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 |
14,648 |
14,754 |
106 |
0.7% |
14,475 |
High |
14,786 |
14,786 |
0 |
0.0% |
14,711 |
Low |
14,631 |
14,673 |
42 |
0.3% |
14,394 |
Close |
14,748 |
14,773 |
25 |
0.2% |
14,649 |
Range |
155 |
113 |
-42 |
-27.1% |
317 |
ATR |
142 |
140 |
-2 |
-1.5% |
0 |
Volume |
105,831 |
116,165 |
10,334 |
9.8% |
736,518 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,083 |
15,041 |
14,835 |
|
R3 |
14,970 |
14,928 |
14,804 |
|
R2 |
14,857 |
14,857 |
14,794 |
|
R1 |
14,815 |
14,815 |
14,783 |
14,836 |
PP |
14,744 |
14,744 |
14,744 |
14,755 |
S1 |
14,702 |
14,702 |
14,763 |
14,723 |
S2 |
14,631 |
14,631 |
14,752 |
|
S3 |
14,518 |
14,589 |
14,742 |
|
S4 |
14,405 |
14,476 |
14,711 |
|
|
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 |
14,595 |
191 |
1.3% |
111 |
0.8% |
93% |
True |
False |
121,900 |
10 |
14,786 |
14,394 |
392 |
2.7% |
144 |
1.0% |
97% |
True |
False |
156,207 |
20 |
14,823 |
14,361 |
462 |
3.1% |
150 |
1.0% |
89% |
False |
False |
160,043 |
40 |
14,823 |
14,047 |
776 |
5.3% |
132 |
0.9% |
94% |
False |
False |
138,028 |
60 |
14,823 |
13,681 |
1,142 |
7.7% |
127 |
0.9% |
96% |
False |
False |
92,189 |
80 |
14,823 |
13,170 |
1,653 |
11.2% |
107 |
0.7% |
97% |
False |
False |
69,153 |
100 |
14,823 |
12,700 |
2,123 |
14.4% |
98 |
0.7% |
98% |
False |
False |
55,324 |
120 |
14,823 |
12,342 |
2,481 |
16.8% |
90 |
0.6% |
98% |
False |
False |
46,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,266 |
2.618 |
15,082 |
1.618 |
14,969 |
1.000 |
14,899 |
0.618 |
14,856 |
HIGH |
14,786 |
0.618 |
14,743 |
0.500 |
14,730 |
0.382 |
14,716 |
LOW |
14,673 |
0.618 |
14,603 |
1.000 |
14,560 |
1.618 |
14,490 |
2.618 |
14,377 |
4.250 |
14,193 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,759 |
14,746 |
PP |
14,744 |
14,719 |
S1 |
14,730 |
14,692 |
|