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 |
1,459.1 |
1,468.2 |
9.1 |
0.6% |
1,467.9 |
High |
1,473.7 |
1,488.5 |
14.8 |
1.0% |
1,488.5 |
Low |
1,450.0 |
1,457.9 |
7.9 |
0.5% |
1,441.5 |
Close |
1,469.1 |
1,465.6 |
-3.5 |
-0.2% |
1,465.6 |
Range |
23.7 |
30.6 |
6.9 |
29.1% |
47.0 |
ATR |
34.4 |
34.2 |
-0.3 |
-0.8% |
0.0 |
Volume |
6,947 |
4,840 |
-2,107 |
-30.3% |
46,141 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.5 |
1,544.6 |
1,482.4 |
|
R3 |
1,531.9 |
1,514.0 |
1,474.0 |
|
R2 |
1,501.3 |
1,501.3 |
1,471.2 |
|
R1 |
1,483.4 |
1,483.4 |
1,468.4 |
1,477.1 |
PP |
1,470.7 |
1,470.7 |
1,470.7 |
1,467.5 |
S1 |
1,452.8 |
1,452.8 |
1,462.8 |
1,446.5 |
S2 |
1,440.1 |
1,440.1 |
1,460.0 |
|
S3 |
1,409.5 |
1,422.2 |
1,457.2 |
|
S4 |
1,378.9 |
1,391.6 |
1,448.8 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.2 |
1,582.9 |
1,491.5 |
|
R3 |
1,559.2 |
1,535.9 |
1,478.5 |
|
R2 |
1,512.2 |
1,512.2 |
1,474.2 |
|
R1 |
1,488.9 |
1,488.9 |
1,469.9 |
1,477.1 |
PP |
1,465.2 |
1,465.2 |
1,465.2 |
1,459.3 |
S1 |
1,441.9 |
1,441.9 |
1,461.3 |
1,430.1 |
S2 |
1,418.2 |
1,418.2 |
1,457.0 |
|
S3 |
1,371.2 |
1,394.9 |
1,452.7 |
|
S4 |
1,324.2 |
1,347.9 |
1,439.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,488.5 |
1,441.5 |
47.0 |
3.2% |
24.9 |
1.7% |
51% |
True |
False |
9,228 |
10 |
1,488.5 |
1,406.0 |
82.5 |
5.6% |
28.1 |
1.9% |
72% |
True |
False |
7,783 |
20 |
1,591.6 |
1,323.0 |
268.6 |
18.3% |
40.9 |
2.8% |
53% |
False |
False |
7,979 |
40 |
1,619.3 |
1,323.0 |
296.3 |
20.2% |
28.2 |
1.9% |
48% |
False |
False |
6,254 |
60 |
1,686.4 |
1,323.0 |
363.4 |
24.8% |
25.6 |
1.7% |
39% |
False |
False |
5,313 |
80 |
1,702.4 |
1,323.0 |
379.4 |
25.9% |
22.7 |
1.5% |
38% |
False |
False |
4,543 |
100 |
1,727.0 |
1,323.0 |
404.0 |
27.6% |
21.3 |
1.5% |
35% |
False |
False |
3,810 |
120 |
1,759.7 |
1,323.0 |
436.7 |
29.8% |
19.7 |
1.3% |
33% |
False |
False |
3,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,618.6 |
2.618 |
1,568.6 |
1.618 |
1,538.0 |
1.000 |
1,519.1 |
0.618 |
1,507.4 |
HIGH |
1,488.5 |
0.618 |
1,476.8 |
0.500 |
1,473.2 |
0.382 |
1,469.6 |
LOW |
1,457.9 |
0.618 |
1,439.0 |
1.000 |
1,427.3 |
1.618 |
1,408.4 |
2.618 |
1,377.8 |
4.250 |
1,327.9 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,473.2 |
1,465.4 |
PP |
1,470.7 |
1,465.2 |
S1 |
1,468.1 |
1,465.0 |
|