Trading Metrics calculated at close of trading on 01-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,818.75 |
14,839.80 |
21.05 |
0.1% |
14,547.51 |
High |
14,839.80 |
14,839.80 |
0.00 |
0.0% |
14,768.05 |
Low |
14,734.47 |
14,687.05 |
-47.42 |
-0.3% |
14,457.60 |
Close |
14,839.80 |
14,700.95 |
-138.85 |
-0.9% |
14,712.55 |
Range |
105.33 |
152.75 |
47.42 |
45.0% |
310.45 |
ATR |
122.10 |
124.29 |
2.19 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,200.85 |
15,103.65 |
14,784.96 |
|
R3 |
15,048.10 |
14,950.90 |
14,742.96 |
|
R2 |
14,895.35 |
14,895.35 |
14,728.95 |
|
R1 |
14,798.15 |
14,798.15 |
14,714.95 |
14,770.38 |
PP |
14,742.60 |
14,742.60 |
14,742.60 |
14,728.71 |
S1 |
14,645.40 |
14,645.40 |
14,686.95 |
14,617.63 |
S2 |
14,589.85 |
14,589.85 |
14,672.95 |
|
S3 |
14,437.10 |
14,492.65 |
14,658.94 |
|
S4 |
14,284.35 |
14,339.90 |
14,616.94 |
|
|
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% |
110.35 |
0.8% |
20% |
False |
False |
|
10 |
14,844.96 |
14,444.03 |
400.93 |
2.7% |
119.57 |
0.8% |
64% |
False |
False |
|
20 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
132.12 |
0.9% |
59% |
False |
False |
|
40 |
14,887.51 |
14,253.00 |
634.51 |
4.3% |
114.65 |
0.8% |
71% |
False |
False |
|
60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.5% |
116.38 |
0.8% |
83% |
False |
False |
|
80 |
14,887.51 |
13,293.13 |
1,594.38 |
10.8% |
109.60 |
0.7% |
88% |
False |
False |
|
100 |
14,887.51 |
12,883.89 |
2,003.62 |
13.6% |
112.23 |
0.8% |
91% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.4% |
117.90 |
0.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,488.99 |
2.618 |
15,239.70 |
1.618 |
15,086.95 |
1.000 |
14,992.55 |
0.618 |
14,934.20 |
HIGH |
14,839.80 |
0.618 |
14,781.45 |
0.500 |
14,763.43 |
0.382 |
14,745.40 |
LOW |
14,687.05 |
0.618 |
14,592.65 |
1.000 |
14,534.30 |
1.618 |
14,439.90 |
2.618 |
14,287.15 |
4.250 |
14,037.86 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,763.43 |
14,766.01 |
PP |
14,742.60 |
14,744.32 |
S1 |
14,721.78 |
14,722.64 |
|