Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,453.0 |
1,475.1 |
22.1 |
1.5% |
1,468.4 |
High |
1,478.9 |
1,477.5 |
-1.4 |
-0.1% |
1,490.5 |
Low |
1,451.8 |
1,456.0 |
4.2 |
0.3% |
1,444.0 |
Close |
1,477.6 |
1,472.3 |
-5.3 |
-0.4% |
1,468.0 |
Range |
27.1 |
21.5 |
-5.6 |
-20.7% |
46.5 |
ATR |
31.7 |
30.9 |
-0.7 |
-2.3% |
0.0 |
Volume |
7,258 |
7,378 |
120 |
1.7% |
19,923 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.1 |
1,524.2 |
1,484.1 |
|
R3 |
1,511.6 |
1,502.7 |
1,478.2 |
|
R2 |
1,490.1 |
1,490.1 |
1,476.2 |
|
R1 |
1,481.2 |
1,481.2 |
1,474.3 |
1,474.9 |
PP |
1,468.6 |
1,468.6 |
1,468.6 |
1,465.5 |
S1 |
1,459.7 |
1,459.7 |
1,470.3 |
1,453.4 |
S2 |
1,447.1 |
1,447.1 |
1,468.4 |
|
S3 |
1,425.6 |
1,438.2 |
1,466.4 |
|
S4 |
1,404.1 |
1,416.7 |
1,460.5 |
|
|
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 |
1,445.0 |
45.5 |
3.1% |
23.9 |
1.6% |
60% |
False |
False |
4,560 |
10 |
1,490.5 |
1,444.0 |
46.5 |
3.2% |
24.4 |
1.7% |
61% |
False |
False |
4,491 |
20 |
1,565.6 |
1,325.0 |
240.6 |
16.3% |
40.4 |
2.7% |
61% |
False |
False |
4,422 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.2% |
28.6 |
1.9% |
50% |
False |
False |
3,496 |
60 |
1,660.8 |
1,325.0 |
335.8 |
22.8% |
25.6 |
1.7% |
44% |
False |
False |
3,072 |
80 |
1,705.5 |
1,325.0 |
380.5 |
25.8% |
22.8 |
1.5% |
39% |
False |
False |
2,765 |
100 |
1,713.4 |
1,325.0 |
388.4 |
26.4% |
21.8 |
1.5% |
38% |
False |
False |
2,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.9 |
2.618 |
1,533.8 |
1.618 |
1,512.3 |
1.000 |
1,499.0 |
0.618 |
1,490.8 |
HIGH |
1,477.5 |
0.618 |
1,469.3 |
0.500 |
1,466.8 |
0.382 |
1,464.2 |
LOW |
1,456.0 |
0.618 |
1,442.7 |
1.000 |
1,434.5 |
1.618 |
1,421.2 |
2.618 |
1,399.7 |
4.250 |
1,364.6 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,470.5 |
1,468.9 |
PP |
1,468.6 |
1,465.4 |
S1 |
1,466.8 |
1,462.0 |
|