Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,457.0 |
1,466.2 |
9.2 |
0.6% |
1,466.2 |
High |
1,473.3 |
1,487.2 |
13.9 |
0.9% |
1,487.2 |
Low |
1,448.1 |
1,455.4 |
7.3 |
0.5% |
1,439.7 |
Close |
1,467.6 |
1,464.2 |
-3.4 |
-0.2% |
1,464.2 |
Range |
25.2 |
31.8 |
6.6 |
26.2% |
47.5 |
ATR |
35.7 |
35.4 |
-0.3 |
-0.8% |
0.0 |
Volume |
152,834 |
175,030 |
22,196 |
14.5% |
774,667 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.3 |
1,546.1 |
1,481.7 |
|
R3 |
1,532.5 |
1,514.3 |
1,472.9 |
|
R2 |
1,500.7 |
1,500.7 |
1,470.0 |
|
R1 |
1,482.5 |
1,482.5 |
1,467.1 |
1,475.7 |
PP |
1,468.9 |
1,468.9 |
1,468.9 |
1,465.6 |
S1 |
1,450.7 |
1,450.7 |
1,461.3 |
1,443.9 |
S2 |
1,437.1 |
1,437.1 |
1,458.4 |
|
S3 |
1,405.3 |
1,418.9 |
1,455.5 |
|
S4 |
1,373.5 |
1,387.1 |
1,446.7 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.2 |
1,582.7 |
1,490.3 |
|
R3 |
1,558.7 |
1,535.2 |
1,477.3 |
|
R2 |
1,511.2 |
1,511.2 |
1,472.9 |
|
R1 |
1,487.7 |
1,487.7 |
1,468.6 |
1,475.7 |
PP |
1,463.7 |
1,463.7 |
1,463.7 |
1,457.7 |
S1 |
1,440.2 |
1,440.2 |
1,459.8 |
1,428.2 |
S2 |
1,416.2 |
1,416.2 |
1,455.5 |
|
S3 |
1,368.7 |
1,392.7 |
1,451.1 |
|
S4 |
1,321.2 |
1,345.2 |
1,438.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,487.2 |
1,439.7 |
47.5 |
3.2% |
26.1 |
1.8% |
52% |
True |
False |
154,933 |
10 |
1,487.2 |
1,403.5 |
83.7 |
5.7% |
29.6 |
2.0% |
73% |
True |
False |
175,653 |
20 |
1,590.1 |
1,321.5 |
268.6 |
18.3% |
42.4 |
2.9% |
53% |
False |
False |
225,514 |
40 |
1,618.3 |
1,321.5 |
296.8 |
20.3% |
29.9 |
2.0% |
48% |
False |
False |
153,973 |
60 |
1,685.8 |
1,321.5 |
364.3 |
24.9% |
27.2 |
1.9% |
39% |
False |
False |
105,772 |
80 |
1,700.0 |
1,321.5 |
378.5 |
25.9% |
24.5 |
1.7% |
38% |
False |
False |
80,540 |
100 |
1,728.8 |
1,321.5 |
407.3 |
27.8% |
23.4 |
1.6% |
35% |
False |
False |
64,983 |
120 |
1,759.5 |
1,321.5 |
438.0 |
29.9% |
22.1 |
1.5% |
33% |
False |
False |
54,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,622.4 |
2.618 |
1,570.5 |
1.618 |
1,538.7 |
1.000 |
1,519.0 |
0.618 |
1,506.9 |
HIGH |
1,487.2 |
0.618 |
1,475.1 |
0.500 |
1,471.3 |
0.382 |
1,467.5 |
LOW |
1,455.4 |
0.618 |
1,435.7 |
1.000 |
1,423.6 |
1.618 |
1,403.9 |
2.618 |
1,372.1 |
4.250 |
1,320.3 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,471.3 |
1,464.0 |
PP |
1,468.9 |
1,463.7 |
S1 |
1,466.6 |
1,463.5 |
|