATR |
15.90 |
15.57 |
-0.33 |
-2.1% |
0.00 |
Volume |
11,455 |
16,584 |
5,129 |
44.8% |
74,354 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,693.25 |
1,687.50 |
1,665.25 |
|
R3 |
1,682.00 |
1,676.25 |
1,662.00 |
|
R2 |
1,670.75 |
1,670.75 |
1,661.00 |
|
R1 |
1,665.00 |
1,665.00 |
1,660.00 |
1,668.00 |
PP |
1,659.50 |
1,659.50 |
1,659.50 |
1,661.00 |
S1 |
1,653.75 |
1,653.75 |
1,658.00 |
1,656.50 |
S2 |
1,648.25 |
1,648.25 |
1,657.00 |
|
S3 |
1,637.00 |
1,642.50 |
1,656.00 |
|
S4 |
1,625.75 |
1,631.25 |
1,652.75 |
|
|
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 |
1,665.50 |
1,620.50 |
45.00 |
2.7% |
15.75 |
1.0% |
86% |
True |
False |
14,580 |
10 |
1,665.50 |
1,603.50 |
62.00 |
3.7% |
13.75 |
0.8% |
90% |
True |
False |
16,781 |
20 |
1,665.50 |
1,543.00 |
122.50 |
7.4% |
15.00 |
0.9% |
95% |
True |
False |
13,377 |
40 |
1,665.50 |
1,524.75 |
140.75 |
8.5% |
16.75 |
1.0% |
95% |
True |
False |
9,737 |
60 |
1,665.50 |
1,470.25 |
195.25 |
11.8% |
16.25 |
1.0% |
97% |
True |
False |
6,834 |
80 |
1,665.50 |
1,470.25 |
195.25 |
11.8% |
14.50 |
0.9% |
97% |
True |
False |
5,185 |
100 |
1,665.50 |
1,370.50 |
295.00 |
17.8% |
13.50 |
0.8% |
98% |
True |
False |
4,163 |
120 |
1,665.50 |
1,370.50 |
295.00 |
17.8% |
12.25 |
0.7% |
98% |
True |
False |
3,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.25 |
2.618 |
1,695.00 |
1.618 |
1,683.75 |
1.000 |
1,676.75 |
0.618 |
1,672.50 |
HIGH |
1,665.50 |
0.618 |
1,661.25 |
0.500 |
1,660.00 |
0.382 |
1,658.50 |
LOW |
1,654.25 |
0.618 |
1,647.25 |
1.000 |
1,643.00 |
1.618 |
1,636.00 |
2.618 |
1,624.75 |
4.250 |
1,606.50 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,660.00 |
1,657.00 |
PP |
1,659.50 |
1,655.25 |
S1 |
1,659.25 |
1,653.25 |
|