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 |
1,581.50 |
1,576.25 |
-5.25 |
-0.3% |
1,548.50 |
High |
1,582.50 |
1,592.25 |
9.75 |
0.6% |
1,588.25 |
Low |
1,572.50 |
1,573.75 |
1.25 |
0.1% |
1,542.75 |
Close |
1,576.50 |
1,588.25 |
11.75 |
0.7% |
1,576.50 |
Range |
10.00 |
18.50 |
8.50 |
85.0% |
45.50 |
ATR |
18.57 |
18.57 |
-0.01 |
0.0% |
0.00 |
Volume |
1,335,027 |
1,234,877 |
-100,150 |
-7.5% |
8,054,895 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.25 |
1,632.75 |
1,598.50 |
|
R3 |
1,621.75 |
1,614.25 |
1,593.25 |
|
R2 |
1,603.25 |
1,603.25 |
1,591.75 |
|
R1 |
1,595.75 |
1,595.75 |
1,590.00 |
1,599.50 |
PP |
1,584.75 |
1,584.75 |
1,584.75 |
1,586.50 |
S1 |
1,577.25 |
1,577.25 |
1,586.50 |
1,581.00 |
S2 |
1,566.25 |
1,566.25 |
1,584.75 |
|
S3 |
1,547.75 |
1,558.75 |
1,583.25 |
|
S4 |
1,529.25 |
1,540.25 |
1,578.00 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.75 |
1,686.50 |
1,601.50 |
|
R3 |
1,660.25 |
1,641.00 |
1,589.00 |
|
R2 |
1,614.75 |
1,614.75 |
1,584.75 |
|
R1 |
1,595.50 |
1,595.50 |
1,580.75 |
1,605.00 |
PP |
1,569.25 |
1,569.25 |
1,569.25 |
1,574.00 |
S1 |
1,550.00 |
1,550.00 |
1,572.25 |
1,559.50 |
S2 |
1,523.75 |
1,523.75 |
1,568.25 |
|
S3 |
1,478.25 |
1,504.50 |
1,564.00 |
|
S4 |
1,432.75 |
1,459.00 |
1,551.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,592.25 |
1,548.75 |
43.50 |
2.7% |
16.50 |
1.0% |
91% |
True |
False |
1,539,015 |
10 |
1,592.25 |
1,530.75 |
61.50 |
3.9% |
20.00 |
1.3% |
93% |
True |
False |
1,870,747 |
20 |
1,593.00 |
1,530.75 |
62.25 |
3.9% |
20.00 |
1.3% |
92% |
False |
False |
1,917,966 |
40 |
1,593.00 |
1,501.50 |
91.50 |
5.8% |
17.00 |
1.1% |
95% |
False |
False |
1,722,547 |
60 |
1,593.00 |
1,476.25 |
116.75 |
7.4% |
16.75 |
1.0% |
96% |
False |
False |
1,152,057 |
80 |
1,593.00 |
1,440.00 |
153.00 |
9.6% |
15.25 |
1.0% |
97% |
False |
False |
864,545 |
100 |
1,593.00 |
1,375.75 |
217.25 |
13.7% |
15.50 |
1.0% |
98% |
False |
False |
691,813 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.5% |
15.25 |
1.0% |
98% |
False |
False |
576,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.00 |
2.618 |
1,640.75 |
1.618 |
1,622.25 |
1.000 |
1,610.75 |
0.618 |
1,603.75 |
HIGH |
1,592.25 |
0.618 |
1,585.25 |
0.500 |
1,583.00 |
0.382 |
1,580.75 |
LOW |
1,573.75 |
0.618 |
1,562.25 |
1.000 |
1,555.25 |
1.618 |
1,543.75 |
2.618 |
1,525.25 |
4.250 |
1,495.00 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,586.50 |
1,586.00 |
PP |
1,584.75 |
1,583.75 |
S1 |
1,583.00 |
1,581.50 |
|