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 |
1,476.0 |
1,476.9 |
0.9 |
0.1% |
1,407.4 |
High |
1,480.7 |
1,478.4 |
-2.3 |
-0.2% |
1,485.6 |
Low |
1,463.0 |
1,441.5 |
-21.5 |
-1.5% |
1,406.0 |
Close |
1,473.5 |
1,447.6 |
-25.9 |
-1.8% |
1,455.1 |
Range |
17.7 |
36.9 |
19.2 |
108.5% |
79.6 |
ATR |
34.9 |
35.1 |
0.1 |
0.4% |
0.0 |
Volume |
9,991 |
9,174 |
-817 |
-8.2% |
31,695 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.5 |
1,544.0 |
1,467.9 |
|
R3 |
1,529.6 |
1,507.1 |
1,457.7 |
|
R2 |
1,492.7 |
1,492.7 |
1,454.4 |
|
R1 |
1,470.2 |
1,470.2 |
1,451.0 |
1,463.0 |
PP |
1,455.8 |
1,455.8 |
1,455.8 |
1,452.3 |
S1 |
1,433.3 |
1,433.3 |
1,444.2 |
1,426.1 |
S2 |
1,418.9 |
1,418.9 |
1,440.8 |
|
S3 |
1,382.0 |
1,396.4 |
1,437.5 |
|
S4 |
1,345.1 |
1,359.5 |
1,427.3 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.7 |
1,651.0 |
1,498.9 |
|
R3 |
1,608.1 |
1,571.4 |
1,477.0 |
|
R2 |
1,528.5 |
1,528.5 |
1,469.7 |
|
R1 |
1,491.8 |
1,491.8 |
1,462.4 |
1,510.2 |
PP |
1,448.9 |
1,448.9 |
1,448.9 |
1,458.1 |
S1 |
1,412.2 |
1,412.2 |
1,447.8 |
1,430.6 |
S2 |
1,369.3 |
1,369.3 |
1,440.5 |
|
S3 |
1,289.7 |
1,332.6 |
1,433.2 |
|
S4 |
1,210.1 |
1,253.0 |
1,411.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,485.6 |
1,428.0 |
57.6 |
4.0% |
29.5 |
2.0% |
34% |
False |
False |
9,220 |
10 |
1,485.6 |
1,340.0 |
145.6 |
10.1% |
32.8 |
2.3% |
74% |
False |
False |
7,767 |
20 |
1,591.6 |
1,323.0 |
268.6 |
18.6% |
40.7 |
2.8% |
46% |
False |
False |
7,989 |
40 |
1,619.3 |
1,323.0 |
296.3 |
20.5% |
27.5 |
1.9% |
42% |
False |
False |
6,212 |
60 |
1,686.4 |
1,323.0 |
363.4 |
25.1% |
25.0 |
1.7% |
34% |
False |
False |
5,193 |
80 |
1,702.4 |
1,323.0 |
379.4 |
26.2% |
22.4 |
1.5% |
33% |
False |
False |
4,421 |
100 |
1,727.0 |
1,323.0 |
404.0 |
27.9% |
21.0 |
1.4% |
31% |
False |
False |
3,702 |
120 |
1,759.7 |
1,323.0 |
436.7 |
30.2% |
19.5 |
1.3% |
29% |
False |
False |
3,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,635.2 |
2.618 |
1,575.0 |
1.618 |
1,538.1 |
1.000 |
1,515.3 |
0.618 |
1,501.2 |
HIGH |
1,478.4 |
0.618 |
1,464.3 |
0.500 |
1,460.0 |
0.382 |
1,455.6 |
LOW |
1,441.5 |
0.618 |
1,418.7 |
1.000 |
1,404.6 |
1.618 |
1,381.8 |
2.618 |
1,344.9 |
4.250 |
1,284.7 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,460.0 |
1,461.1 |
PP |
1,455.8 |
1,456.6 |
S1 |
1,451.7 |
1,452.1 |
|