Trading Metrics calculated at close of trading on 29-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,575.50 |
1,570.25 |
-5.25 |
-0.3% |
1,545.00 |
High |
1,576.00 |
1,586.25 |
10.25 |
0.7% |
1,582.00 |
Low |
1,566.75 |
1,567.75 |
1.00 |
0.1% |
1,537.50 |
Close |
1,570.50 |
1,582.25 |
11.75 |
0.7% |
1,570.50 |
Range |
9.25 |
18.50 |
9.25 |
100.0% |
44.50 |
ATR |
17.91 |
17.95 |
0.04 |
0.2% |
0.00 |
Volume |
14,207 |
7,138 |
-7,069 |
-49.8% |
65,355 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.25 |
1,626.75 |
1,592.50 |
|
R3 |
1,615.75 |
1,608.25 |
1,587.25 |
|
R2 |
1,597.25 |
1,597.25 |
1,585.75 |
|
R1 |
1,589.75 |
1,589.75 |
1,584.00 |
1,593.50 |
PP |
1,578.75 |
1,578.75 |
1,578.75 |
1,580.50 |
S1 |
1,571.25 |
1,571.25 |
1,580.50 |
1,575.00 |
S2 |
1,560.25 |
1,560.25 |
1,578.75 |
|
S3 |
1,541.75 |
1,552.75 |
1,577.25 |
|
S4 |
1,523.25 |
1,534.25 |
1,572.00 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.75 |
1,678.25 |
1,595.00 |
|
R3 |
1,652.25 |
1,633.75 |
1,582.75 |
|
R2 |
1,607.75 |
1,607.75 |
1,578.75 |
|
R1 |
1,589.25 |
1,589.25 |
1,574.50 |
1,598.50 |
PP |
1,563.25 |
1,563.25 |
1,563.25 |
1,568.00 |
S1 |
1,544.75 |
1,544.75 |
1,566.50 |
1,554.00 |
S2 |
1,518.75 |
1,518.75 |
1,562.25 |
|
S3 |
1,474.25 |
1,500.25 |
1,558.25 |
|
S4 |
1,429.75 |
1,455.75 |
1,546.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,586.25 |
1,543.00 |
43.25 |
2.7% |
16.50 |
1.0% |
91% |
True |
False |
11,998 |
10 |
1,586.25 |
1,524.75 |
61.50 |
3.9% |
19.25 |
1.2% |
93% |
True |
False |
12,852 |
20 |
1,586.50 |
1,524.75 |
61.75 |
3.9% |
19.25 |
1.2% |
93% |
False |
False |
8,732 |
40 |
1,586.50 |
1,496.00 |
90.50 |
5.7% |
16.25 |
1.0% |
95% |
False |
False |
5,029 |
60 |
1,586.50 |
1,470.25 |
116.25 |
7.3% |
15.00 |
0.9% |
96% |
False |
False |
3,410 |
80 |
1,586.50 |
1,433.25 |
153.25 |
9.7% |
13.00 |
0.8% |
97% |
False |
False |
2,604 |
100 |
1,586.50 |
1,370.50 |
216.00 |
13.7% |
12.50 |
0.8% |
98% |
False |
False |
2,093 |
120 |
1,586.50 |
1,330.50 |
256.00 |
16.2% |
11.25 |
0.7% |
98% |
False |
False |
1,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,665.00 |
2.618 |
1,634.75 |
1.618 |
1,616.25 |
1.000 |
1,604.75 |
0.618 |
1,597.75 |
HIGH |
1,586.25 |
0.618 |
1,579.25 |
0.500 |
1,577.00 |
0.382 |
1,574.75 |
LOW |
1,567.75 |
0.618 |
1,556.25 |
1.000 |
1,549.25 |
1.618 |
1,537.75 |
2.618 |
1,519.25 |
4.250 |
1,489.00 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,580.50 |
1,580.00 |
PP |
1,578.75 |
1,577.75 |
S1 |
1,577.00 |
1,575.50 |
|