Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,587.50 |
1,573.00 |
-14.50 |
-0.9% |
1,545.00 |
High |
1,589.00 |
1,588.25 |
-0.75 |
0.0% |
1,582.00 |
Low |
1,570.25 |
1,573.00 |
2.75 |
0.2% |
1,537.50 |
Close |
1,571.25 |
1,586.50 |
15.25 |
1.0% |
1,570.50 |
Range |
18.75 |
15.25 |
-3.50 |
-18.7% |
44.50 |
ATR |
17.68 |
17.63 |
-0.05 |
-0.3% |
0.00 |
Volume |
4,613 |
1,822 |
-2,791 |
-60.5% |
65,355 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,628.25 |
1,622.75 |
1,595.00 |
|
R3 |
1,613.00 |
1,607.50 |
1,590.75 |
|
R2 |
1,597.75 |
1,597.75 |
1,589.25 |
|
R1 |
1,592.25 |
1,592.25 |
1,588.00 |
1,595.00 |
PP |
1,582.50 |
1,582.50 |
1,582.50 |
1,584.00 |
S1 |
1,577.00 |
1,577.00 |
1,585.00 |
1,579.75 |
S2 |
1,567.25 |
1,567.25 |
1,583.75 |
|
S3 |
1,552.00 |
1,561.75 |
1,582.25 |
|
S4 |
1,536.75 |
1,546.50 |
1,578.00 |
|
|
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 |
1,566.75 |
22.25 |
1.4% |
15.00 |
0.9% |
89% |
False |
False |
7,527 |
10 |
1,589.00 |
1,530.25 |
58.75 |
3.7% |
16.00 |
1.0% |
96% |
False |
False |
9,641 |
20 |
1,589.00 |
1,524.75 |
64.25 |
4.0% |
19.25 |
1.2% |
96% |
False |
False |
9,327 |
40 |
1,589.00 |
1,523.50 |
65.50 |
4.1% |
16.25 |
1.0% |
96% |
False |
False |
5,398 |
60 |
1,589.00 |
1,470.25 |
118.75 |
7.5% |
15.25 |
1.0% |
98% |
False |
False |
3,671 |
80 |
1,589.00 |
1,433.25 |
155.75 |
9.8% |
13.50 |
0.8% |
98% |
False |
False |
2,807 |
100 |
1,589.00 |
1,370.50 |
218.50 |
13.8% |
13.00 |
0.8% |
99% |
False |
False |
2,255 |
120 |
1,589.00 |
1,330.50 |
258.50 |
16.3% |
11.50 |
0.7% |
99% |
False |
False |
1,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,653.00 |
2.618 |
1,628.25 |
1.618 |
1,613.00 |
1.000 |
1,603.50 |
0.618 |
1,597.75 |
HIGH |
1,588.25 |
0.618 |
1,582.50 |
0.500 |
1,580.50 |
0.382 |
1,578.75 |
LOW |
1,573.00 |
0.618 |
1,563.50 |
1.000 |
1,557.75 |
1.618 |
1,548.25 |
2.618 |
1,533.00 |
4.250 |
1,508.25 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,584.50 |
1,584.25 |
PP |
1,582.50 |
1,582.00 |
S1 |
1,580.50 |
1,579.50 |
|