Trading Metrics calculated at close of trading on 29-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,820.0 |
7,841.0 |
21.0 |
0.3% |
7,514.0 |
High |
7,853.5 |
7,933.0 |
79.5 |
1.0% |
7,865.0 |
Low |
7,774.5 |
7,828.5 |
54.0 |
0.7% |
7,443.5 |
Close |
7,818.0 |
7,873.0 |
55.0 |
0.7% |
7,818.0 |
Range |
79.0 |
104.5 |
25.5 |
32.3% |
421.5 |
ATR |
128.7 |
127.8 |
-1.0 |
-0.8% |
0.0 |
Volume |
102,661 |
95,287 |
-7,374 |
-7.2% |
650,731 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,191.7 |
8,136.8 |
7,930.5 |
|
R3 |
8,087.2 |
8,032.3 |
7,901.7 |
|
R2 |
7,982.7 |
7,982.7 |
7,892.2 |
|
R1 |
7,927.8 |
7,927.8 |
7,882.6 |
7,955.3 |
PP |
7,878.2 |
7,878.2 |
7,878.2 |
7,891.9 |
S1 |
7,823.3 |
7,823.3 |
7,863.4 |
7,850.8 |
S2 |
7,773.7 |
7,773.7 |
7,853.8 |
|
S3 |
7,669.2 |
7,718.8 |
7,844.3 |
|
S4 |
7,564.7 |
7,614.3 |
7,815.5 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,973.3 |
8,817.2 |
8,049.8 |
|
R3 |
8,551.8 |
8,395.7 |
7,933.9 |
|
R2 |
8,130.3 |
8,130.3 |
7,895.3 |
|
R1 |
7,974.2 |
7,974.2 |
7,856.6 |
8,052.3 |
PP |
7,708.8 |
7,708.8 |
7,708.8 |
7,747.9 |
S1 |
7,552.7 |
7,552.7 |
7,779.4 |
7,630.8 |
S2 |
7,287.3 |
7,287.3 |
7,740.7 |
|
S3 |
6,865.8 |
7,131.2 |
7,702.1 |
|
S4 |
6,444.3 |
6,709.7 |
7,586.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,933.0 |
7,450.5 |
482.5 |
6.1% |
132.7 |
1.7% |
88% |
True |
False |
125,226 |
10 |
7,933.0 |
7,422.0 |
511.0 |
6.5% |
136.8 |
1.7% |
88% |
True |
False |
138,099 |
20 |
7,967.0 |
7,422.0 |
545.0 |
6.9% |
132.3 |
1.7% |
83% |
False |
False |
127,712 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
115.4 |
1.5% |
68% |
False |
False |
105,472 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
112.0 |
1.4% |
68% |
False |
False |
70,588 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
100.4 |
1.3% |
68% |
False |
False |
53,075 |
100 |
8,089.0 |
7,408.5 |
680.5 |
8.6% |
91.7 |
1.2% |
68% |
False |
False |
42,888 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.4% |
90.2 |
1.1% |
81% |
False |
False |
35,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,377.1 |
2.618 |
8,206.6 |
1.618 |
8,102.1 |
1.000 |
8,037.5 |
0.618 |
7,997.6 |
HIGH |
7,933.0 |
0.618 |
7,893.1 |
0.500 |
7,880.8 |
0.382 |
7,868.4 |
LOW |
7,828.5 |
0.618 |
7,763.9 |
1.000 |
7,724.0 |
1.618 |
7,659.4 |
2.618 |
7,554.9 |
4.250 |
7,384.4 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,880.8 |
7,862.3 |
PP |
7,878.2 |
7,851.7 |
S1 |
7,875.6 |
7,841.0 |
|