Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,470.4 |
1,473.0 |
2.6 |
0.2% |
1,468.4 |
High |
1,490.5 |
1,482.0 |
-8.5 |
-0.6% |
1,490.5 |
Low |
1,460.0 |
1,469.9 |
9.9 |
0.7% |
1,444.0 |
Close |
1,468.0 |
1,471.9 |
3.9 |
0.3% |
1,468.0 |
Range |
30.5 |
12.1 |
-18.4 |
-60.3% |
46.5 |
ATR |
33.7 |
32.3 |
-1.4 |
-4.2% |
0.0 |
Volume |
2,616 |
3,833 |
1,217 |
46.5% |
19,923 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.9 |
1,503.5 |
1,478.6 |
|
R3 |
1,498.8 |
1,491.4 |
1,475.2 |
|
R2 |
1,486.7 |
1,486.7 |
1,474.1 |
|
R1 |
1,479.3 |
1,479.3 |
1,473.0 |
1,477.0 |
PP |
1,474.6 |
1,474.6 |
1,474.6 |
1,473.4 |
S1 |
1,467.2 |
1,467.2 |
1,470.8 |
1,464.9 |
S2 |
1,462.5 |
1,462.5 |
1,469.7 |
|
S3 |
1,450.4 |
1,455.1 |
1,468.6 |
|
S4 |
1,438.3 |
1,443.0 |
1,465.2 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.0 |
1,584.0 |
1,493.6 |
|
R3 |
1,560.5 |
1,537.5 |
1,480.8 |
|
R2 |
1,514.0 |
1,514.0 |
1,476.5 |
|
R1 |
1,491.0 |
1,491.0 |
1,472.3 |
1,479.3 |
PP |
1,467.5 |
1,467.5 |
1,467.5 |
1,461.6 |
S1 |
1,444.5 |
1,444.5 |
1,463.7 |
1,432.8 |
S2 |
1,421.0 |
1,421.0 |
1,459.5 |
|
S3 |
1,374.5 |
1,398.0 |
1,455.2 |
|
S4 |
1,328.0 |
1,351.5 |
1,442.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,490.5 |
1,444.0 |
46.5 |
3.2% |
23.2 |
1.6% |
60% |
False |
False |
3,691 |
10 |
1,490.5 |
1,409.7 |
80.8 |
5.5% |
24.9 |
1.7% |
77% |
False |
False |
3,722 |
20 |
1,594.6 |
1,325.0 |
269.6 |
18.3% |
39.7 |
2.7% |
54% |
False |
False |
4,384 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.2% |
27.6 |
1.9% |
49% |
False |
False |
3,205 |
60 |
1,681.0 |
1,325.0 |
356.0 |
24.2% |
25.0 |
1.7% |
41% |
False |
False |
2,959 |
80 |
1,705.5 |
1,325.0 |
380.5 |
25.9% |
22.5 |
1.5% |
39% |
False |
False |
2,611 |
100 |
1,733.5 |
1,325.0 |
408.5 |
27.8% |
21.3 |
1.4% |
36% |
False |
False |
2,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,533.4 |
2.618 |
1,513.7 |
1.618 |
1,501.6 |
1.000 |
1,494.1 |
0.618 |
1,489.5 |
HIGH |
1,482.0 |
0.618 |
1,477.4 |
0.500 |
1,476.0 |
0.382 |
1,474.5 |
LOW |
1,469.9 |
0.618 |
1,462.4 |
1.000 |
1,457.8 |
1.618 |
1,450.3 |
2.618 |
1,438.2 |
4.250 |
1,418.5 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,476.0 |
1,472.7 |
PP |
1,474.6 |
1,472.4 |
S1 |
1,473.3 |
1,472.2 |
|