Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
1,462.5 |
1,470.4 |
7.9 |
0.5% |
1,468.4 |
High |
1,476.0 |
1,490.5 |
14.5 |
1.0% |
1,490.5 |
Low |
1,454.8 |
1,460.0 |
5.2 |
0.4% |
1,444.0 |
Close |
1,471.6 |
1,468.0 |
-3.6 |
-0.2% |
1,468.0 |
Range |
21.2 |
30.5 |
9.3 |
43.9% |
46.5 |
ATR |
34.0 |
33.7 |
-0.2 |
-0.7% |
0.0 |
Volume |
3,719 |
2,616 |
-1,103 |
-29.7% |
19,923 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.3 |
1,546.7 |
1,484.8 |
|
R3 |
1,533.8 |
1,516.2 |
1,476.4 |
|
R2 |
1,503.3 |
1,503.3 |
1,473.6 |
|
R1 |
1,485.7 |
1,485.7 |
1,470.8 |
1,479.3 |
PP |
1,472.8 |
1,472.8 |
1,472.8 |
1,469.6 |
S1 |
1,455.2 |
1,455.2 |
1,465.2 |
1,448.8 |
S2 |
1,442.3 |
1,442.3 |
1,462.4 |
|
S3 |
1,411.8 |
1,424.7 |
1,459.6 |
|
S4 |
1,381.3 |
1,394.2 |
1,451.2 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.0 |
1,584.0 |
1,493.6 |
|
R3 |
1,560.5 |
1,537.5 |
1,480.8 |
|
R2 |
1,514.0 |
1,514.0 |
1,476.5 |
|
R1 |
1,491.0 |
1,491.0 |
1,472.3 |
1,479.3 |
PP |
1,467.5 |
1,467.5 |
1,467.5 |
1,461.6 |
S1 |
1,444.5 |
1,444.5 |
1,463.7 |
1,432.8 |
S2 |
1,421.0 |
1,421.0 |
1,459.5 |
|
S3 |
1,374.5 |
1,398.0 |
1,455.2 |
|
S4 |
1,328.0 |
1,351.5 |
1,442.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,490.5 |
1,444.0 |
46.5 |
3.2% |
23.8 |
1.6% |
52% |
True |
False |
3,984 |
10 |
1,490.5 |
1,409.1 |
81.4 |
5.5% |
27.0 |
1.8% |
72% |
True |
False |
3,534 |
20 |
1,594.6 |
1,325.0 |
269.6 |
18.4% |
39.8 |
2.7% |
53% |
False |
False |
4,499 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.2% |
27.8 |
1.9% |
48% |
False |
False |
3,134 |
60 |
1,691.0 |
1,325.0 |
366.0 |
24.9% |
25.1 |
1.7% |
39% |
False |
False |
2,930 |
80 |
1,705.5 |
1,325.0 |
380.5 |
25.9% |
22.5 |
1.5% |
38% |
False |
False |
2,591 |
100 |
1,733.5 |
1,325.0 |
408.5 |
27.8% |
21.3 |
1.5% |
35% |
False |
False |
2,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,620.1 |
2.618 |
1,570.3 |
1.618 |
1,539.8 |
1.000 |
1,521.0 |
0.618 |
1,509.3 |
HIGH |
1,490.5 |
0.618 |
1,478.8 |
0.500 |
1,475.3 |
0.382 |
1,471.7 |
LOW |
1,460.0 |
0.618 |
1,441.2 |
1.000 |
1,429.5 |
1.618 |
1,410.7 |
2.618 |
1,380.2 |
4.250 |
1,330.4 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1,475.3 |
1,467.8 |
PP |
1,472.8 |
1,467.5 |
S1 |
1,470.4 |
1,467.3 |
|