Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,756.78 |
14,618.59 |
-138.19 |
-0.9% |
14,565.25 |
High |
14,756.78 |
14,650.26 |
-106.52 |
-0.7% |
14,887.51 |
Low |
14,560.81 |
14,495.29 |
-65.52 |
-0.4% |
14,497.80 |
Close |
14,618.59 |
14,537.14 |
-81.45 |
-0.6% |
14,865.06 |
Range |
195.97 |
154.97 |
-41.00 |
-20.9% |
389.71 |
ATR |
130.51 |
132.26 |
1.75 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,025.81 |
14,936.44 |
14,622.37 |
|
R3 |
14,870.84 |
14,781.47 |
14,579.76 |
|
R2 |
14,715.87 |
14,715.87 |
14,565.55 |
|
R1 |
14,626.50 |
14,626.50 |
14,551.35 |
14,593.70 |
PP |
14,560.90 |
14,560.90 |
14,560.90 |
14,544.50 |
S1 |
14,471.53 |
14,471.53 |
14,522.93 |
14,438.73 |
S2 |
14,405.93 |
14,405.93 |
14,508.73 |
|
S3 |
14,250.96 |
14,316.56 |
14,494.52 |
|
S4 |
14,095.99 |
14,161.59 |
14,451.91 |
|
|
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 |
14,865.21 |
14,495.29 |
369.92 |
2.5% |
170.92 |
1.2% |
11% |
False |
True |
|
10 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
151.53 |
1.0% |
23% |
False |
False |
|
20 |
14,887.51 |
14,383.02 |
504.49 |
3.5% |
131.97 |
0.9% |
31% |
False |
False |
|
40 |
14,887.51 |
13,784.01 |
1,103.50 |
7.6% |
123.51 |
0.8% |
68% |
False |
False |
|
60 |
14,887.51 |
13,710.13 |
1,177.38 |
8.1% |
113.21 |
0.8% |
70% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.8% |
113.72 |
0.8% |
83% |
False |
False |
|
100 |
14,887.51 |
12,765.32 |
2,122.19 |
14.6% |
113.47 |
0.8% |
83% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.6% |
118.66 |
0.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,308.88 |
2.618 |
15,055.97 |
1.618 |
14,901.00 |
1.000 |
14,805.23 |
0.618 |
14,746.03 |
HIGH |
14,650.26 |
0.618 |
14,591.06 |
0.500 |
14,572.78 |
0.382 |
14,554.49 |
LOW |
14,495.29 |
0.618 |
14,399.52 |
1.000 |
14,340.32 |
1.618 |
14,244.55 |
2.618 |
14,089.58 |
4.250 |
13,836.67 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,572.78 |
14,628.51 |
PP |
14,560.90 |
14,598.05 |
S1 |
14,549.02 |
14,567.60 |
|