Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
13,915 |
13,825 |
-90 |
-0.6% |
13,680 |
High |
13,915 |
13,945 |
30 |
0.2% |
14,110 |
Low |
13,795 |
13,695 |
-100 |
-0.7% |
13,535 |
Close |
13,815 |
13,910 |
95 |
0.7% |
13,850 |
Range |
120 |
250 |
130 |
108.3% |
575 |
ATR |
261 |
261 |
-1 |
-0.3% |
0 |
Volume |
4,330 |
9,605 |
5,275 |
121.8% |
63,983 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,600 |
14,505 |
14,048 |
|
R3 |
14,350 |
14,255 |
13,979 |
|
R2 |
14,100 |
14,100 |
13,956 |
|
R1 |
14,005 |
14,005 |
13,933 |
14,053 |
PP |
13,850 |
13,850 |
13,850 |
13,874 |
S1 |
13,755 |
13,755 |
13,887 |
13,803 |
S2 |
13,600 |
13,600 |
13,864 |
|
S3 |
13,350 |
13,505 |
13,841 |
|
S4 |
13,100 |
13,255 |
13,773 |
|
|
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 |
14,070 |
13,695 |
375 |
2.7% |
186 |
1.3% |
57% |
False |
True |
8,351 |
10 |
14,110 |
13,265 |
845 |
6.1% |
226 |
1.6% |
76% |
False |
False |
10,761 |
20 |
14,110 |
12,830 |
1,280 |
9.2% |
277 |
2.0% |
84% |
False |
False |
16,154 |
40 |
14,110 |
11,870 |
2,240 |
16.1% |
276 |
2.0% |
91% |
False |
False |
15,182 |
60 |
14,110 |
11,030 |
3,080 |
22.1% |
252 |
1.8% |
94% |
False |
False |
11,787 |
80 |
14,110 |
10,355 |
3,755 |
27.0% |
226 |
1.6% |
95% |
False |
False |
8,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,008 |
2.618 |
14,600 |
1.618 |
14,350 |
1.000 |
14,195 |
0.618 |
14,100 |
HIGH |
13,945 |
0.618 |
13,850 |
0.500 |
13,820 |
0.382 |
13,791 |
LOW |
13,695 |
0.618 |
13,541 |
1.000 |
13,445 |
1.618 |
13,291 |
2.618 |
13,041 |
4.250 |
12,633 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
13,880 |
13,885 |
PP |
13,850 |
13,860 |
S1 |
13,820 |
13,835 |
|