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 |
14,754 |
14,783 |
29 |
0.2% |
14,475 |
High |
14,786 |
14,793 |
7 |
0.0% |
14,711 |
Low |
14,673 |
14,626 |
-47 |
-0.3% |
14,394 |
Close |
14,773 |
14,636 |
-137 |
-0.9% |
14,649 |
Range |
113 |
167 |
54 |
47.8% |
317 |
ATR |
140 |
142 |
2 |
1.4% |
0 |
Volume |
116,165 |
112,691 |
-3,474 |
-3.0% |
736,518 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,186 |
15,078 |
14,728 |
|
R3 |
15,019 |
14,911 |
14,682 |
|
R2 |
14,852 |
14,852 |
14,667 |
|
R1 |
14,744 |
14,744 |
14,651 |
14,715 |
PP |
14,685 |
14,685 |
14,685 |
14,670 |
S1 |
14,577 |
14,577 |
14,621 |
14,548 |
S2 |
14,518 |
14,518 |
14,606 |
|
S3 |
14,351 |
14,410 |
14,590 |
|
S4 |
14,184 |
14,243 |
14,544 |
|
|
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 |
14,793 |
14,595 |
198 |
1.4% |
128 |
0.9% |
21% |
True |
False |
118,835 |
10 |
14,793 |
14,394 |
399 |
2.7% |
141 |
1.0% |
61% |
True |
False |
143,614 |
20 |
14,823 |
14,361 |
462 |
3.2% |
151 |
1.0% |
60% |
False |
False |
156,826 |
40 |
14,823 |
14,170 |
653 |
4.5% |
133 |
0.9% |
71% |
False |
False |
140,744 |
60 |
14,823 |
13,681 |
1,142 |
7.8% |
127 |
0.9% |
84% |
False |
False |
94,061 |
80 |
14,823 |
13,170 |
1,653 |
11.3% |
109 |
0.7% |
89% |
False |
False |
70,562 |
100 |
14,823 |
12,700 |
2,123 |
14.5% |
100 |
0.7% |
91% |
False |
False |
56,451 |
120 |
14,823 |
12,342 |
2,481 |
17.0% |
90 |
0.6% |
92% |
False |
False |
47,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,503 |
2.618 |
15,230 |
1.618 |
15,063 |
1.000 |
14,960 |
0.618 |
14,896 |
HIGH |
14,793 |
0.618 |
14,729 |
0.500 |
14,710 |
0.382 |
14,690 |
LOW |
14,626 |
0.618 |
14,523 |
1.000 |
14,459 |
1.618 |
14,356 |
2.618 |
14,189 |
4.250 |
13,916 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,710 |
14,710 |
PP |
14,685 |
14,685 |
S1 |
14,661 |
14,661 |
|