Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,865.06 |
14,599.20 |
-265.86 |
-1.8% |
14,565.25 |
High |
14,865.06 |
14,761.73 |
-103.33 |
-0.7% |
14,887.51 |
Low |
14,598.58 |
14,599.20 |
0.62 |
0.0% |
14,497.80 |
Close |
14,599.20 |
14,756.78 |
157.58 |
1.1% |
14,865.06 |
Range |
266.48 |
162.53 |
-103.95 |
-39.0% |
389.71 |
ATR |
122.63 |
125.48 |
2.85 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,193.49 |
15,137.67 |
14,846.17 |
|
R3 |
15,030.96 |
14,975.14 |
14,801.48 |
|
R2 |
14,868.43 |
14,868.43 |
14,786.58 |
|
R1 |
14,812.61 |
14,812.61 |
14,771.68 |
14,840.52 |
PP |
14,705.90 |
14,705.90 |
14,705.90 |
14,719.86 |
S1 |
14,650.08 |
14,650.08 |
14,741.88 |
14,677.99 |
S2 |
14,543.37 |
14,543.37 |
14,726.98 |
|
S3 |
14,380.84 |
14,487.55 |
14,712.08 |
|
S4 |
14,218.31 |
14,325.02 |
14,667.39 |
|
|
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 |
14,598.58 |
288.93 |
2.0% |
151.80 |
1.0% |
55% |
False |
False |
|
10 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
140.86 |
1.0% |
71% |
False |
False |
|
20 |
14,887.51 |
14,382.09 |
505.42 |
3.4% |
125.59 |
0.9% |
74% |
False |
False |
|
40 |
14,887.51 |
13,784.01 |
1,103.50 |
7.5% |
119.88 |
0.8% |
88% |
False |
False |
|
60 |
14,887.51 |
13,571.86 |
1,315.65 |
8.9% |
110.15 |
0.7% |
90% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.6% |
111.89 |
0.8% |
93% |
False |
False |
|
100 |
14,887.51 |
12,701.07 |
2,186.44 |
14.8% |
111.63 |
0.8% |
94% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.4% |
119.03 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,452.48 |
2.618 |
15,187.23 |
1.618 |
15,024.70 |
1.000 |
14,924.26 |
0.618 |
14,862.17 |
HIGH |
14,761.73 |
0.618 |
14,699.64 |
0.500 |
14,680.47 |
0.382 |
14,661.29 |
LOW |
14,599.20 |
0.618 |
14,498.76 |
1.000 |
14,436.67 |
1.618 |
14,336.23 |
2.618 |
14,173.70 |
4.250 |
13,908.45 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,731.34 |
14,748.49 |
PP |
14,705.90 |
14,740.19 |
S1 |
14,680.47 |
14,731.90 |
|