Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,429.5 |
1,423.2 |
-6.3 |
-0.4% |
1,478.2 |
High |
1,429.5 |
1,430.1 |
0.6 |
0.0% |
1,487.4 |
Low |
1,405.8 |
1,420.4 |
14.6 |
1.0% |
1,323.0 |
Close |
1,408.6 |
1,423.4 |
14.8 |
1.1% |
1,395.3 |
Range |
23.7 |
9.7 |
-14.0 |
-59.1% |
164.4 |
ATR |
35.4 |
34.4 |
-1.0 |
-2.8% |
0.0 |
Volume |
334 |
138 |
-196 |
-58.7% |
2,318 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.7 |
1,448.3 |
1,428.7 |
|
R3 |
1,444.0 |
1,438.6 |
1,426.1 |
|
R2 |
1,434.3 |
1,434.3 |
1,425.2 |
|
R1 |
1,428.9 |
1,428.9 |
1,424.3 |
1,431.6 |
PP |
1,424.6 |
1,424.6 |
1,424.6 |
1,426.0 |
S1 |
1,419.2 |
1,419.2 |
1,422.5 |
1,421.9 |
S2 |
1,414.9 |
1,414.9 |
1,421.6 |
|
S3 |
1,405.2 |
1,409.5 |
1,420.7 |
|
S4 |
1,395.5 |
1,399.8 |
1,418.1 |
|
|
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 |
6.1% |
27.1 |
1.9% |
87% |
False |
False |
168 |
10 |
1,566.7 |
1,323.0 |
243.7 |
17.1% |
48.0 |
3.4% |
41% |
False |
False |
481 |
20 |
1,608.1 |
1,323.0 |
285.1 |
20.0% |
34.1 |
2.4% |
35% |
False |
False |
3,390 |
40 |
1,616.5 |
1,323.0 |
293.5 |
20.6% |
25.5 |
1.8% |
34% |
False |
False |
79,845 |
60 |
1,687.0 |
1,323.0 |
364.0 |
25.6% |
24.4 |
1.7% |
28% |
False |
False |
110,030 |
80 |
1,699.9 |
1,323.0 |
376.9 |
26.5% |
23.1 |
1.6% |
27% |
False |
False |
88,681 |
100 |
1,735.6 |
1,323.0 |
412.6 |
29.0% |
22.0 |
1.5% |
24% |
False |
False |
71,626 |
120 |
1,757.9 |
1,323.0 |
434.9 |
30.6% |
21.2 |
1.5% |
23% |
False |
False |
60,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,471.3 |
2.618 |
1,455.5 |
1.618 |
1,445.8 |
1.000 |
1,439.8 |
0.618 |
1,436.1 |
HIGH |
1,430.1 |
0.618 |
1,426.4 |
0.500 |
1,425.3 |
0.382 |
1,424.1 |
LOW |
1,420.4 |
0.618 |
1,414.4 |
1.000 |
1,410.7 |
1.618 |
1,404.7 |
2.618 |
1,395.0 |
4.250 |
1,379.2 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,425.3 |
1,422.4 |
PP |
1,424.6 |
1,421.4 |
S1 |
1,424.0 |
1,420.4 |
|