Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,358.0 |
1,373.2 |
15.2 |
1.1% |
1,575.8 |
High |
1,401.0 |
1,394.2 |
-6.8 |
-0.5% |
1,589.3 |
Low |
1,323.0 |
1,370.2 |
47.2 |
3.6% |
1,480.2 |
Close |
1,386.8 |
1,382.2 |
-4.6 |
-0.3% |
1,501.0 |
Range |
78.0 |
24.0 |
-54.0 |
-69.2% |
109.1 |
ATR |
36.7 |
35.8 |
-0.9 |
-2.5% |
0.0 |
Volume |
619 |
92 |
-527 |
-85.1% |
2,626 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.2 |
1,442.2 |
1,395.4 |
|
R3 |
1,430.2 |
1,418.2 |
1,388.8 |
|
R2 |
1,406.2 |
1,406.2 |
1,386.6 |
|
R1 |
1,394.2 |
1,394.2 |
1,384.4 |
1,400.2 |
PP |
1,382.2 |
1,382.2 |
1,382.2 |
1,385.2 |
S1 |
1,370.2 |
1,370.2 |
1,380.0 |
1,376.2 |
S2 |
1,358.2 |
1,358.2 |
1,377.8 |
|
S3 |
1,334.2 |
1,346.2 |
1,375.6 |
|
S4 |
1,310.2 |
1,322.2 |
1,369.0 |
|
|
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 |
1,566.7 |
1,323.0 |
243.7 |
17.6% |
68.8 |
5.0% |
24% |
False |
False |
794 |
10 |
1,589.3 |
1,323.0 |
266.3 |
19.3% |
45.4 |
3.3% |
22% |
False |
False |
665 |
20 |
1,616.5 |
1,323.0 |
293.5 |
21.2% |
31.1 |
2.3% |
20% |
False |
False |
43,171 |
40 |
1,619.7 |
1,323.0 |
296.7 |
21.5% |
26.0 |
1.9% |
20% |
False |
False |
105,952 |
60 |
1,698.0 |
1,323.0 |
375.0 |
27.1% |
23.3 |
1.7% |
16% |
False |
False |
114,115 |
80 |
1,699.9 |
1,323.0 |
376.9 |
27.3% |
22.6 |
1.6% |
16% |
False |
False |
88,930 |
100 |
1,757.9 |
1,323.0 |
434.9 |
31.5% |
21.6 |
1.6% |
14% |
False |
False |
71,777 |
120 |
1,757.9 |
1,323.0 |
434.9 |
31.5% |
20.6 |
1.5% |
14% |
False |
False |
60,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.2 |
2.618 |
1,457.0 |
1.618 |
1,433.0 |
1.000 |
1,418.2 |
0.618 |
1,409.0 |
HIGH |
1,394.2 |
0.618 |
1,385.0 |
0.500 |
1,382.2 |
0.382 |
1,379.4 |
LOW |
1,370.2 |
0.618 |
1,355.4 |
1.000 |
1,346.2 |
1.618 |
1,331.4 |
2.618 |
1,307.4 |
4.250 |
1,268.2 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,382.2 |
1,405.2 |
PP |
1,382.2 |
1,397.5 |
S1 |
1,382.2 |
1,389.9 |
|