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 |
13,825 |
13,920 |
95 |
0.7% |
13,850 |
High |
13,945 |
14,265 |
320 |
2.3% |
14,265 |
Low |
13,695 |
13,910 |
215 |
1.6% |
13,695 |
Close |
13,910 |
14,200 |
290 |
2.1% |
14,200 |
Range |
250 |
355 |
105 |
42.0% |
570 |
ATR |
261 |
267 |
7 |
2.6% |
0 |
Volume |
9,605 |
10,416 |
811 |
8.4% |
39,743 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,190 |
15,050 |
14,395 |
|
R3 |
14,835 |
14,695 |
14,298 |
|
R2 |
14,480 |
14,480 |
14,265 |
|
R1 |
14,340 |
14,340 |
14,233 |
14,410 |
PP |
14,125 |
14,125 |
14,125 |
14,160 |
S1 |
13,985 |
13,985 |
14,168 |
14,055 |
S2 |
13,770 |
13,770 |
14,135 |
|
S3 |
13,415 |
13,630 |
14,103 |
|
S4 |
13,060 |
13,275 |
14,005 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,763 |
15,552 |
14,514 |
|
R3 |
15,193 |
14,982 |
14,357 |
|
R2 |
14,623 |
14,623 |
14,305 |
|
R1 |
14,412 |
14,412 |
14,252 |
14,518 |
PP |
14,053 |
14,053 |
14,053 |
14,106 |
S1 |
13,842 |
13,842 |
14,148 |
13,948 |
S2 |
13,483 |
13,483 |
14,096 |
|
S3 |
12,913 |
13,272 |
14,043 |
|
S4 |
12,343 |
12,702 |
13,887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,265 |
13,695 |
570 |
4.0% |
207 |
1.5% |
89% |
True |
False |
7,948 |
10 |
14,265 |
13,535 |
730 |
5.1% |
221 |
1.6% |
91% |
True |
False |
10,372 |
20 |
14,265 |
13,010 |
1,255 |
8.8% |
271 |
1.9% |
95% |
True |
False |
15,082 |
40 |
14,265 |
11,870 |
2,395 |
16.9% |
279 |
2.0% |
97% |
True |
False |
15,046 |
60 |
14,265 |
11,030 |
3,235 |
22.8% |
256 |
1.8% |
98% |
True |
False |
11,960 |
80 |
14,265 |
10,405 |
3,860 |
27.2% |
229 |
1.6% |
98% |
True |
False |
8,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,774 |
2.618 |
15,195 |
1.618 |
14,840 |
1.000 |
14,620 |
0.618 |
14,485 |
HIGH |
14,265 |
0.618 |
14,130 |
0.500 |
14,088 |
0.382 |
14,046 |
LOW |
13,910 |
0.618 |
13,691 |
1.000 |
13,555 |
1.618 |
13,336 |
2.618 |
12,981 |
4.250 |
12,401 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,163 |
14,127 |
PP |
14,125 |
14,053 |
S1 |
14,088 |
13,980 |
|