Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,547.51 |
14,567.17 |
19.66 |
0.1% |
14,865.06 |
High |
14,588.83 |
14,721.42 |
132.59 |
0.9% |
14,865.06 |
Low |
14,457.60 |
14,554.29 |
96.69 |
0.7% |
14,444.03 |
Close |
14,567.17 |
14,719.46 |
152.29 |
1.0% |
14,547.51 |
Range |
131.23 |
167.13 |
35.90 |
27.4% |
421.03 |
ATR |
130.69 |
133.29 |
2.60 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,166.45 |
15,110.08 |
14,811.38 |
|
R3 |
14,999.32 |
14,942.95 |
14,765.42 |
|
R2 |
14,832.19 |
14,832.19 |
14,750.10 |
|
R1 |
14,775.82 |
14,775.82 |
14,734.78 |
14,804.01 |
PP |
14,665.06 |
14,665.06 |
14,665.06 |
14,679.15 |
S1 |
14,608.69 |
14,608.69 |
14,704.14 |
14,636.88 |
S2 |
14,497.93 |
14,497.93 |
14,688.82 |
|
S3 |
14,330.80 |
14,441.56 |
14,673.50 |
|
S4 |
14,163.67 |
14,274.43 |
14,627.54 |
|
|
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 |
14,756.78 |
14,444.03 |
312.75 |
2.1% |
151.80 |
1.0% |
88% |
False |
False |
|
10 |
14,887.51 |
14,444.03 |
443.48 |
3.0% |
151.80 |
1.0% |
62% |
False |
False |
|
20 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
132.58 |
0.9% |
63% |
False |
False |
|
40 |
14,887.51 |
13,784.17 |
1,103.34 |
7.5% |
120.93 |
0.8% |
85% |
False |
False |
|
60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.5% |
115.76 |
0.8% |
85% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.6% |
114.48 |
0.8% |
92% |
False |
False |
|
100 |
14,887.51 |
12,765.32 |
2,122.19 |
14.4% |
113.56 |
0.8% |
92% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.4% |
119.33 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,431.72 |
2.618 |
15,158.97 |
1.618 |
14,991.84 |
1.000 |
14,888.55 |
0.618 |
14,824.71 |
HIGH |
14,721.42 |
0.618 |
14,657.58 |
0.500 |
14,637.86 |
0.382 |
14,618.13 |
LOW |
14,554.29 |
0.618 |
14,451.00 |
1.000 |
14,387.16 |
1.618 |
14,283.87 |
2.618 |
14,116.74 |
4.250 |
13,843.99 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,692.26 |
14,673.88 |
PP |
14,665.06 |
14,628.30 |
S1 |
14,637.86 |
14,582.73 |
|