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 |
7,841.0 |
7,920.0 |
79.0 |
1.0% |
7,514.0 |
High |
7,933.0 |
7,971.5 |
38.5 |
0.5% |
7,865.0 |
Low |
7,828.5 |
7,896.0 |
67.5 |
0.9% |
7,443.5 |
Close |
7,873.0 |
7,921.0 |
48.0 |
0.6% |
7,818.0 |
Range |
104.5 |
75.5 |
-29.0 |
-27.8% |
421.5 |
ATR |
127.8 |
125.7 |
-2.1 |
-1.6% |
0.0 |
Volume |
95,287 |
112,765 |
17,478 |
18.3% |
650,731 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,156.0 |
8,114.0 |
7,962.5 |
|
R3 |
8,080.5 |
8,038.5 |
7,941.8 |
|
R2 |
8,005.0 |
8,005.0 |
7,934.8 |
|
R1 |
7,963.0 |
7,963.0 |
7,927.9 |
7,984.0 |
PP |
7,929.5 |
7,929.5 |
7,929.5 |
7,940.0 |
S1 |
7,887.5 |
7,887.5 |
7,914.1 |
7,908.5 |
S2 |
7,854.0 |
7,854.0 |
7,907.2 |
|
S3 |
7,778.5 |
7,812.0 |
7,900.2 |
|
S4 |
7,703.0 |
7,736.5 |
7,879.5 |
|
|
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 |
7,971.5 |
7,660.5 |
311.0 |
3.9% |
99.9 |
1.3% |
84% |
True |
False |
112,527 |
10 |
7,971.5 |
7,422.0 |
549.5 |
6.9% |
133.9 |
1.7% |
91% |
True |
False |
136,023 |
20 |
7,971.5 |
7,422.0 |
549.5 |
6.9% |
127.6 |
1.6% |
91% |
True |
False |
127,963 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.4% |
113.8 |
1.4% |
75% |
False |
False |
108,253 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.4% |
112.2 |
1.4% |
75% |
False |
False |
72,464 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.4% |
100.6 |
1.3% |
75% |
False |
False |
54,467 |
100 |
8,089.0 |
7,422.0 |
667.0 |
8.4% |
92.1 |
1.2% |
75% |
False |
False |
44,010 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.3% |
90.2 |
1.1% |
85% |
False |
False |
36,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,292.4 |
2.618 |
8,169.2 |
1.618 |
8,093.7 |
1.000 |
8,047.0 |
0.618 |
8,018.2 |
HIGH |
7,971.5 |
0.618 |
7,942.7 |
0.500 |
7,933.8 |
0.382 |
7,924.8 |
LOW |
7,896.0 |
0.618 |
7,849.3 |
1.000 |
7,820.5 |
1.618 |
7,773.8 |
2.618 |
7,698.3 |
4.250 |
7,575.1 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,933.8 |
7,905.0 |
PP |
7,929.5 |
7,889.0 |
S1 |
7,925.3 |
7,873.0 |
|