Trading Metrics calculated at close of trading on 30-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,468.4 |
1,478.3 |
9.9 |
0.7% |
1,411.3 |
High |
1,481.1 |
1,480.0 |
-1.1 |
-0.1% |
1,488.3 |
Low |
1,466.0 |
1,464.4 |
-1.6 |
-0.1% |
1,409.1 |
Close |
1,471.4 |
1,476.0 |
4.6 |
0.3% |
1,457.5 |
Range |
15.1 |
15.6 |
0.5 |
3.3% |
79.2 |
ATR |
35.9 |
34.4 |
-1.4 |
-4.0% |
0.0 |
Volume |
5,300 |
6,211 |
911 |
17.2% |
15,425 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.3 |
1,513.7 |
1,484.6 |
|
R3 |
1,504.7 |
1,498.1 |
1,480.3 |
|
R2 |
1,489.1 |
1,489.1 |
1,478.9 |
|
R1 |
1,482.5 |
1,482.5 |
1,477.4 |
1,478.0 |
PP |
1,473.5 |
1,473.5 |
1,473.5 |
1,471.2 |
S1 |
1,466.9 |
1,466.9 |
1,474.6 |
1,462.4 |
S2 |
1,457.9 |
1,457.9 |
1,473.1 |
|
S3 |
1,442.3 |
1,451.3 |
1,471.7 |
|
S4 |
1,426.7 |
1,435.7 |
1,467.4 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.2 |
1,652.6 |
1,501.1 |
|
R3 |
1,610.0 |
1,573.4 |
1,479.3 |
|
R2 |
1,530.8 |
1,530.8 |
1,472.0 |
|
R1 |
1,494.2 |
1,494.2 |
1,464.8 |
1,512.5 |
PP |
1,451.6 |
1,451.6 |
1,451.6 |
1,460.8 |
S1 |
1,415.0 |
1,415.0 |
1,450.2 |
1,433.3 |
S2 |
1,372.4 |
1,372.4 |
1,443.0 |
|
S3 |
1,293.2 |
1,335.8 |
1,435.7 |
|
S4 |
1,214.0 |
1,256.6 |
1,413.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,488.3 |
1,421.0 |
67.3 |
4.6% |
24.6 |
1.7% |
82% |
False |
False |
4,436 |
10 |
1,488.3 |
1,344.8 |
143.5 |
9.7% |
30.9 |
2.1% |
91% |
False |
False |
4,126 |
20 |
1,594.6 |
1,325.0 |
269.6 |
18.3% |
39.1 |
2.6% |
56% |
False |
False |
4,483 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.1% |
26.5 |
1.8% |
51% |
False |
False |
3,037 |
60 |
1,694.3 |
1,325.0 |
369.3 |
25.0% |
24.3 |
1.6% |
41% |
False |
False |
2,912 |
80 |
1,705.5 |
1,325.0 |
380.5 |
25.8% |
22.1 |
1.5% |
40% |
False |
False |
2,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,546.3 |
2.618 |
1,520.8 |
1.618 |
1,505.2 |
1.000 |
1,495.6 |
0.618 |
1,489.6 |
HIGH |
1,480.0 |
0.618 |
1,474.0 |
0.500 |
1,472.2 |
0.382 |
1,470.4 |
LOW |
1,464.4 |
0.618 |
1,454.8 |
1.000 |
1,448.8 |
1.618 |
1,439.2 |
2.618 |
1,423.6 |
4.250 |
1,398.1 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,474.7 |
1,474.1 |
PP |
1,473.5 |
1,472.2 |
S1 |
1,472.2 |
1,470.4 |
|