Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,478.2 |
1,358.0 |
-120.2 |
-8.1% |
1,575.8 |
High |
1,487.4 |
1,401.0 |
-86.4 |
-5.8% |
1,589.3 |
Low |
1,338.0 |
1,323.0 |
-15.0 |
-1.1% |
1,480.2 |
Close |
1,360.6 |
1,386.8 |
26.2 |
1.9% |
1,501.0 |
Range |
149.4 |
78.0 |
-71.4 |
-47.8% |
109.1 |
ATR |
33.5 |
36.7 |
3.2 |
9.5% |
0.0 |
Volume |
1,309 |
619 |
-690 |
-52.7% |
2,626 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.3 |
1,573.5 |
1,429.7 |
|
R3 |
1,526.3 |
1,495.5 |
1,408.3 |
|
R2 |
1,448.3 |
1,448.3 |
1,401.1 |
|
R1 |
1,417.5 |
1,417.5 |
1,394.0 |
1,432.9 |
PP |
1,370.3 |
1,370.3 |
1,370.3 |
1,378.0 |
S1 |
1,339.5 |
1,339.5 |
1,379.7 |
1,354.9 |
S2 |
1,292.3 |
1,292.3 |
1,372.5 |
|
S3 |
1,214.3 |
1,261.5 |
1,365.4 |
|
S4 |
1,136.3 |
1,183.5 |
1,343.9 |
|
|
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 |
1,586.0 |
1,323.0 |
263.0 |
19.0% |
69.8 |
5.0% |
24% |
False |
True |
847 |
10 |
1,589.3 |
1,323.0 |
266.3 |
19.2% |
45.7 |
3.3% |
24% |
False |
True |
873 |
20 |
1,616.5 |
1,323.0 |
293.5 |
21.2% |
30.7 |
2.2% |
22% |
False |
True |
51,461 |
40 |
1,619.7 |
1,323.0 |
296.7 |
21.4% |
25.9 |
1.9% |
22% |
False |
True |
111,456 |
60 |
1,698.0 |
1,323.0 |
375.0 |
27.0% |
23.1 |
1.7% |
17% |
False |
True |
114,279 |
80 |
1,699.9 |
1,323.0 |
376.9 |
27.2% |
22.5 |
1.6% |
17% |
False |
True |
89,016 |
100 |
1,757.9 |
1,323.0 |
434.9 |
31.4% |
21.5 |
1.5% |
15% |
False |
True |
71,779 |
120 |
1,757.9 |
1,323.0 |
434.9 |
31.4% |
20.5 |
1.5% |
15% |
False |
True |
60,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,732.5 |
2.618 |
1,605.2 |
1.618 |
1,527.2 |
1.000 |
1,479.0 |
0.618 |
1,449.2 |
HIGH |
1,401.0 |
0.618 |
1,371.2 |
0.500 |
1,362.0 |
0.382 |
1,352.8 |
LOW |
1,323.0 |
0.618 |
1,274.8 |
1.000 |
1,245.0 |
1.618 |
1,196.8 |
2.618 |
1,118.8 |
4.250 |
991.5 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,378.5 |
1,441.9 |
PP |
1,370.3 |
1,423.5 |
S1 |
1,362.0 |
1,405.2 |
|