Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,618.59 |
14,537.14 |
-81.45 |
-0.6% |
14,865.06 |
High |
14,650.26 |
14,553.73 |
-96.53 |
-0.7% |
14,865.06 |
Low |
14,495.29 |
14,444.03 |
-51.26 |
-0.4% |
14,444.03 |
Close |
14,537.14 |
14,547.51 |
10.37 |
0.1% |
14,547.51 |
Range |
154.97 |
109.70 |
-45.27 |
-29.2% |
421.03 |
ATR |
132.26 |
130.65 |
-1.61 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,844.19 |
14,805.55 |
14,607.85 |
|
R3 |
14,734.49 |
14,695.85 |
14,577.68 |
|
R2 |
14,624.79 |
14,624.79 |
14,567.62 |
|
R1 |
14,586.15 |
14,586.15 |
14,557.57 |
14,605.47 |
PP |
14,515.09 |
14,515.09 |
14,515.09 |
14,524.75 |
S1 |
14,476.45 |
14,476.45 |
14,537.45 |
14,495.77 |
S2 |
14,405.39 |
14,405.39 |
14,527.40 |
|
S3 |
14,295.69 |
14,366.75 |
14,517.34 |
|
S4 |
14,185.99 |
14,257.05 |
14,487.18 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,881.96 |
15,635.76 |
14,779.08 |
|
R3 |
15,460.93 |
15,214.73 |
14,663.29 |
|
R2 |
15,039.90 |
15,039.90 |
14,624.70 |
|
R1 |
14,793.70 |
14,793.70 |
14,586.10 |
14,706.29 |
PP |
14,618.87 |
14,618.87 |
14,618.87 |
14,575.16 |
S1 |
14,372.67 |
14,372.67 |
14,508.92 |
14,285.26 |
S2 |
14,197.84 |
14,197.84 |
14,470.32 |
|
S3 |
13,776.81 |
13,951.64 |
14,431.73 |
|
S4 |
13,355.78 |
13,530.61 |
14,315.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,865.06 |
14,444.03 |
421.03 |
2.9% |
177.93 |
1.2% |
25% |
False |
True |
|
10 |
14,887.51 |
14,444.03 |
443.48 |
3.0% |
145.33 |
1.0% |
23% |
False |
True |
|
20 |
14,887.51 |
14,395.00 |
492.51 |
3.4% |
131.02 |
0.9% |
31% |
False |
False |
|
40 |
14,887.51 |
13,784.01 |
1,103.50 |
7.6% |
123.92 |
0.9% |
69% |
False |
False |
|
60 |
14,887.51 |
13,779.33 |
1,108.18 |
7.6% |
113.63 |
0.8% |
69% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.8% |
112.75 |
0.8% |
83% |
False |
False |
|
100 |
14,887.51 |
12,765.32 |
2,122.19 |
14.6% |
112.78 |
0.8% |
84% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.6% |
118.81 |
0.8% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,019.96 |
2.618 |
14,840.92 |
1.618 |
14,731.22 |
1.000 |
14,663.43 |
0.618 |
14,621.52 |
HIGH |
14,553.73 |
0.618 |
14,511.82 |
0.500 |
14,498.88 |
0.382 |
14,485.94 |
LOW |
14,444.03 |
0.618 |
14,376.24 |
1.000 |
14,334.33 |
1.618 |
14,266.54 |
2.618 |
14,156.84 |
4.250 |
13,977.81 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,531.30 |
14,600.41 |
PP |
14,515.09 |
14,582.77 |
S1 |
14,498.88 |
14,565.14 |
|