Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,537.14 |
14,547.51 |
10.37 |
0.1% |
14,865.06 |
High |
14,553.73 |
14,588.83 |
35.10 |
0.2% |
14,865.06 |
Low |
14,444.03 |
14,457.60 |
13.57 |
0.1% |
14,444.03 |
Close |
14,547.51 |
14,567.17 |
19.66 |
0.1% |
14,547.51 |
Range |
109.70 |
131.23 |
21.53 |
19.6% |
421.03 |
ATR |
130.65 |
130.69 |
0.04 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,931.56 |
14,880.59 |
14,639.35 |
|
R3 |
14,800.33 |
14,749.36 |
14,603.26 |
|
R2 |
14,669.10 |
14,669.10 |
14,591.23 |
|
R1 |
14,618.13 |
14,618.13 |
14,579.20 |
14,643.62 |
PP |
14,537.87 |
14,537.87 |
14,537.87 |
14,550.61 |
S1 |
14,486.90 |
14,486.90 |
14,555.14 |
14,512.39 |
S2 |
14,406.64 |
14,406.64 |
14,543.11 |
|
S3 |
14,275.41 |
14,355.67 |
14,531.08 |
|
S4 |
14,144.18 |
14,224.44 |
14,494.99 |
|
|
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 |
14,761.73 |
14,444.03 |
317.70 |
2.2% |
150.88 |
1.0% |
39% |
False |
False |
|
10 |
14,887.51 |
14,444.03 |
443.48 |
3.0% |
146.88 |
1.0% |
28% |
False |
False |
|
20 |
14,887.51 |
14,395.00 |
492.51 |
3.4% |
132.66 |
0.9% |
35% |
False |
False |
|
40 |
14,887.51 |
13,784.01 |
1,103.50 |
7.6% |
124.19 |
0.9% |
71% |
False |
False |
|
60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.6% |
114.15 |
0.8% |
71% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.8% |
113.62 |
0.8% |
84% |
False |
False |
|
100 |
14,887.51 |
12,765.32 |
2,122.19 |
14.6% |
113.01 |
0.8% |
85% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.6% |
118.87 |
0.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,146.56 |
2.618 |
14,932.39 |
1.618 |
14,801.16 |
1.000 |
14,720.06 |
0.618 |
14,669.93 |
HIGH |
14,588.83 |
0.618 |
14,538.70 |
0.500 |
14,523.22 |
0.382 |
14,507.73 |
LOW |
14,457.60 |
0.618 |
14,376.50 |
1.000 |
14,326.37 |
1.618 |
14,245.27 |
2.618 |
14,114.04 |
4.250 |
13,899.87 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,552.52 |
14,560.50 |
PP |
14,537.87 |
14,553.82 |
S1 |
14,523.22 |
14,547.15 |
|