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 |
1,588.50 |
1,593.75 |
5.25 |
0.3% |
1,548.50 |
High |
1,594.25 |
1,595.50 |
1.25 |
0.1% |
1,588.25 |
Low |
1,581.25 |
1,576.00 |
-5.25 |
-0.3% |
1,542.75 |
Close |
1,592.25 |
1,577.25 |
-15.00 |
-0.9% |
1,576.50 |
Range |
13.00 |
19.50 |
6.50 |
50.0% |
45.50 |
ATR |
18.17 |
18.27 |
0.09 |
0.5% |
0.00 |
Volume |
1,555,013 |
1,467,806 |
-87,207 |
-5.6% |
8,054,895 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.50 |
1,628.75 |
1,588.00 |
|
R3 |
1,622.00 |
1,609.25 |
1,582.50 |
|
R2 |
1,602.50 |
1,602.50 |
1,580.75 |
|
R1 |
1,589.75 |
1,589.75 |
1,579.00 |
1,586.50 |
PP |
1,583.00 |
1,583.00 |
1,583.00 |
1,581.25 |
S1 |
1,570.25 |
1,570.25 |
1,575.50 |
1,567.00 |
S2 |
1,563.50 |
1,563.50 |
1,573.75 |
|
S3 |
1,544.00 |
1,550.75 |
1,572.00 |
|
S4 |
1,524.50 |
1,531.25 |
1,566.50 |
|
|
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 |
1,595.50 |
1,570.75 |
24.75 |
1.6% |
15.75 |
1.0% |
26% |
True |
False |
1,437,578 |
10 |
1,595.50 |
1,530.75 |
64.75 |
4.1% |
17.25 |
1.1% |
72% |
True |
False |
1,650,893 |
20 |
1,595.50 |
1,530.75 |
64.75 |
4.1% |
19.75 |
1.2% |
72% |
True |
False |
1,875,164 |
40 |
1,595.50 |
1,529.50 |
66.00 |
4.2% |
17.00 |
1.1% |
72% |
True |
False |
1,787,724 |
60 |
1,595.50 |
1,476.25 |
119.25 |
7.6% |
16.75 |
1.1% |
85% |
True |
False |
1,202,363 |
80 |
1,595.50 |
1,440.00 |
155.50 |
9.9% |
15.50 |
1.0% |
88% |
True |
False |
902,284 |
100 |
1,595.50 |
1,375.75 |
219.75 |
13.9% |
15.50 |
1.0% |
92% |
True |
False |
722,031 |
120 |
1,595.50 |
1,331.25 |
264.25 |
16.8% |
15.25 |
1.0% |
93% |
True |
False |
601,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,678.50 |
2.618 |
1,646.50 |
1.618 |
1,627.00 |
1.000 |
1,615.00 |
0.618 |
1,607.50 |
HIGH |
1,595.50 |
0.618 |
1,588.00 |
0.500 |
1,585.75 |
0.382 |
1,583.50 |
LOW |
1,576.00 |
0.618 |
1,564.00 |
1.000 |
1,556.50 |
1.618 |
1,544.50 |
2.618 |
1,525.00 |
4.250 |
1,493.00 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,585.75 |
1,584.50 |
PP |
1,583.00 |
1,582.25 |
S1 |
1,580.00 |
1,579.75 |
|