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 |
7,907.0 |
7,982.0 |
75.0 |
0.9% |
7,841.0 |
High |
8,012.5 |
8,138.0 |
125.5 |
1.6% |
8,138.0 |
Low |
7,897.0 |
7,961.0 |
64.0 |
0.8% |
7,828.5 |
Close |
7,977.5 |
8,124.0 |
146.5 |
1.8% |
8,124.0 |
Range |
115.5 |
177.0 |
61.5 |
53.2% |
309.5 |
ATR |
124.9 |
128.7 |
3.7 |
3.0% |
0.0 |
Volume |
139,715 |
123,599 |
-16,116 |
-11.5% |
471,366 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,605.3 |
8,541.7 |
8,221.4 |
|
R3 |
8,428.3 |
8,364.7 |
8,172.7 |
|
R2 |
8,251.3 |
8,251.3 |
8,156.5 |
|
R1 |
8,187.7 |
8,187.7 |
8,140.2 |
8,219.5 |
PP |
8,074.3 |
8,074.3 |
8,074.3 |
8,090.3 |
S1 |
8,010.7 |
8,010.7 |
8,107.8 |
8,042.5 |
S2 |
7,897.3 |
7,897.3 |
8,091.6 |
|
S3 |
7,720.3 |
7,833.7 |
8,075.3 |
|
S4 |
7,543.3 |
7,656.7 |
8,026.7 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,958.7 |
8,850.8 |
8,294.2 |
|
R3 |
8,649.2 |
8,541.3 |
8,209.1 |
|
R2 |
8,339.7 |
8,339.7 |
8,180.7 |
|
R1 |
8,231.8 |
8,231.8 |
8,152.4 |
8,285.8 |
PP |
8,030.2 |
8,030.2 |
8,030.2 |
8,057.1 |
S1 |
7,922.3 |
7,922.3 |
8,095.6 |
7,976.3 |
S2 |
7,720.7 |
7,720.7 |
8,067.3 |
|
S3 |
7,411.2 |
7,612.8 |
8,038.9 |
|
S4 |
7,101.7 |
7,303.3 |
7,953.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,138.0 |
7,774.5 |
363.5 |
4.5% |
110.3 |
1.4% |
96% |
True |
False |
114,805 |
10 |
8,138.0 |
7,422.0 |
716.0 |
8.8% |
125.1 |
1.5% |
98% |
True |
False |
125,884 |
20 |
8,138.0 |
7,422.0 |
716.0 |
8.8% |
130.9 |
1.6% |
98% |
True |
False |
129,436 |
40 |
8,138.0 |
7,422.0 |
716.0 |
8.8% |
115.1 |
1.4% |
98% |
True |
False |
113,956 |
60 |
8,138.0 |
7,422.0 |
716.0 |
8.8% |
112.6 |
1.4% |
98% |
True |
False |
76,821 |
80 |
8,138.0 |
7,422.0 |
716.0 |
8.8% |
102.8 |
1.3% |
98% |
True |
False |
57,724 |
100 |
8,138.0 |
7,422.0 |
716.0 |
8.8% |
94.0 |
1.2% |
98% |
True |
False |
46,627 |
120 |
8,138.0 |
6,959.0 |
1,179.0 |
14.5% |
91.9 |
1.1% |
99% |
True |
False |
38,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,890.3 |
2.618 |
8,601.4 |
1.618 |
8,424.4 |
1.000 |
8,315.0 |
0.618 |
8,247.4 |
HIGH |
8,138.0 |
0.618 |
8,070.4 |
0.500 |
8,049.5 |
0.382 |
8,028.6 |
LOW |
7,961.0 |
0.618 |
7,851.6 |
1.000 |
7,784.0 |
1.618 |
7,674.6 |
2.618 |
7,497.6 |
4.250 |
7,208.8 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
8,099.2 |
8,088.3 |
PP |
8,074.3 |
8,052.7 |
S1 |
8,049.5 |
8,017.0 |
|