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 |
5,145.0 |
5,171.0 |
26.0 |
0.5% |
4,942.0 |
High |
5,188.0 |
5,176.0 |
-12.0 |
-0.2% |
5,132.0 |
Low |
5,140.0 |
5,149.0 |
9.0 |
0.2% |
4,931.0 |
Close |
5,168.0 |
5,161.0 |
-7.0 |
-0.1% |
5,107.0 |
Range |
48.0 |
27.0 |
-21.0 |
-43.8% |
201.0 |
ATR |
57.1 |
54.9 |
-2.1 |
-3.8% |
0.0 |
Volume |
27,252 |
14,396 |
-12,856 |
-47.2% |
91,588 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,243.0 |
5,229.0 |
5,175.9 |
|
R3 |
5,216.0 |
5,202.0 |
5,168.4 |
|
R2 |
5,189.0 |
5,189.0 |
5,166.0 |
|
R1 |
5,175.0 |
5,175.0 |
5,163.5 |
5,168.5 |
PP |
5,162.0 |
5,162.0 |
5,162.0 |
5,158.8 |
S1 |
5,148.0 |
5,148.0 |
5,158.5 |
5,141.5 |
S2 |
5,135.0 |
5,135.0 |
5,156.1 |
|
S3 |
5,108.0 |
5,121.0 |
5,153.6 |
|
S4 |
5,081.0 |
5,094.0 |
5,146.2 |
|
|
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 |
5,036.0 |
152.0 |
2.9% |
45.6 |
0.9% |
82% |
False |
False |
20,969 |
10 |
5,188.0 |
4,912.0 |
276.0 |
5.3% |
47.7 |
0.9% |
90% |
False |
False |
22,387 |
20 |
5,188.0 |
4,881.0 |
307.0 |
5.9% |
46.6 |
0.9% |
91% |
False |
False |
24,034 |
40 |
5,188.0 |
4,881.0 |
307.0 |
5.9% |
48.9 |
0.9% |
91% |
False |
False |
25,093 |
60 |
5,188.0 |
4,842.0 |
346.0 |
6.7% |
38.9 |
0.8% |
92% |
False |
False |
16,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,290.8 |
2.618 |
5,246.7 |
1.618 |
5,219.7 |
1.000 |
5,203.0 |
0.618 |
5,192.7 |
HIGH |
5,176.0 |
0.618 |
5,165.7 |
0.500 |
5,162.5 |
0.382 |
5,159.3 |
LOW |
5,149.0 |
0.618 |
5,132.3 |
1.000 |
5,122.0 |
1.618 |
5,105.3 |
2.618 |
5,078.3 |
4.250 |
5,034.3 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,162.5 |
5,154.5 |
PP |
5,162.0 |
5,148.0 |
S1 |
5,161.5 |
5,141.5 |
|