Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,473.0 |
1,473.4 |
0.4 |
0.0% |
1,468.4 |
High |
1,482.0 |
1,473.4 |
-8.6 |
-0.6% |
1,490.5 |
Low |
1,469.9 |
1,445.0 |
-24.9 |
-1.7% |
1,444.0 |
Close |
1,471.9 |
1,452.8 |
-19.1 |
-1.3% |
1,468.0 |
Range |
12.1 |
28.4 |
16.3 |
134.7% |
46.5 |
ATR |
32.3 |
32.0 |
-0.3 |
-0.9% |
0.0 |
Volume |
3,833 |
1,717 |
-2,116 |
-55.2% |
19,923 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.3 |
1,525.9 |
1,468.4 |
|
R3 |
1,513.9 |
1,497.5 |
1,460.6 |
|
R2 |
1,485.5 |
1,485.5 |
1,458.0 |
|
R1 |
1,469.1 |
1,469.1 |
1,455.4 |
1,463.1 |
PP |
1,457.1 |
1,457.1 |
1,457.1 |
1,454.1 |
S1 |
1,440.7 |
1,440.7 |
1,450.2 |
1,434.7 |
S2 |
1,428.7 |
1,428.7 |
1,447.6 |
|
S3 |
1,400.3 |
1,412.3 |
1,445.0 |
|
S4 |
1,371.9 |
1,383.9 |
1,437.2 |
|
|
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% |
25.8 |
1.8% |
19% |
False |
False |
2,792 |
10 |
1,490.5 |
1,421.0 |
69.5 |
4.8% |
25.2 |
1.7% |
46% |
False |
False |
3,614 |
20 |
1,592.1 |
1,325.0 |
267.1 |
18.4% |
40.2 |
2.8% |
48% |
False |
False |
4,261 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.4% |
28.1 |
1.9% |
43% |
False |
False |
3,227 |
60 |
1,676.0 |
1,325.0 |
351.0 |
24.2% |
25.3 |
1.7% |
36% |
False |
False |
2,968 |
80 |
1,705.5 |
1,325.0 |
380.5 |
26.2% |
22.6 |
1.6% |
34% |
False |
False |
2,621 |
100 |
1,733.5 |
1,325.0 |
408.5 |
28.1% |
21.6 |
1.5% |
31% |
False |
False |
2,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,594.1 |
2.618 |
1,547.8 |
1.618 |
1,519.4 |
1.000 |
1,501.8 |
0.618 |
1,491.0 |
HIGH |
1,473.4 |
0.618 |
1,462.6 |
0.500 |
1,459.2 |
0.382 |
1,455.8 |
LOW |
1,445.0 |
0.618 |
1,427.4 |
1.000 |
1,416.6 |
1.618 |
1,399.0 |
2.618 |
1,370.6 |
4.250 |
1,324.3 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,459.2 |
1,467.8 |
PP |
1,457.1 |
1,462.8 |
S1 |
1,454.9 |
1,457.8 |
|