Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,560.8 |
1,478.2 |
-82.6 |
-5.3% |
1,575.8 |
High |
1,560.8 |
1,487.4 |
-73.4 |
-4.7% |
1,589.3 |
Low |
1,480.2 |
1,338.0 |
-142.2 |
-9.6% |
1,480.2 |
Close |
1,501.0 |
1,360.6 |
-140.4 |
-9.4% |
1,501.0 |
Range |
80.6 |
149.4 |
68.8 |
85.4% |
109.1 |
ATR |
23.5 |
33.5 |
10.0 |
42.4% |
0.0 |
Volume |
881 |
1,309 |
428 |
48.6% |
2,626 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.5 |
1,751.5 |
1,442.8 |
|
R3 |
1,694.1 |
1,602.1 |
1,401.7 |
|
R2 |
1,544.7 |
1,544.7 |
1,388.0 |
|
R1 |
1,452.7 |
1,452.7 |
1,374.3 |
1,424.0 |
PP |
1,395.3 |
1,395.3 |
1,395.3 |
1,381.0 |
S1 |
1,303.3 |
1,303.3 |
1,346.9 |
1,274.6 |
S2 |
1,245.9 |
1,245.9 |
1,333.2 |
|
S3 |
1,096.5 |
1,153.9 |
1,319.5 |
|
S4 |
947.1 |
1,004.5 |
1,278.4 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.8 |
1,785.0 |
1,561.0 |
|
R3 |
1,741.7 |
1,675.9 |
1,531.0 |
|
R2 |
1,632.6 |
1,632.6 |
1,521.0 |
|
R1 |
1,566.8 |
1,566.8 |
1,511.0 |
1,545.2 |
PP |
1,523.5 |
1,523.5 |
1,523.5 |
1,512.7 |
S1 |
1,457.7 |
1,457.7 |
1,491.0 |
1,436.1 |
S2 |
1,414.4 |
1,414.4 |
1,481.0 |
|
S3 |
1,305.3 |
1,348.6 |
1,471.0 |
|
S4 |
1,196.2 |
1,239.5 |
1,441.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,589.3 |
1,338.0 |
251.3 |
18.5% |
58.0 |
4.3% |
9% |
False |
True |
766 |
10 |
1,602.6 |
1,338.0 |
264.6 |
19.4% |
40.8 |
3.0% |
9% |
False |
True |
1,040 |
20 |
1,616.5 |
1,338.0 |
278.5 |
20.5% |
27.8 |
2.0% |
8% |
False |
True |
60,233 |
40 |
1,636.0 |
1,338.0 |
298.0 |
21.9% |
24.9 |
1.8% |
8% |
False |
True |
117,900 |
60 |
1,699.9 |
1,338.0 |
361.9 |
26.6% |
22.3 |
1.6% |
6% |
False |
True |
114,555 |
80 |
1,706.1 |
1,338.0 |
368.1 |
27.1% |
22.0 |
1.6% |
6% |
False |
True |
89,052 |
100 |
1,757.9 |
1,338.0 |
419.9 |
30.9% |
20.8 |
1.5% |
5% |
False |
True |
71,785 |
120 |
1,757.9 |
1,338.0 |
419.9 |
30.9% |
20.0 |
1.5% |
5% |
False |
True |
60,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,122.4 |
2.618 |
1,878.5 |
1.618 |
1,729.1 |
1.000 |
1,636.8 |
0.618 |
1,579.7 |
HIGH |
1,487.4 |
0.618 |
1,430.3 |
0.500 |
1,412.7 |
0.382 |
1,395.1 |
LOW |
1,338.0 |
0.618 |
1,245.7 |
1.000 |
1,188.6 |
1.618 |
1,096.3 |
2.618 |
946.9 |
4.250 |
703.1 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,412.7 |
1,452.4 |
PP |
1,395.3 |
1,421.8 |
S1 |
1,378.0 |
1,391.2 |
|