Trading Metrics calculated at close of trading on 30-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,716.50 |
14,818.75 |
102.25 |
0.7% |
14,547.51 |
High |
14,844.96 |
14,839.80 |
-5.16 |
0.0% |
14,768.05 |
Low |
14,712.55 |
14,734.47 |
21.92 |
0.1% |
14,457.60 |
Close |
14,818.75 |
14,839.80 |
21.05 |
0.1% |
14,712.55 |
Range |
132.41 |
105.33 |
-27.08 |
-20.5% |
310.45 |
ATR |
123.39 |
122.10 |
-1.29 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,120.68 |
15,085.57 |
14,897.73 |
|
R3 |
15,015.35 |
14,980.24 |
14,868.77 |
|
R2 |
14,910.02 |
14,910.02 |
14,859.11 |
|
R1 |
14,874.91 |
14,874.91 |
14,849.46 |
14,892.47 |
PP |
14,804.69 |
14,804.69 |
14,804.69 |
14,813.47 |
S1 |
14,769.58 |
14,769.58 |
14,830.14 |
14,787.14 |
S2 |
14,699.36 |
14,699.36 |
14,820.49 |
|
S3 |
14,594.03 |
14,664.25 |
14,810.83 |
|
S4 |
14,488.70 |
14,558.92 |
14,781.87 |
|
|
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 |
14,665.45 |
179.51 |
1.2% |
95.98 |
0.6% |
97% |
False |
False |
|
10 |
14,844.96 |
14,444.03 |
400.93 |
2.7% |
123.89 |
0.8% |
99% |
False |
False |
|
20 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
132.38 |
0.9% |
89% |
False |
False |
|
40 |
14,887.51 |
14,127.82 |
759.69 |
5.1% |
114.79 |
0.8% |
94% |
False |
False |
|
60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.4% |
116.22 |
0.8% |
96% |
False |
False |
|
80 |
14,887.51 |
13,293.13 |
1,594.38 |
10.7% |
108.58 |
0.7% |
97% |
False |
False |
|
100 |
14,887.51 |
12,883.89 |
2,003.62 |
13.5% |
112.36 |
0.8% |
98% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.3% |
118.11 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,287.45 |
2.618 |
15,115.55 |
1.618 |
15,010.22 |
1.000 |
14,945.13 |
0.618 |
14,904.89 |
HIGH |
14,839.80 |
0.618 |
14,799.56 |
0.500 |
14,787.14 |
0.382 |
14,774.71 |
LOW |
14,734.47 |
0.618 |
14,669.38 |
1.000 |
14,629.14 |
1.618 |
14,564.05 |
2.618 |
14,458.72 |
4.250 |
14,286.82 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,822.25 |
14,814.83 |
PP |
14,804.69 |
14,789.86 |
S1 |
14,787.14 |
14,764.89 |
|