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 |
14,070 |
13,850 |
-220 |
-1.6% |
13,680 |
High |
14,070 |
13,945 |
-125 |
-0.9% |
14,110 |
Low |
13,820 |
13,775 |
-45 |
-0.3% |
13,535 |
Close |
13,850 |
13,895 |
45 |
0.3% |
13,850 |
Range |
250 |
170 |
-80 |
-32.0% |
575 |
ATR |
291 |
282 |
-9 |
-3.0% |
0 |
Volume |
12,430 |
6,067 |
-6,363 |
-51.2% |
63,983 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,382 |
14,308 |
13,989 |
|
R3 |
14,212 |
14,138 |
13,942 |
|
R2 |
14,042 |
14,042 |
13,926 |
|
R1 |
13,968 |
13,968 |
13,911 |
14,005 |
PP |
13,872 |
13,872 |
13,872 |
13,890 |
S1 |
13,798 |
13,798 |
13,880 |
13,835 |
S2 |
13,702 |
13,702 |
13,864 |
|
S3 |
13,532 |
13,628 |
13,848 |
|
S4 |
13,362 |
13,458 |
13,802 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,557 |
15,278 |
14,166 |
|
R3 |
14,982 |
14,703 |
14,008 |
|
R2 |
14,407 |
14,407 |
13,956 |
|
R1 |
14,128 |
14,128 |
13,903 |
14,268 |
PP |
13,832 |
13,832 |
13,832 |
13,901 |
S1 |
13,553 |
13,553 |
13,797 |
13,693 |
S2 |
13,257 |
13,257 |
13,745 |
|
S3 |
12,682 |
12,978 |
13,692 |
|
S4 |
12,107 |
12,403 |
13,534 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,110 |
13,535 |
575 |
4.1% |
239 |
1.7% |
63% |
False |
False |
11,691 |
10 |
14,110 |
13,020 |
1,090 |
7.8% |
272 |
2.0% |
80% |
False |
False |
14,268 |
20 |
14,110 |
11,870 |
2,240 |
16.1% |
331 |
2.4% |
90% |
False |
False |
17,988 |
40 |
14,110 |
11,645 |
2,465 |
17.7% |
279 |
2.0% |
91% |
False |
False |
16,750 |
60 |
14,110 |
11,030 |
3,080 |
22.2% |
253 |
1.8% |
93% |
False |
False |
11,400 |
80 |
14,110 |
10,355 |
3,755 |
27.0% |
223 |
1.6% |
94% |
False |
False |
8,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,668 |
2.618 |
14,390 |
1.618 |
14,220 |
1.000 |
14,115 |
0.618 |
14,050 |
HIGH |
13,945 |
0.618 |
13,880 |
0.500 |
13,860 |
0.382 |
13,840 |
LOW |
13,775 |
0.618 |
13,670 |
1.000 |
13,605 |
1.618 |
13,500 |
2.618 |
13,330 |
4.250 |
13,053 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,883 |
13,943 |
PP |
13,872 |
13,927 |
S1 |
13,860 |
13,911 |
|