Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,865.14 |
14,865.06 |
-0.08 |
0.0% |
14,565.25 |
High |
14,865.21 |
14,865.06 |
-0.15 |
0.0% |
14,887.51 |
Low |
14,790.57 |
14,598.58 |
-191.99 |
-1.3% |
14,497.80 |
Close |
14,865.06 |
14,599.20 |
-265.86 |
-1.8% |
14,865.06 |
Range |
74.64 |
266.48 |
191.84 |
257.0% |
389.71 |
ATR |
111.56 |
122.63 |
11.07 |
9.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,487.05 |
15,309.61 |
14,745.76 |
|
R3 |
15,220.57 |
15,043.13 |
14,672.48 |
|
R2 |
14,954.09 |
14,954.09 |
14,648.05 |
|
R1 |
14,776.65 |
14,776.65 |
14,623.63 |
14,732.13 |
PP |
14,687.61 |
14,687.61 |
14,687.61 |
14,665.36 |
S1 |
14,510.17 |
14,510.17 |
14,574.77 |
14,465.65 |
S2 |
14,421.13 |
14,421.13 |
14,550.35 |
|
S3 |
14,154.65 |
14,243.69 |
14,525.92 |
|
S4 |
13,888.17 |
13,977.21 |
14,452.64 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,919.25 |
15,781.87 |
15,079.40 |
|
R3 |
15,529.54 |
15,392.16 |
14,972.23 |
|
R2 |
15,139.83 |
15,139.83 |
14,936.51 |
|
R1 |
15,002.45 |
15,002.45 |
14,900.78 |
15,071.14 |
PP |
14,750.12 |
14,750.12 |
14,750.12 |
14,784.47 |
S1 |
14,612.74 |
14,612.74 |
14,829.34 |
14,681.43 |
S2 |
14,360.41 |
14,360.41 |
14,793.61 |
|
S3 |
13,970.70 |
14,223.03 |
14,757.89 |
|
S4 |
13,580.99 |
13,833.32 |
14,650.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,887.51 |
14,598.50 |
289.01 |
2.0% |
142.89 |
1.0% |
0% |
False |
False |
|
10 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
135.77 |
0.9% |
36% |
False |
False |
|
20 |
14,887.51 |
14,382.09 |
505.42 |
3.5% |
123.33 |
0.8% |
43% |
False |
False |
|
40 |
14,887.51 |
13,784.01 |
1,103.50 |
7.6% |
118.20 |
0.8% |
74% |
False |
False |
|
60 |
14,887.51 |
13,510.24 |
1,377.27 |
9.4% |
109.50 |
0.8% |
79% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.7% |
111.53 |
0.8% |
86% |
False |
False |
|
100 |
14,887.51 |
12,590.23 |
2,297.28 |
15.7% |
112.06 |
0.8% |
87% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.5% |
119.62 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,997.60 |
2.618 |
15,562.70 |
1.618 |
15,296.22 |
1.000 |
15,131.54 |
0.618 |
15,029.74 |
HIGH |
14,865.06 |
0.618 |
14,763.26 |
0.500 |
14,731.82 |
0.382 |
14,700.38 |
LOW |
14,598.58 |
0.618 |
14,433.90 |
1.000 |
14,332.10 |
1.618 |
14,167.42 |
2.618 |
13,900.94 |
4.250 |
13,466.04 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,731.82 |
14,743.05 |
PP |
14,687.61 |
14,695.10 |
S1 |
14,643.41 |
14,647.15 |
|