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 |
1,466.2 |
1,476.6 |
10.4 |
0.7% |
1,408.3 |
High |
1,478.3 |
1,479.5 |
1.2 |
0.1% |
1,484.8 |
Low |
1,461.6 |
1,460.5 |
-1.1 |
-0.1% |
1,403.5 |
Close |
1,467.4 |
1,472.1 |
4.7 |
0.3% |
1,453.6 |
Range |
16.7 |
19.0 |
2.3 |
13.8% |
81.3 |
ATR |
37.5 |
36.2 |
-1.3 |
-3.5% |
0.0 |
Volume |
122,508 |
154,104 |
31,596 |
25.8% |
981,864 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.7 |
1,518.9 |
1,482.6 |
|
R3 |
1,508.7 |
1,499.9 |
1,477.3 |
|
R2 |
1,489.7 |
1,489.7 |
1,475.6 |
|
R1 |
1,480.9 |
1,480.9 |
1,473.8 |
1,475.8 |
PP |
1,470.7 |
1,470.7 |
1,470.7 |
1,468.2 |
S1 |
1,461.9 |
1,461.9 |
1,470.4 |
1,456.8 |
S2 |
1,451.7 |
1,451.7 |
1,468.6 |
|
S3 |
1,432.7 |
1,442.9 |
1,466.9 |
|
S4 |
1,413.7 |
1,423.9 |
1,461.7 |
|
|
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 |
1,411.5 |
73.3 |
5.0% |
27.5 |
1.9% |
83% |
False |
False |
171,178 |
10 |
1,484.8 |
1,335.6 |
149.2 |
10.1% |
33.8 |
2.3% |
91% |
False |
False |
196,038 |
20 |
1,590.1 |
1,321.5 |
268.6 |
18.2% |
41.7 |
2.8% |
56% |
False |
False |
230,053 |
40 |
1,618.3 |
1,321.5 |
296.8 |
20.2% |
28.6 |
1.9% |
51% |
False |
False |
142,459 |
60 |
1,689.1 |
1,321.5 |
367.6 |
25.0% |
26.3 |
1.8% |
41% |
False |
False |
97,652 |
80 |
1,700.0 |
1,321.5 |
378.5 |
25.7% |
24.1 |
1.6% |
40% |
False |
False |
74,498 |
100 |
1,728.8 |
1,321.5 |
407.3 |
27.7% |
23.0 |
1.6% |
37% |
False |
False |
60,081 |
120 |
1,759.5 |
1,321.5 |
438.0 |
29.8% |
22.0 |
1.5% |
34% |
False |
False |
50,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.3 |
2.618 |
1,529.2 |
1.618 |
1,510.2 |
1.000 |
1,498.5 |
0.618 |
1,491.2 |
HIGH |
1,479.5 |
0.618 |
1,472.2 |
0.500 |
1,470.0 |
0.382 |
1,467.8 |
LOW |
1,460.5 |
0.618 |
1,448.8 |
1.000 |
1,441.5 |
1.618 |
1,429.8 |
2.618 |
1,410.8 |
4.250 |
1,379.8 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,471.4 |
1,470.1 |
PP |
1,470.7 |
1,468.1 |
S1 |
1,470.0 |
1,466.1 |
|