Trading Metrics calculated at close of trading on 01-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
Open |
13,910 |
13,915 |
5 |
0.0% |
13,680 |
High |
13,975 |
13,915 |
-60 |
-0.4% |
14,110 |
Low |
13,835 |
13,795 |
-40 |
-0.3% |
13,535 |
Close |
13,910 |
13,815 |
-95 |
-0.7% |
13,850 |
Range |
140 |
120 |
-20 |
-14.3% |
575 |
ATR |
272 |
261 |
-11 |
-4.0% |
0 |
Volume |
9,325 |
4,330 |
-4,995 |
-53.6% |
63,983 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,202 |
14,128 |
13,881 |
|
R3 |
14,082 |
14,008 |
13,848 |
|
R2 |
13,962 |
13,962 |
13,837 |
|
R1 |
13,888 |
13,888 |
13,826 |
13,865 |
PP |
13,842 |
13,842 |
13,842 |
13,830 |
S1 |
13,768 |
13,768 |
13,804 |
13,745 |
S2 |
13,722 |
13,722 |
13,793 |
|
S3 |
13,602 |
13,648 |
13,782 |
|
S4 |
13,482 |
13,528 |
13,749 |
|
|
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 |
13,775 |
335 |
2.4% |
178 |
1.3% |
12% |
False |
False |
8,598 |
10 |
14,110 |
13,260 |
850 |
6.2% |
220 |
1.6% |
65% |
False |
False |
11,197 |
20 |
14,110 |
12,150 |
1,960 |
14.2% |
312 |
2.3% |
85% |
False |
False |
17,293 |
40 |
14,110 |
11,840 |
2,270 |
16.4% |
277 |
2.0% |
87% |
False |
False |
15,778 |
60 |
14,110 |
11,030 |
3,080 |
22.3% |
252 |
1.8% |
90% |
False |
False |
11,627 |
80 |
14,110 |
10,355 |
3,755 |
27.2% |
225 |
1.6% |
92% |
False |
False |
8,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,425 |
2.618 |
14,229 |
1.618 |
14,109 |
1.000 |
14,035 |
0.618 |
13,989 |
HIGH |
13,915 |
0.618 |
13,869 |
0.500 |
13,855 |
0.382 |
13,841 |
LOW |
13,795 |
0.618 |
13,721 |
1.000 |
13,675 |
1.618 |
13,601 |
2.618 |
13,481 |
4.250 |
13,285 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
13,855 |
13,875 |
PP |
13,842 |
13,855 |
S1 |
13,828 |
13,835 |
|