Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,656.25 |
1,658.00 |
1.75 |
0.1% |
1,619.75 |
High |
1,665.50 |
1,667.25 |
1.75 |
0.1% |
1,660.00 |
Low |
1,654.25 |
1,654.50 |
0.25 |
0.0% |
1,616.50 |
Close |
1,659.00 |
1,660.00 |
1.00 |
0.1% |
1,657.25 |
Range |
11.25 |
12.75 |
1.50 |
13.3% |
43.50 |
ATR |
15.57 |
15.37 |
-0.20 |
-1.3% |
0.00 |
Volume |
16,584 |
24,600 |
8,016 |
48.3% |
74,354 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,698.75 |
1,692.25 |
1,667.00 |
|
R3 |
1,686.00 |
1,679.50 |
1,663.50 |
|
R2 |
1,673.25 |
1,673.25 |
1,662.25 |
|
R1 |
1,666.75 |
1,666.75 |
1,661.25 |
1,670.00 |
PP |
1,660.50 |
1,660.50 |
1,660.50 |
1,662.25 |
S1 |
1,654.00 |
1,654.00 |
1,658.75 |
1,657.25 |
S2 |
1,647.75 |
1,647.75 |
1,657.75 |
|
S3 |
1,635.00 |
1,641.25 |
1,656.50 |
|
S4 |
1,622.25 |
1,628.50 |
1,653.00 |
|
|
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 |
1,667.25 |
1,637.25 |
30.00 |
1.8% |
14.00 |
0.8% |
76% |
True |
False |
17,204 |
10 |
1,667.25 |
1,611.50 |
55.75 |
3.4% |
13.75 |
0.8% |
87% |
True |
False |
18,491 |
20 |
1,667.25 |
1,564.50 |
102.75 |
6.2% |
14.25 |
0.9% |
93% |
True |
False |
14,155 |
40 |
1,667.25 |
1,524.75 |
142.50 |
8.6% |
16.75 |
1.0% |
95% |
True |
False |
10,329 |
60 |
1,667.25 |
1,473.50 |
193.75 |
11.7% |
15.75 |
0.9% |
96% |
True |
False |
7,240 |
80 |
1,667.25 |
1,470.25 |
197.00 |
11.9% |
14.50 |
0.9% |
96% |
True |
False |
5,492 |
100 |
1,667.25 |
1,370.50 |
296.75 |
17.9% |
13.75 |
0.8% |
98% |
True |
False |
4,409 |
120 |
1,667.25 |
1,370.50 |
296.75 |
17.9% |
12.50 |
0.7% |
98% |
True |
False |
3,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.50 |
2.618 |
1,700.75 |
1.618 |
1,688.00 |
1.000 |
1,680.00 |
0.618 |
1,675.25 |
HIGH |
1,667.25 |
0.618 |
1,662.50 |
0.500 |
1,661.00 |
0.382 |
1,659.25 |
LOW |
1,654.50 |
0.618 |
1,646.50 |
1.000 |
1,641.75 |
1.618 |
1,633.75 |
2.618 |
1,621.00 |
4.250 |
1,600.25 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,661.00 |
1,658.50 |
PP |
1,660.50 |
1,656.75 |
S1 |
1,660.25 |
1,655.00 |
|