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 |
13,850 |
13,910 |
60 |
0.4% |
13,680 |
High |
13,945 |
13,975 |
30 |
0.2% |
14,110 |
Low |
13,775 |
13,835 |
60 |
0.4% |
13,535 |
Close |
13,895 |
13,910 |
15 |
0.1% |
13,850 |
Range |
170 |
140 |
-30 |
-17.6% |
575 |
ATR |
282 |
272 |
-10 |
-3.6% |
0 |
Volume |
6,067 |
9,325 |
3,258 |
53.7% |
63,983 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,327 |
14,258 |
13,987 |
|
R3 |
14,187 |
14,118 |
13,949 |
|
R2 |
14,047 |
14,047 |
13,936 |
|
R1 |
13,978 |
13,978 |
13,923 |
13,980 |
PP |
13,907 |
13,907 |
13,907 |
13,908 |
S1 |
13,838 |
13,838 |
13,897 |
13,840 |
S2 |
13,767 |
13,767 |
13,884 |
|
S3 |
13,627 |
13,698 |
13,872 |
|
S4 |
13,487 |
13,558 |
13,833 |
|
|
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 |
13,745 |
365 |
2.6% |
207 |
1.5% |
45% |
False |
False |
10,462 |
10 |
14,110 |
13,190 |
920 |
6.6% |
240 |
1.7% |
78% |
False |
False |
13,123 |
20 |
14,110 |
12,150 |
1,960 |
14.1% |
318 |
2.3% |
90% |
False |
False |
17,802 |
40 |
14,110 |
11,710 |
2,400 |
17.3% |
278 |
2.0% |
92% |
False |
False |
16,437 |
60 |
14,110 |
11,030 |
3,080 |
22.1% |
253 |
1.8% |
94% |
False |
False |
11,555 |
80 |
14,110 |
10,355 |
3,755 |
27.0% |
225 |
1.6% |
95% |
False |
False |
8,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,570 |
2.618 |
14,342 |
1.618 |
14,202 |
1.000 |
14,115 |
0.618 |
14,062 |
HIGH |
13,975 |
0.618 |
13,922 |
0.500 |
13,905 |
0.382 |
13,889 |
LOW |
13,835 |
0.618 |
13,749 |
1.000 |
13,695 |
1.618 |
13,609 |
2.618 |
13,469 |
4.250 |
13,240 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,908 |
13,923 |
PP |
13,907 |
13,918 |
S1 |
13,905 |
13,914 |
|