Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
7,920.0 |
7,907.0 |
-13.0 |
-0.2% |
7,514.0 |
High |
7,971.5 |
8,012.5 |
41.0 |
0.5% |
7,865.0 |
Low |
7,896.0 |
7,897.0 |
1.0 |
0.0% |
7,443.5 |
Close |
7,921.0 |
7,977.5 |
56.5 |
0.7% |
7,818.0 |
Range |
75.5 |
115.5 |
40.0 |
53.0% |
421.5 |
ATR |
125.7 |
124.9 |
-0.7 |
-0.6% |
0.0 |
Volume |
112,765 |
139,715 |
26,950 |
23.9% |
650,731 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,308.8 |
8,258.7 |
8,041.0 |
|
R3 |
8,193.3 |
8,143.2 |
8,009.3 |
|
R2 |
8,077.8 |
8,077.8 |
7,998.7 |
|
R1 |
8,027.7 |
8,027.7 |
7,988.1 |
8,052.8 |
PP |
7,962.3 |
7,962.3 |
7,962.3 |
7,974.9 |
S1 |
7,912.2 |
7,912.2 |
7,966.9 |
7,937.3 |
S2 |
7,846.8 |
7,846.8 |
7,956.3 |
|
S3 |
7,731.3 |
7,796.7 |
7,945.7 |
|
S4 |
7,615.8 |
7,681.2 |
7,914.0 |
|
|
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 |
8,012.5 |
7,749.0 |
263.5 |
3.3% |
98.1 |
1.2% |
87% |
True |
False |
112,410 |
10 |
8,012.5 |
7,422.0 |
590.5 |
7.4% |
119.5 |
1.5% |
94% |
True |
False |
129,116 |
20 |
8,012.5 |
7,422.0 |
590.5 |
7.4% |
128.3 |
1.6% |
94% |
True |
False |
129,998 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.4% |
114.3 |
1.4% |
83% |
False |
False |
111,669 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.4% |
110.4 |
1.4% |
83% |
False |
False |
74,787 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.4% |
101.4 |
1.3% |
83% |
False |
False |
56,198 |
100 |
8,089.0 |
7,422.0 |
667.0 |
8.4% |
92.6 |
1.2% |
83% |
False |
False |
45,392 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.2% |
91.0 |
1.1% |
90% |
False |
False |
37,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,503.4 |
2.618 |
8,314.9 |
1.618 |
8,199.4 |
1.000 |
8,128.0 |
0.618 |
8,083.9 |
HIGH |
8,012.5 |
0.618 |
7,968.4 |
0.500 |
7,954.8 |
0.382 |
7,941.1 |
LOW |
7,897.0 |
0.618 |
7,825.6 |
1.000 |
7,781.5 |
1.618 |
7,710.1 |
2.618 |
7,594.6 |
4.250 |
7,406.1 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
7,969.9 |
7,958.5 |
PP |
7,962.3 |
7,939.5 |
S1 |
7,954.8 |
7,920.5 |
|