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 |
1,582.75 |
1,587.50 |
4.75 |
0.3% |
1,545.00 |
High |
1,588.50 |
1,589.00 |
0.50 |
0.0% |
1,582.00 |
Low |
1,575.50 |
1,570.25 |
-5.25 |
-0.3% |
1,537.50 |
Close |
1,586.25 |
1,571.25 |
-15.00 |
-0.9% |
1,570.50 |
Range |
13.00 |
18.75 |
5.75 |
44.2% |
44.50 |
ATR |
17.59 |
17.68 |
0.08 |
0.5% |
0.00 |
Volume |
9,856 |
4,613 |
-5,243 |
-53.2% |
65,355 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.00 |
1,621.00 |
1,581.50 |
|
R3 |
1,614.25 |
1,602.25 |
1,576.50 |
|
R2 |
1,595.50 |
1,595.50 |
1,574.75 |
|
R1 |
1,583.50 |
1,583.50 |
1,573.00 |
1,580.00 |
PP |
1,576.75 |
1,576.75 |
1,576.75 |
1,575.25 |
S1 |
1,564.75 |
1,564.75 |
1,569.50 |
1,561.50 |
S2 |
1,558.00 |
1,558.00 |
1,567.75 |
|
S3 |
1,539.25 |
1,546.00 |
1,566.00 |
|
S4 |
1,520.50 |
1,527.25 |
1,561.00 |
|
|
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 |
1,589.00 |
1,564.50 |
24.50 |
1.6% |
15.50 |
1.0% |
28% |
True |
False |
10,194 |
10 |
1,589.00 |
1,524.75 |
64.25 |
4.1% |
16.75 |
1.1% |
72% |
True |
False |
11,677 |
20 |
1,589.00 |
1,524.75 |
64.25 |
4.1% |
19.00 |
1.2% |
72% |
True |
False |
9,289 |
40 |
1,589.00 |
1,523.50 |
65.50 |
4.2% |
16.00 |
1.0% |
73% |
True |
False |
5,360 |
60 |
1,589.00 |
1,470.25 |
118.75 |
7.6% |
15.25 |
1.0% |
85% |
True |
False |
3,641 |
80 |
1,589.00 |
1,433.25 |
155.75 |
9.9% |
13.25 |
0.8% |
89% |
True |
False |
2,784 |
100 |
1,589.00 |
1,370.50 |
218.50 |
13.9% |
12.75 |
0.8% |
92% |
True |
False |
2,236 |
120 |
1,589.00 |
1,330.50 |
258.50 |
16.5% |
11.50 |
0.7% |
93% |
True |
False |
1,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,668.75 |
2.618 |
1,638.00 |
1.618 |
1,619.25 |
1.000 |
1,607.75 |
0.618 |
1,600.50 |
HIGH |
1,589.00 |
0.618 |
1,581.75 |
0.500 |
1,579.50 |
0.382 |
1,577.50 |
LOW |
1,570.25 |
0.618 |
1,558.75 |
1.000 |
1,551.50 |
1.618 |
1,540.00 |
2.618 |
1,521.25 |
4.250 |
1,490.50 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,579.50 |
1,578.50 |
PP |
1,576.75 |
1,576.00 |
S1 |
1,574.00 |
1,573.50 |
|