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 |
1,467.3 |
1,466.2 |
-1.1 |
-0.1% |
1,408.3 |
High |
1,484.8 |
1,478.3 |
-6.5 |
-0.4% |
1,484.8 |
Low |
1,447.3 |
1,461.6 |
14.3 |
1.0% |
1,403.5 |
Close |
1,453.6 |
1,467.4 |
13.8 |
0.9% |
1,453.6 |
Range |
37.5 |
16.7 |
-20.8 |
-55.5% |
81.3 |
ATR |
38.5 |
37.5 |
-1.0 |
-2.6% |
0.0 |
Volume |
239,659 |
122,508 |
-117,151 |
-48.9% |
981,864 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.2 |
1,510.0 |
1,476.6 |
|
R3 |
1,502.5 |
1,493.3 |
1,472.0 |
|
R2 |
1,485.8 |
1,485.8 |
1,470.5 |
|
R1 |
1,476.6 |
1,476.6 |
1,468.9 |
1,481.2 |
PP |
1,469.1 |
1,469.1 |
1,469.1 |
1,471.4 |
S1 |
1,459.9 |
1,459.9 |
1,465.9 |
1,464.5 |
S2 |
1,452.4 |
1,452.4 |
1,464.3 |
|
S3 |
1,435.7 |
1,443.2 |
1,462.8 |
|
S4 |
1,419.0 |
1,426.5 |
1,458.2 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.2 |
1,653.7 |
1,498.3 |
|
R3 |
1,609.9 |
1,572.4 |
1,476.0 |
|
R2 |
1,528.6 |
1,528.6 |
1,468.5 |
|
R1 |
1,491.1 |
1,491.1 |
1,461.1 |
1,509.9 |
PP |
1,447.3 |
1,447.3 |
1,447.3 |
1,456.7 |
S1 |
1,409.8 |
1,409.8 |
1,446.1 |
1,428.6 |
S2 |
1,366.0 |
1,366.0 |
1,438.7 |
|
S3 |
1,284.7 |
1,328.5 |
1,431.2 |
|
S4 |
1,203.4 |
1,247.2 |
1,408.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,484.8 |
1,404.0 |
80.8 |
5.5% |
29.5 |
2.0% |
78% |
False |
False |
183,538 |
10 |
1,484.8 |
1,321.5 |
163.3 |
11.1% |
40.1 |
2.7% |
89% |
False |
False |
223,106 |
20 |
1,604.3 |
1,321.5 |
282.8 |
19.3% |
42.2 |
2.9% |
52% |
False |
False |
230,633 |
40 |
1,618.3 |
1,321.5 |
296.8 |
20.2% |
28.4 |
1.9% |
49% |
False |
False |
138,867 |
60 |
1,689.1 |
1,321.5 |
367.6 |
25.1% |
26.4 |
1.8% |
40% |
False |
False |
95,199 |
80 |
1,700.0 |
1,321.5 |
378.5 |
25.8% |
24.2 |
1.7% |
39% |
False |
False |
72,631 |
100 |
1,728.8 |
1,321.5 |
407.3 |
27.8% |
23.1 |
1.6% |
36% |
False |
False |
58,548 |
120 |
1,759.5 |
1,321.5 |
438.0 |
29.8% |
22.0 |
1.5% |
33% |
False |
False |
49,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.3 |
2.618 |
1,522.0 |
1.618 |
1,505.3 |
1.000 |
1,495.0 |
0.618 |
1,488.6 |
HIGH |
1,478.3 |
0.618 |
1,471.9 |
0.500 |
1,470.0 |
0.382 |
1,468.0 |
LOW |
1,461.6 |
0.618 |
1,451.3 |
1.000 |
1,444.9 |
1.618 |
1,434.6 |
2.618 |
1,417.9 |
4.250 |
1,390.6 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,470.0 |
1,463.5 |
PP |
1,469.1 |
1,459.5 |
S1 |
1,468.3 |
1,455.6 |
|