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 |
1,478.3 |
1,480.7 |
2.4 |
0.2% |
1,411.3 |
High |
1,480.0 |
1,480.7 |
0.7 |
0.0% |
1,488.3 |
Low |
1,464.4 |
1,444.0 |
-20.4 |
-1.4% |
1,409.1 |
Close |
1,476.0 |
1,450.1 |
-25.9 |
-1.8% |
1,457.5 |
Range |
15.6 |
36.7 |
21.1 |
135.3% |
79.2 |
ATR |
34.4 |
34.6 |
0.2 |
0.5% |
0.0 |
Volume |
6,211 |
2,077 |
-4,134 |
-66.6% |
15,425 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.4 |
1,545.9 |
1,470.3 |
|
R3 |
1,531.7 |
1,509.2 |
1,460.2 |
|
R2 |
1,495.0 |
1,495.0 |
1,456.8 |
|
R1 |
1,472.5 |
1,472.5 |
1,453.5 |
1,465.4 |
PP |
1,458.3 |
1,458.3 |
1,458.3 |
1,454.7 |
S1 |
1,435.8 |
1,435.8 |
1,446.7 |
1,428.7 |
S2 |
1,421.6 |
1,421.6 |
1,443.4 |
|
S3 |
1,384.9 |
1,399.1 |
1,440.0 |
|
S4 |
1,348.2 |
1,362.4 |
1,429.9 |
|
|
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 |
1,432.1 |
56.2 |
3.9% |
28.8 |
2.0% |
32% |
False |
False |
3,992 |
10 |
1,488.3 |
1,344.8 |
143.5 |
9.9% |
31.7 |
2.2% |
73% |
False |
False |
3,685 |
20 |
1,594.6 |
1,325.0 |
269.6 |
18.6% |
39.6 |
2.7% |
46% |
False |
False |
4,515 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.5% |
27.1 |
1.9% |
42% |
False |
False |
3,048 |
60 |
1,694.3 |
1,325.0 |
369.3 |
25.5% |
24.7 |
1.7% |
34% |
False |
False |
2,895 |
80 |
1,705.5 |
1,325.0 |
380.5 |
26.2% |
22.2 |
1.5% |
33% |
False |
False |
2,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,636.7 |
2.618 |
1,576.8 |
1.618 |
1,540.1 |
1.000 |
1,517.4 |
0.618 |
1,503.4 |
HIGH |
1,480.7 |
0.618 |
1,466.7 |
0.500 |
1,462.4 |
0.382 |
1,458.0 |
LOW |
1,444.0 |
0.618 |
1,421.3 |
1.000 |
1,407.3 |
1.618 |
1,384.6 |
2.618 |
1,347.9 |
4.250 |
1,288.0 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,462.4 |
1,462.6 |
PP |
1,458.3 |
1,458.4 |
S1 |
1,454.2 |
1,454.3 |
|