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 |
5,144.0 |
5,156.0 |
12.0 |
0.2% |
5,107.0 |
High |
5,149.0 |
5,173.0 |
24.0 |
0.5% |
5,188.0 |
Low |
5,105.0 |
5,114.0 |
9.0 |
0.2% |
5,095.0 |
Close |
5,121.0 |
5,127.0 |
6.0 |
0.1% |
5,127.0 |
Range |
44.0 |
59.0 |
15.0 |
34.1% |
93.0 |
ATR |
55.0 |
55.3 |
0.3 |
0.5% |
0.0 |
Volume |
19,417 |
18,815 |
-602 |
-3.1% |
94,756 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,315.0 |
5,280.0 |
5,159.5 |
|
R3 |
5,256.0 |
5,221.0 |
5,143.2 |
|
R2 |
5,197.0 |
5,197.0 |
5,137.8 |
|
R1 |
5,162.0 |
5,162.0 |
5,132.4 |
5,150.0 |
PP |
5,138.0 |
5,138.0 |
5,138.0 |
5,132.0 |
S1 |
5,103.0 |
5,103.0 |
5,121.6 |
5,091.0 |
S2 |
5,079.0 |
5,079.0 |
5,116.2 |
|
S3 |
5,020.0 |
5,044.0 |
5,110.8 |
|
S4 |
4,961.0 |
4,985.0 |
5,094.6 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,415.7 |
5,364.3 |
5,178.2 |
|
R3 |
5,322.7 |
5,271.3 |
5,152.6 |
|
R2 |
5,229.7 |
5,229.7 |
5,144.1 |
|
R1 |
5,178.3 |
5,178.3 |
5,135.5 |
5,204.0 |
PP |
5,136.7 |
5,136.7 |
5,136.7 |
5,149.5 |
S1 |
5,085.3 |
5,085.3 |
5,118.5 |
5,111.0 |
S2 |
5,043.7 |
5,043.7 |
5,110.0 |
|
S3 |
4,950.7 |
4,992.3 |
5,101.4 |
|
S4 |
4,857.7 |
4,899.3 |
5,075.9 |
|
|
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 |
5,095.0 |
93.0 |
1.8% |
42.8 |
0.8% |
34% |
False |
False |
18,951 |
10 |
5,188.0 |
4,912.0 |
276.0 |
5.4% |
47.2 |
0.9% |
78% |
False |
False |
20,732 |
20 |
5,188.0 |
4,881.0 |
307.0 |
6.0% |
45.2 |
0.9% |
80% |
False |
False |
22,822 |
40 |
5,188.0 |
4,881.0 |
307.0 |
6.0% |
49.2 |
1.0% |
80% |
False |
False |
25,994 |
60 |
5,188.0 |
4,868.0 |
320.0 |
6.2% |
40.3 |
0.8% |
81% |
False |
False |
17,394 |
80 |
5,188.0 |
4,682.0 |
506.0 |
9.9% |
31.7 |
0.6% |
88% |
False |
False |
13,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,423.8 |
2.618 |
5,327.5 |
1.618 |
5,268.5 |
1.000 |
5,232.0 |
0.618 |
5,209.5 |
HIGH |
5,173.0 |
0.618 |
5,150.5 |
0.500 |
5,143.5 |
0.382 |
5,136.5 |
LOW |
5,114.0 |
0.618 |
5,077.5 |
1.000 |
5,055.0 |
1.618 |
5,018.5 |
2.618 |
4,959.5 |
4.250 |
4,863.3 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
5,143.5 |
5,140.5 |
PP |
5,138.0 |
5,136.0 |
S1 |
5,132.5 |
5,131.5 |
|