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 |
1,406.8 |
1,429.5 |
22.7 |
1.6% |
1,478.2 |
High |
1,434.9 |
1,429.5 |
-5.4 |
-0.4% |
1,487.4 |
Low |
1,406.8 |
1,405.8 |
-1.0 |
-0.1% |
1,323.0 |
Close |
1,421.0 |
1,408.6 |
-12.4 |
-0.9% |
1,395.3 |
Range |
28.1 |
23.7 |
-4.4 |
-15.7% |
164.4 |
ATR |
36.3 |
35.4 |
-0.9 |
-2.5% |
0.0 |
Volume |
70 |
334 |
264 |
377.1% |
2,318 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.7 |
1,470.9 |
1,421.6 |
|
R3 |
1,462.0 |
1,447.2 |
1,415.1 |
|
R2 |
1,438.3 |
1,438.3 |
1,412.9 |
|
R1 |
1,423.5 |
1,423.5 |
1,410.8 |
1,419.1 |
PP |
1,414.6 |
1,414.6 |
1,414.6 |
1,412.4 |
S1 |
1,399.8 |
1,399.8 |
1,406.4 |
1,395.4 |
S2 |
1,390.9 |
1,390.9 |
1,404.3 |
|
S3 |
1,367.2 |
1,376.1 |
1,402.1 |
|
S4 |
1,343.5 |
1,352.4 |
1,395.6 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.1 |
1,809.6 |
1,485.7 |
|
R3 |
1,730.7 |
1,645.2 |
1,440.5 |
|
R2 |
1,566.3 |
1,566.3 |
1,425.4 |
|
R1 |
1,480.8 |
1,480.8 |
1,410.4 |
1,441.4 |
PP |
1,401.9 |
1,401.9 |
1,401.9 |
1,382.2 |
S1 |
1,316.4 |
1,316.4 |
1,380.2 |
1,277.0 |
S2 |
1,237.5 |
1,237.5 |
1,365.2 |
|
S3 |
1,073.1 |
1,152.0 |
1,350.1 |
|
S4 |
908.7 |
987.6 |
1,304.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,434.9 |
1,347.5 |
87.4 |
6.2% |
30.0 |
2.1% |
70% |
False |
False |
158 |
10 |
1,586.0 |
1,323.0 |
263.0 |
18.7% |
49.9 |
3.5% |
33% |
False |
False |
503 |
20 |
1,608.1 |
1,323.0 |
285.1 |
20.2% |
34.2 |
2.4% |
30% |
False |
False |
11,658 |
40 |
1,619.7 |
1,323.0 |
296.7 |
21.1% |
26.1 |
1.9% |
29% |
False |
False |
86,213 |
60 |
1,687.0 |
1,323.0 |
364.0 |
25.8% |
24.4 |
1.7% |
24% |
False |
False |
111,668 |
80 |
1,699.9 |
1,323.0 |
376.9 |
26.8% |
23.1 |
1.6% |
23% |
False |
False |
88,700 |
100 |
1,747.1 |
1,323.0 |
424.1 |
30.1% |
22.3 |
1.6% |
20% |
False |
False |
71,674 |
120 |
1,757.9 |
1,323.0 |
434.9 |
30.9% |
21.2 |
1.5% |
20% |
False |
False |
60,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,530.2 |
2.618 |
1,491.5 |
1.618 |
1,467.8 |
1.000 |
1,453.2 |
0.618 |
1,444.1 |
HIGH |
1,429.5 |
0.618 |
1,420.4 |
0.500 |
1,417.7 |
0.382 |
1,414.9 |
LOW |
1,405.8 |
0.618 |
1,391.2 |
1.000 |
1,382.1 |
1.618 |
1,367.5 |
2.618 |
1,343.8 |
4.250 |
1,305.1 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,417.7 |
1,415.0 |
PP |
1,414.6 |
1,412.9 |
S1 |
1,411.6 |
1,410.7 |
|