Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,433.0 |
1,467.4 |
34.4 |
2.4% |
1,406.8 |
High |
1,461.8 |
1,480.0 |
18.2 |
1.2% |
1,480.0 |
Low |
1,433.0 |
1,451.4 |
18.4 |
1.3% |
1,405.8 |
Close |
1,461.8 |
1,453.6 |
-8.2 |
-0.6% |
1,453.6 |
Range |
28.8 |
28.6 |
-0.2 |
-0.7% |
74.2 |
ATR |
34.7 |
34.3 |
-0.4 |
-1.3% |
0.0 |
Volume |
222 |
628 |
406 |
182.9% |
1,392 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,547.5 |
1,529.1 |
1,469.3 |
|
R3 |
1,518.9 |
1,500.5 |
1,461.5 |
|
R2 |
1,490.3 |
1,490.3 |
1,458.8 |
|
R1 |
1,471.9 |
1,471.9 |
1,456.2 |
1,466.8 |
PP |
1,461.7 |
1,461.7 |
1,461.7 |
1,459.1 |
S1 |
1,443.3 |
1,443.3 |
1,451.0 |
1,438.2 |
S2 |
1,433.1 |
1,433.1 |
1,448.4 |
|
S3 |
1,404.5 |
1,414.7 |
1,445.7 |
|
S4 |
1,375.9 |
1,386.1 |
1,437.9 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.1 |
1,635.5 |
1,494.4 |
|
R3 |
1,594.9 |
1,561.3 |
1,474.0 |
|
R2 |
1,520.7 |
1,520.7 |
1,467.2 |
|
R1 |
1,487.1 |
1,487.1 |
1,460.4 |
1,503.9 |
PP |
1,446.5 |
1,446.5 |
1,446.5 |
1,454.9 |
S1 |
1,412.9 |
1,412.9 |
1,446.8 |
1,429.7 |
S2 |
1,372.3 |
1,372.3 |
1,440.0 |
|
S3 |
1,298.1 |
1,338.7 |
1,433.2 |
|
S4 |
1,223.9 |
1,264.5 |
1,412.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,480.0 |
1,405.8 |
74.2 |
5.1% |
23.8 |
1.6% |
64% |
True |
False |
278 |
10 |
1,487.4 |
1,323.0 |
164.4 |
11.3% |
44.4 |
3.1% |
79% |
False |
False |
371 |
20 |
1,602.6 |
1,323.0 |
279.6 |
19.2% |
35.4 |
2.4% |
47% |
False |
False |
674 |
40 |
1,616.5 |
1,323.0 |
293.5 |
20.2% |
25.6 |
1.8% |
44% |
False |
False |
70,809 |
60 |
1,687.0 |
1,323.0 |
364.0 |
25.0% |
24.8 |
1.7% |
36% |
False |
False |
105,019 |
80 |
1,699.9 |
1,323.0 |
376.9 |
25.9% |
23.3 |
1.6% |
35% |
False |
False |
88,555 |
100 |
1,726.7 |
1,323.0 |
403.7 |
27.8% |
22.3 |
1.5% |
32% |
False |
False |
71,554 |
120 |
1,757.9 |
1,323.0 |
434.9 |
29.9% |
21.5 |
1.5% |
30% |
False |
False |
60,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,601.6 |
2.618 |
1,554.9 |
1.618 |
1,526.3 |
1.000 |
1,508.6 |
0.618 |
1,497.7 |
HIGH |
1,480.0 |
0.618 |
1,469.1 |
0.500 |
1,465.7 |
0.382 |
1,462.3 |
LOW |
1,451.4 |
0.618 |
1,433.7 |
1.000 |
1,422.8 |
1.618 |
1,405.1 |
2.618 |
1,376.5 |
4.250 |
1,329.9 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,465.7 |
1,452.5 |
PP |
1,461.7 |
1,451.3 |
S1 |
1,457.6 |
1,450.2 |
|