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 |
14,660 |
14,648 |
-12 |
-0.1% |
14,475 |
High |
14,684 |
14,786 |
102 |
0.7% |
14,711 |
Low |
14,597 |
14,631 |
34 |
0.2% |
14,394 |
Close |
14,649 |
14,748 |
99 |
0.7% |
14,649 |
Range |
87 |
155 |
68 |
78.2% |
317 |
ATR |
141 |
142 |
1 |
0.7% |
0 |
Volume |
121,928 |
105,831 |
-16,097 |
-13.2% |
736,518 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,187 |
15,122 |
14,833 |
|
R3 |
15,032 |
14,967 |
14,791 |
|
R2 |
14,877 |
14,877 |
14,777 |
|
R1 |
14,812 |
14,812 |
14,762 |
14,845 |
PP |
14,722 |
14,722 |
14,722 |
14,738 |
S1 |
14,657 |
14,657 |
14,734 |
14,690 |
S2 |
14,567 |
14,567 |
14,720 |
|
S3 |
14,412 |
14,502 |
14,706 |
|
S4 |
14,257 |
14,347 |
14,663 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,536 |
15,409 |
14,823 |
|
R3 |
15,219 |
15,092 |
14,736 |
|
R2 |
14,902 |
14,902 |
14,707 |
|
R1 |
14,775 |
14,775 |
14,678 |
14,839 |
PP |
14,585 |
14,585 |
14,585 |
14,616 |
S1 |
14,458 |
14,458 |
14,620 |
14,522 |
S2 |
14,268 |
14,268 |
14,591 |
|
S3 |
13,951 |
14,141 |
14,562 |
|
S4 |
13,634 |
13,824 |
14,475 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,786 |
14,444 |
342 |
2.3% |
132 |
0.9% |
89% |
True |
False |
135,194 |
10 |
14,786 |
14,394 |
392 |
2.7% |
152 |
1.0% |
90% |
True |
False |
163,301 |
20 |
14,823 |
14,361 |
462 |
3.1% |
151 |
1.0% |
84% |
False |
False |
160,700 |
40 |
14,823 |
13,937 |
886 |
6.0% |
133 |
0.9% |
92% |
False |
False |
135,155 |
60 |
14,823 |
13,681 |
1,142 |
7.7% |
126 |
0.9% |
93% |
False |
False |
90,255 |
80 |
14,823 |
13,170 |
1,653 |
11.2% |
106 |
0.7% |
95% |
False |
False |
67,701 |
100 |
14,823 |
12,700 |
2,123 |
14.4% |
97 |
0.7% |
96% |
False |
False |
54,162 |
120 |
14,823 |
12,342 |
2,481 |
16.8% |
89 |
0.6% |
97% |
False |
False |
45,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,445 |
2.618 |
15,192 |
1.618 |
15,037 |
1.000 |
14,941 |
0.618 |
14,882 |
HIGH |
14,786 |
0.618 |
14,727 |
0.500 |
14,709 |
0.382 |
14,690 |
LOW |
14,631 |
0.618 |
14,535 |
1.000 |
14,476 |
1.618 |
14,380 |
2.618 |
14,225 |
4.250 |
13,972 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,735 |
14,729 |
PP |
14,722 |
14,710 |
S1 |
14,709 |
14,691 |
|