Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,658.00 |
1,660.50 |
2.50 |
0.2% |
1,619.75 |
High |
1,667.25 |
1,680.25 |
13.00 |
0.8% |
1,660.00 |
Low |
1,654.50 |
1,641.50 |
-13.00 |
-0.8% |
1,616.50 |
Close |
1,660.00 |
1,650.00 |
-10.00 |
-0.6% |
1,657.25 |
Range |
12.75 |
38.75 |
26.00 |
203.9% |
43.50 |
ATR |
15.37 |
17.04 |
1.67 |
10.9% |
0.00 |
Volume |
24,600 |
9,433 |
-15,167 |
-61.7% |
74,354 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.50 |
1,750.50 |
1,671.25 |
|
R3 |
1,734.75 |
1,711.75 |
1,660.75 |
|
R2 |
1,696.00 |
1,696.00 |
1,657.00 |
|
R1 |
1,673.00 |
1,673.00 |
1,653.50 |
1,665.00 |
PP |
1,657.25 |
1,657.25 |
1,657.25 |
1,653.25 |
S1 |
1,634.25 |
1,634.25 |
1,646.50 |
1,626.50 |
S2 |
1,618.50 |
1,618.50 |
1,643.00 |
|
S3 |
1,579.75 |
1,595.50 |
1,639.25 |
|
S4 |
1,541.00 |
1,556.75 |
1,628.75 |
|
|
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 |
1,680.25 |
1,641.00 |
39.25 |
2.4% |
18.25 |
1.1% |
23% |
True |
False |
16,528 |
10 |
1,680.25 |
1,614.25 |
66.00 |
4.0% |
16.50 |
1.0% |
54% |
True |
False |
18,153 |
20 |
1,680.25 |
1,564.50 |
115.75 |
7.0% |
15.75 |
0.9% |
74% |
True |
False |
13,904 |
40 |
1,680.25 |
1,524.75 |
155.50 |
9.4% |
17.25 |
1.0% |
81% |
True |
False |
10,520 |
60 |
1,680.25 |
1,479.00 |
201.25 |
12.2% |
16.25 |
1.0% |
85% |
True |
False |
7,394 |
80 |
1,680.25 |
1,470.25 |
210.00 |
12.7% |
15.00 |
0.9% |
86% |
True |
False |
5,605 |
100 |
1,680.25 |
1,370.50 |
309.75 |
18.8% |
14.00 |
0.8% |
90% |
True |
False |
4,503 |
120 |
1,680.25 |
1,370.50 |
309.75 |
18.8% |
12.75 |
0.8% |
90% |
True |
False |
3,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,845.00 |
2.618 |
1,781.75 |
1.618 |
1,743.00 |
1.000 |
1,719.00 |
0.618 |
1,704.25 |
HIGH |
1,680.25 |
0.618 |
1,665.50 |
0.500 |
1,661.00 |
0.382 |
1,656.25 |
LOW |
1,641.50 |
0.618 |
1,617.50 |
1.000 |
1,602.75 |
1.618 |
1,578.75 |
2.618 |
1,540.00 |
4.250 |
1,476.75 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,661.00 |
1,661.00 |
PP |
1,657.25 |
1,657.25 |
S1 |
1,653.50 |
1,653.50 |
|