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 |
14,648 |
14,758 |
110 |
0.8% |
14,648 |
High |
14,776 |
14,953 |
177 |
1.2% |
14,953 |
Low |
14,644 |
14,742 |
98 |
0.7% |
14,626 |
Close |
14,760 |
14,898 |
138 |
0.9% |
14,898 |
Range |
132 |
211 |
79 |
59.8% |
327 |
ATR |
142 |
147 |
5 |
3.5% |
0 |
Volume |
136,614 |
138,865 |
2,251 |
1.6% |
610,166 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,497 |
15,409 |
15,014 |
|
R3 |
15,286 |
15,198 |
14,956 |
|
R2 |
15,075 |
15,075 |
14,937 |
|
R1 |
14,987 |
14,987 |
14,917 |
15,031 |
PP |
14,864 |
14,864 |
14,864 |
14,887 |
S1 |
14,776 |
14,776 |
14,879 |
14,820 |
S2 |
14,653 |
14,653 |
14,859 |
|
S3 |
14,442 |
14,565 |
14,840 |
|
S4 |
14,231 |
14,354 |
14,782 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,807 |
15,679 |
15,078 |
|
R3 |
15,480 |
15,352 |
14,988 |
|
R2 |
15,153 |
15,153 |
14,958 |
|
R1 |
15,025 |
15,025 |
14,928 |
15,089 |
PP |
14,826 |
14,826 |
14,826 |
14,858 |
S1 |
14,698 |
14,698 |
14,868 |
14,762 |
S2 |
14,499 |
14,499 |
14,838 |
|
S3 |
14,172 |
14,371 |
14,808 |
|
S4 |
13,845 |
14,044 |
14,718 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,953 |
14,626 |
327 |
2.2% |
156 |
1.0% |
83% |
True |
False |
122,033 |
10 |
14,953 |
14,394 |
559 |
3.8% |
144 |
1.0% |
90% |
True |
False |
134,668 |
20 |
14,953 |
14,394 |
559 |
3.8% |
155 |
1.0% |
90% |
True |
False |
152,631 |
40 |
14,953 |
14,237 |
716 |
4.8% |
137 |
0.9% |
92% |
True |
False |
146,625 |
60 |
14,953 |
13,681 |
1,272 |
8.5% |
130 |
0.9% |
96% |
True |
False |
98,647 |
80 |
14,953 |
13,245 |
1,708 |
11.5% |
112 |
0.8% |
97% |
True |
False |
74,005 |
100 |
14,953 |
12,700 |
2,253 |
15.1% |
102 |
0.7% |
98% |
True |
False |
59,205 |
120 |
14,953 |
12,342 |
2,611 |
17.5% |
90 |
0.6% |
98% |
True |
False |
49,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,850 |
2.618 |
15,506 |
1.618 |
15,295 |
1.000 |
15,164 |
0.618 |
15,084 |
HIGH |
14,953 |
0.618 |
14,873 |
0.500 |
14,848 |
0.382 |
14,823 |
LOW |
14,742 |
0.618 |
14,612 |
1.000 |
14,531 |
1.618 |
14,401 |
2.618 |
14,190 |
4.250 |
13,845 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
14,881 |
14,862 |
PP |
14,864 |
14,826 |
S1 |
14,848 |
14,790 |
|