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 |
5,107.0 |
5,145.0 |
38.0 |
0.7% |
4,942.0 |
High |
5,131.0 |
5,188.0 |
57.0 |
1.1% |
5,132.0 |
Low |
5,095.0 |
5,140.0 |
45.0 |
0.9% |
4,931.0 |
Close |
5,129.0 |
5,168.0 |
39.0 |
0.8% |
5,107.0 |
Range |
36.0 |
48.0 |
12.0 |
33.3% |
201.0 |
ATR |
56.9 |
57.1 |
0.1 |
0.3% |
0.0 |
Volume |
14,876 |
27,252 |
12,376 |
83.2% |
91,588 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,309.3 |
5,286.7 |
5,194.4 |
|
R3 |
5,261.3 |
5,238.7 |
5,181.2 |
|
R2 |
5,213.3 |
5,213.3 |
5,176.8 |
|
R1 |
5,190.7 |
5,190.7 |
5,172.4 |
5,202.0 |
PP |
5,165.3 |
5,165.3 |
5,165.3 |
5,171.0 |
S1 |
5,142.7 |
5,142.7 |
5,163.6 |
5,154.0 |
S2 |
5,117.3 |
5,117.3 |
5,159.2 |
|
S3 |
5,069.3 |
5,094.7 |
5,154.8 |
|
S4 |
5,021.3 |
5,046.7 |
5,141.6 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,659.7 |
5,584.3 |
5,217.6 |
|
R3 |
5,458.7 |
5,383.3 |
5,162.3 |
|
R2 |
5,257.7 |
5,257.7 |
5,143.9 |
|
R1 |
5,182.3 |
5,182.3 |
5,125.4 |
5,220.0 |
PP |
5,056.7 |
5,056.7 |
5,056.7 |
5,075.5 |
S1 |
4,981.3 |
4,981.3 |
5,088.6 |
5,019.0 |
S2 |
4,855.7 |
4,855.7 |
5,070.2 |
|
S3 |
4,654.7 |
4,780.3 |
5,051.7 |
|
S4 |
4,453.7 |
4,579.3 |
4,996.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,188.0 |
4,974.0 |
214.0 |
4.1% |
52.2 |
1.0% |
91% |
True |
False |
23,092 |
10 |
5,188.0 |
4,911.0 |
277.0 |
5.4% |
49.2 |
1.0% |
93% |
True |
False |
23,442 |
20 |
5,188.0 |
4,881.0 |
307.0 |
5.9% |
47.5 |
0.9% |
93% |
True |
False |
24,585 |
40 |
5,188.0 |
4,881.0 |
307.0 |
5.9% |
48.9 |
0.9% |
93% |
True |
False |
24,737 |
60 |
5,188.0 |
4,842.0 |
346.0 |
6.7% |
38.4 |
0.7% |
94% |
True |
False |
16,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,392.0 |
2.618 |
5,313.7 |
1.618 |
5,265.7 |
1.000 |
5,236.0 |
0.618 |
5,217.7 |
HIGH |
5,188.0 |
0.618 |
5,169.7 |
0.500 |
5,164.0 |
0.382 |
5,158.3 |
LOW |
5,140.0 |
0.618 |
5,110.3 |
1.000 |
5,092.0 |
1.618 |
5,062.3 |
2.618 |
5,014.3 |
4.250 |
4,936.0 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
5,166.7 |
5,157.8 |
PP |
5,165.3 |
5,147.7 |
S1 |
5,164.0 |
5,137.5 |
|