Trading Metrics calculated at close of trading on 29-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,699.11 |
14,716.50 |
17.39 |
0.1% |
14,547.51 |
High |
14,743.49 |
14,844.96 |
101.47 |
0.7% |
14,768.05 |
Low |
14,684.82 |
14,712.55 |
27.73 |
0.2% |
14,457.60 |
Close |
14,712.55 |
14,818.75 |
106.20 |
0.7% |
14,712.55 |
Range |
58.67 |
132.41 |
73.74 |
125.7% |
310.45 |
ATR |
122.70 |
123.39 |
0.69 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,189.32 |
15,136.44 |
14,891.58 |
|
R3 |
15,056.91 |
15,004.03 |
14,855.16 |
|
R2 |
14,924.50 |
14,924.50 |
14,843.03 |
|
R1 |
14,871.62 |
14,871.62 |
14,830.89 |
14,898.06 |
PP |
14,792.09 |
14,792.09 |
14,792.09 |
14,805.31 |
S1 |
14,739.21 |
14,739.21 |
14,806.61 |
14,765.65 |
S2 |
14,659.68 |
14,659.68 |
14,794.47 |
|
S3 |
14,527.27 |
14,606.80 |
14,782.34 |
|
S4 |
14,394.86 |
14,474.39 |
14,745.92 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,577.42 |
15,455.43 |
14,883.30 |
|
R3 |
15,266.97 |
15,144.98 |
14,797.92 |
|
R2 |
14,956.52 |
14,956.52 |
14,769.47 |
|
R1 |
14,834.53 |
14,834.53 |
14,741.01 |
14,895.53 |
PP |
14,646.07 |
14,646.07 |
14,646.07 |
14,676.56 |
S1 |
14,524.08 |
14,524.08 |
14,684.09 |
14,585.08 |
S2 |
14,335.62 |
14,335.62 |
14,655.63 |
|
S3 |
14,025.17 |
14,213.63 |
14,627.18 |
|
S4 |
13,714.72 |
13,903.18 |
14,541.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,844.96 |
14,554.29 |
290.67 |
2.0% |
108.34 |
0.7% |
91% |
True |
False |
|
10 |
14,844.96 |
14,444.03 |
400.93 |
2.7% |
129.61 |
0.9% |
93% |
True |
False |
|
20 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
132.69 |
0.9% |
85% |
False |
False |
|
40 |
14,887.51 |
14,030.37 |
857.14 |
5.8% |
114.60 |
0.8% |
92% |
False |
False |
|
60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.4% |
117.12 |
0.8% |
94% |
False |
False |
|
80 |
14,887.51 |
13,293.13 |
1,594.38 |
10.8% |
108.16 |
0.7% |
96% |
False |
False |
|
100 |
14,887.51 |
12,883.89 |
2,003.62 |
13.5% |
112.13 |
0.8% |
97% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.3% |
118.08 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,407.70 |
2.618 |
15,191.61 |
1.618 |
15,059.20 |
1.000 |
14,977.37 |
0.618 |
14,926.79 |
HIGH |
14,844.96 |
0.618 |
14,794.38 |
0.500 |
14,778.76 |
0.382 |
14,763.13 |
LOW |
14,712.55 |
0.618 |
14,630.72 |
1.000 |
14,580.14 |
1.618 |
14,498.31 |
2.618 |
14,365.90 |
4.250 |
14,149.81 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,805.42 |
14,797.57 |
PP |
14,792.09 |
14,776.39 |
S1 |
14,778.76 |
14,755.21 |
|