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 |
1,576.25 |
1,588.50 |
12.25 |
0.8% |
1,548.50 |
High |
1,592.25 |
1,594.25 |
2.00 |
0.1% |
1,588.25 |
Low |
1,573.75 |
1,581.25 |
7.50 |
0.5% |
1,542.75 |
Close |
1,588.25 |
1,592.25 |
4.00 |
0.3% |
1,576.50 |
Range |
18.50 |
13.00 |
-5.50 |
-29.7% |
45.50 |
ATR |
18.57 |
18.17 |
-0.40 |
-2.1% |
0.00 |
Volume |
1,234,877 |
1,555,013 |
320,136 |
25.9% |
8,054,895 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,628.25 |
1,623.25 |
1,599.50 |
|
R3 |
1,615.25 |
1,610.25 |
1,595.75 |
|
R2 |
1,602.25 |
1,602.25 |
1,594.75 |
|
R1 |
1,597.25 |
1,597.25 |
1,593.50 |
1,599.75 |
PP |
1,589.25 |
1,589.25 |
1,589.25 |
1,590.50 |
S1 |
1,584.25 |
1,584.25 |
1,591.00 |
1,586.75 |
S2 |
1,576.25 |
1,576.25 |
1,589.75 |
|
S3 |
1,563.25 |
1,571.25 |
1,588.75 |
|
S4 |
1,550.25 |
1,558.25 |
1,585.00 |
|
|
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 |
1,594.25 |
1,570.75 |
23.50 |
1.5% |
13.50 |
0.8% |
91% |
True |
False |
1,428,396 |
10 |
1,594.25 |
1,530.75 |
63.50 |
4.0% |
18.25 |
1.2% |
97% |
True |
False |
1,800,988 |
20 |
1,594.25 |
1,530.75 |
63.50 |
4.0% |
19.75 |
1.2% |
97% |
True |
False |
1,915,240 |
40 |
1,594.25 |
1,519.25 |
75.00 |
4.7% |
17.00 |
1.1% |
97% |
True |
False |
1,758,752 |
60 |
1,594.25 |
1,476.25 |
118.00 |
7.4% |
16.75 |
1.0% |
98% |
True |
False |
1,177,944 |
80 |
1,594.25 |
1,440.00 |
154.25 |
9.7% |
15.25 |
1.0% |
99% |
True |
False |
883,942 |
100 |
1,594.25 |
1,375.75 |
218.50 |
13.7% |
15.50 |
1.0% |
99% |
True |
False |
707,358 |
120 |
1,594.25 |
1,331.25 |
263.00 |
16.5% |
15.25 |
1.0% |
99% |
True |
False |
589,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,649.50 |
2.618 |
1,628.25 |
1.618 |
1,615.25 |
1.000 |
1,607.25 |
0.618 |
1,602.25 |
HIGH |
1,594.25 |
0.618 |
1,589.25 |
0.500 |
1,587.75 |
0.382 |
1,586.25 |
LOW |
1,581.25 |
0.618 |
1,573.25 |
1.000 |
1,568.25 |
1.618 |
1,560.25 |
2.618 |
1,547.25 |
4.250 |
1,526.00 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,590.75 |
1,589.25 |
PP |
1,589.25 |
1,586.25 |
S1 |
1,587.75 |
1,583.50 |
|