Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,599.20 |
14,756.78 |
157.58 |
1.1% |
14,565.25 |
High |
14,761.73 |
14,756.78 |
-4.95 |
0.0% |
14,887.51 |
Low |
14,599.20 |
14,560.81 |
-38.39 |
-0.3% |
14,497.80 |
Close |
14,756.78 |
14,618.59 |
-138.19 |
-0.9% |
14,865.06 |
Range |
162.53 |
195.97 |
33.44 |
20.6% |
389.71 |
ATR |
125.48 |
130.51 |
5.04 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,233.30 |
15,121.92 |
14,726.37 |
|
R3 |
15,037.33 |
14,925.95 |
14,672.48 |
|
R2 |
14,841.36 |
14,841.36 |
14,654.52 |
|
R1 |
14,729.98 |
14,729.98 |
14,636.55 |
14,687.69 |
PP |
14,645.39 |
14,645.39 |
14,645.39 |
14,624.25 |
S1 |
14,534.01 |
14,534.01 |
14,600.63 |
14,491.72 |
S2 |
14,449.42 |
14,449.42 |
14,582.66 |
|
S3 |
14,253.45 |
14,338.04 |
14,564.70 |
|
S4 |
14,057.48 |
14,142.07 |
14,510.81 |
|
|
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 |
14,560.81 |
326.70 |
2.2% |
160.35 |
1.1% |
18% |
False |
True |
|
10 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
144.68 |
1.0% |
41% |
False |
False |
|
20 |
14,887.51 |
14,383.02 |
504.49 |
3.5% |
128.78 |
0.9% |
47% |
False |
False |
|
40 |
14,887.51 |
13,784.01 |
1,103.50 |
7.5% |
123.11 |
0.8% |
76% |
False |
False |
|
60 |
14,887.51 |
13,622.96 |
1,264.55 |
8.7% |
112.11 |
0.8% |
79% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.7% |
113.02 |
0.8% |
87% |
False |
False |
|
100 |
14,887.51 |
12,765.32 |
2,122.19 |
14.5% |
112.51 |
0.8% |
87% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.5% |
119.55 |
0.8% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,589.65 |
2.618 |
15,269.83 |
1.618 |
15,073.86 |
1.000 |
14,952.75 |
0.618 |
14,877.89 |
HIGH |
14,756.78 |
0.618 |
14,681.92 |
0.500 |
14,658.80 |
0.382 |
14,635.67 |
LOW |
14,560.81 |
0.618 |
14,439.70 |
1.000 |
14,364.84 |
1.618 |
14,243.73 |
2.618 |
14,047.76 |
4.250 |
13,727.94 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,658.80 |
14,712.94 |
PP |
14,645.39 |
14,681.49 |
S1 |
14,631.99 |
14,650.04 |
|