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 |
1,476.6 |
1,475.6 |
-1.0 |
-0.1% |
1,408.3 |
High |
1,479.5 |
1,477.4 |
-2.1 |
-0.1% |
1,484.8 |
Low |
1,460.5 |
1,439.7 |
-20.8 |
-1.4% |
1,403.5 |
Close |
1,472.1 |
1,446.2 |
-25.9 |
-1.8% |
1,453.6 |
Range |
19.0 |
37.7 |
18.7 |
98.4% |
81.3 |
ATR |
36.2 |
36.3 |
0.1 |
0.3% |
0.0 |
Volume |
154,104 |
170,191 |
16,087 |
10.4% |
981,864 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,567.5 |
1,544.6 |
1,466.9 |
|
R3 |
1,529.8 |
1,506.9 |
1,456.6 |
|
R2 |
1,492.1 |
1,492.1 |
1,453.1 |
|
R1 |
1,469.2 |
1,469.2 |
1,449.7 |
1,461.8 |
PP |
1,454.4 |
1,454.4 |
1,454.4 |
1,450.8 |
S1 |
1,431.5 |
1,431.5 |
1,442.7 |
1,424.1 |
S2 |
1,416.7 |
1,416.7 |
1,439.3 |
|
S3 |
1,379.0 |
1,393.8 |
1,435.8 |
|
S4 |
1,341.3 |
1,356.1 |
1,425.5 |
|
|
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 |
1,426.3 |
58.5 |
4.0% |
30.6 |
2.1% |
34% |
False |
False |
176,756 |
10 |
1,484.8 |
1,335.6 |
149.2 |
10.3% |
34.5 |
2.4% |
74% |
False |
False |
187,527 |
20 |
1,590.1 |
1,321.5 |
268.6 |
18.6% |
42.2 |
2.9% |
46% |
False |
False |
228,087 |
40 |
1,618.3 |
1,321.5 |
296.8 |
20.5% |
29.1 |
2.0% |
42% |
False |
False |
146,469 |
60 |
1,689.1 |
1,321.5 |
367.6 |
25.4% |
26.7 |
1.8% |
34% |
False |
False |
100,432 |
80 |
1,700.0 |
1,321.5 |
378.5 |
26.2% |
24.2 |
1.7% |
33% |
False |
False |
76,529 |
100 |
1,728.8 |
1,321.5 |
407.3 |
28.2% |
23.2 |
1.6% |
31% |
False |
False |
61,736 |
120 |
1,759.5 |
1,321.5 |
438.0 |
30.3% |
22.0 |
1.5% |
28% |
False |
False |
51,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,637.6 |
2.618 |
1,576.1 |
1.618 |
1,538.4 |
1.000 |
1,515.1 |
0.618 |
1,500.7 |
HIGH |
1,477.4 |
0.618 |
1,463.0 |
0.500 |
1,458.6 |
0.382 |
1,454.1 |
LOW |
1,439.7 |
0.618 |
1,416.4 |
1.000 |
1,402.0 |
1.618 |
1,378.7 |
2.618 |
1,341.0 |
4.250 |
1,279.5 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,458.6 |
1,459.6 |
PP |
1,454.4 |
1,455.1 |
S1 |
1,450.3 |
1,450.7 |
|