Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
5,171.0 |
5,144.0 |
-27.0 |
-0.5% |
4,942.0 |
High |
5,176.0 |
5,149.0 |
-27.0 |
-0.5% |
5,132.0 |
Low |
5,149.0 |
5,105.0 |
-44.0 |
-0.9% |
4,931.0 |
Close |
5,161.0 |
5,121.0 |
-40.0 |
-0.8% |
5,107.0 |
Range |
27.0 |
44.0 |
17.0 |
63.0% |
201.0 |
ATR |
54.9 |
55.0 |
0.1 |
0.1% |
0.0 |
Volume |
14,396 |
19,417 |
5,021 |
34.9% |
91,588 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,257.0 |
5,233.0 |
5,145.2 |
|
R3 |
5,213.0 |
5,189.0 |
5,133.1 |
|
R2 |
5,169.0 |
5,169.0 |
5,129.1 |
|
R1 |
5,145.0 |
5,145.0 |
5,125.0 |
5,135.0 |
PP |
5,125.0 |
5,125.0 |
5,125.0 |
5,120.0 |
S1 |
5,101.0 |
5,101.0 |
5,117.0 |
5,091.0 |
S2 |
5,081.0 |
5,081.0 |
5,112.9 |
|
S3 |
5,037.0 |
5,057.0 |
5,108.9 |
|
S4 |
4,993.0 |
5,013.0 |
5,096.8 |
|
|
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 |
5,087.0 |
101.0 |
2.0% |
40.0 |
0.8% |
34% |
False |
False |
19,496 |
10 |
5,188.0 |
4,912.0 |
276.0 |
5.4% |
48.5 |
0.9% |
76% |
False |
False |
21,976 |
20 |
5,188.0 |
4,881.0 |
307.0 |
6.0% |
44.6 |
0.9% |
78% |
False |
False |
23,220 |
40 |
5,188.0 |
4,881.0 |
307.0 |
6.0% |
48.7 |
1.0% |
78% |
False |
False |
25,573 |
60 |
5,188.0 |
4,842.0 |
346.0 |
6.8% |
39.6 |
0.8% |
81% |
False |
False |
17,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,336.0 |
2.618 |
5,264.2 |
1.618 |
5,220.2 |
1.000 |
5,193.0 |
0.618 |
5,176.2 |
HIGH |
5,149.0 |
0.618 |
5,132.2 |
0.500 |
5,127.0 |
0.382 |
5,121.8 |
LOW |
5,105.0 |
0.618 |
5,077.8 |
1.000 |
5,061.0 |
1.618 |
5,033.8 |
2.618 |
4,989.8 |
4.250 |
4,918.0 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,127.0 |
5,146.5 |
PP |
5,125.0 |
5,138.0 |
S1 |
5,123.0 |
5,129.5 |
|