Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,593.75 |
1,579.25 |
-14.50 |
-0.9% |
1,548.50 |
High |
1,595.50 |
1,594.25 |
-1.25 |
-0.1% |
1,588.25 |
Low |
1,576.00 |
1,578.75 |
2.75 |
0.2% |
1,542.75 |
Close |
1,577.25 |
1,592.25 |
15.00 |
1.0% |
1,576.50 |
Range |
19.50 |
15.50 |
-4.00 |
-20.5% |
45.50 |
ATR |
18.27 |
18.18 |
-0.09 |
-0.5% |
0.00 |
Volume |
1,467,806 |
1,652,820 |
185,014 |
12.6% |
8,054,895 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.00 |
1,629.00 |
1,600.75 |
|
R3 |
1,619.50 |
1,613.50 |
1,596.50 |
|
R2 |
1,604.00 |
1,604.00 |
1,595.00 |
|
R1 |
1,598.00 |
1,598.00 |
1,593.75 |
1,601.00 |
PP |
1,588.50 |
1,588.50 |
1,588.50 |
1,590.00 |
S1 |
1,582.50 |
1,582.50 |
1,590.75 |
1,585.50 |
S2 |
1,573.00 |
1,573.00 |
1,589.50 |
|
S3 |
1,557.50 |
1,567.00 |
1,588.00 |
|
S4 |
1,542.00 |
1,551.50 |
1,583.75 |
|
|
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 |
1,572.50 |
23.00 |
1.4% |
15.25 |
1.0% |
86% |
False |
False |
1,449,108 |
10 |
1,595.50 |
1,535.25 |
60.25 |
3.8% |
16.50 |
1.0% |
95% |
False |
False |
1,584,489 |
20 |
1,595.50 |
1,530.75 |
64.75 |
4.1% |
19.75 |
1.2% |
95% |
False |
False |
1,857,569 |
40 |
1,595.50 |
1,529.50 |
66.00 |
4.1% |
17.00 |
1.1% |
95% |
False |
False |
1,815,060 |
60 |
1,595.50 |
1,476.25 |
119.25 |
7.5% |
16.50 |
1.0% |
97% |
False |
False |
1,229,775 |
80 |
1,595.50 |
1,440.00 |
155.50 |
9.8% |
15.50 |
1.0% |
98% |
False |
False |
922,931 |
100 |
1,595.50 |
1,375.75 |
219.75 |
13.8% |
15.50 |
1.0% |
99% |
False |
False |
738,549 |
120 |
1,595.50 |
1,331.25 |
264.25 |
16.6% |
15.00 |
0.9% |
99% |
False |
False |
615,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,660.00 |
2.618 |
1,634.75 |
1.618 |
1,619.25 |
1.000 |
1,609.75 |
0.618 |
1,603.75 |
HIGH |
1,594.25 |
0.618 |
1,588.25 |
0.500 |
1,586.50 |
0.382 |
1,584.75 |
LOW |
1,578.75 |
0.618 |
1,569.25 |
1.000 |
1,563.25 |
1.618 |
1,553.75 |
2.618 |
1,538.25 |
4.250 |
1,513.00 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,590.25 |
1,590.00 |
PP |
1,588.50 |
1,588.00 |
S1 |
1,586.50 |
1,585.75 |
|