Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
14,700.95 |
14,834.04 |
133.09 |
0.9% |
14,716.50 |
High |
14,834.63 |
15,009.59 |
174.96 |
1.2% |
15,009.59 |
Low |
14,700.95 |
14,831.58 |
130.63 |
0.9% |
14,687.05 |
Close |
14,831.58 |
14,973.96 |
142.38 |
1.0% |
14,973.96 |
Range |
133.68 |
178.01 |
44.33 |
33.2% |
322.54 |
ATR |
124.96 |
128.75 |
3.79 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,472.41 |
15,401.19 |
15,071.87 |
|
R3 |
15,294.40 |
15,223.18 |
15,022.91 |
|
R2 |
15,116.39 |
15,116.39 |
15,006.60 |
|
R1 |
15,045.17 |
15,045.17 |
14,990.28 |
15,080.78 |
PP |
14,938.38 |
14,938.38 |
14,938.38 |
14,956.18 |
S1 |
14,867.16 |
14,867.16 |
14,957.64 |
14,902.77 |
S2 |
14,760.37 |
14,760.37 |
14,941.32 |
|
S3 |
14,582.36 |
14,689.15 |
14,925.01 |
|
S4 |
14,404.35 |
14,511.14 |
14,876.05 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,857.82 |
15,738.43 |
15,151.36 |
|
R3 |
15,535.28 |
15,415.89 |
15,062.66 |
|
R2 |
15,212.74 |
15,212.74 |
15,033.09 |
|
R1 |
15,093.35 |
15,093.35 |
15,003.53 |
15,153.05 |
PP |
14,890.20 |
14,890.20 |
14,890.20 |
14,920.05 |
S1 |
14,770.81 |
14,770.81 |
14,944.39 |
14,830.51 |
S2 |
14,567.66 |
14,567.66 |
14,914.83 |
|
S3 |
14,245.12 |
14,448.27 |
14,885.26 |
|
S4 |
13,922.58 |
14,125.73 |
14,796.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,009.59 |
14,687.05 |
322.54 |
2.2% |
140.44 |
0.9% |
89% |
True |
False |
|
10 |
15,009.59 |
14,457.60 |
551.99 |
3.7% |
124.27 |
0.8% |
94% |
True |
False |
|
20 |
15,009.59 |
14,444.03 |
565.56 |
3.8% |
134.80 |
0.9% |
94% |
True |
False |
|
40 |
15,009.59 |
14,329.49 |
680.10 |
4.5% |
119.29 |
0.8% |
95% |
True |
False |
|
60 |
15,009.59 |
13,784.01 |
1,225.58 |
8.2% |
118.05 |
0.8% |
97% |
True |
False |
|
80 |
15,009.59 |
13,329.08 |
1,680.51 |
11.2% |
111.28 |
0.7% |
98% |
True |
False |
|
100 |
15,009.59 |
12,883.89 |
2,125.70 |
14.2% |
113.81 |
0.8% |
98% |
True |
False |
|
120 |
15,009.59 |
12,471.49 |
2,538.10 |
17.0% |
116.16 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,766.13 |
2.618 |
15,475.62 |
1.618 |
15,297.61 |
1.000 |
15,187.60 |
0.618 |
15,119.60 |
HIGH |
15,009.59 |
0.618 |
14,941.59 |
0.500 |
14,920.59 |
0.382 |
14,899.58 |
LOW |
14,831.58 |
0.618 |
14,721.57 |
1.000 |
14,653.57 |
1.618 |
14,543.56 |
2.618 |
14,365.55 |
4.250 |
14,075.04 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,956.17 |
14,932.08 |
PP |
14,938.38 |
14,890.20 |
S1 |
14,920.59 |
14,848.32 |
|