Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
5,018.0 |
4,990.0 |
-28.0 |
-0.6% |
4,894.0 |
High |
5,025.0 |
4,993.0 |
-32.0 |
-0.6% |
5,025.0 |
Low |
5,004.0 |
4,929.0 |
-75.0 |
-1.5% |
4,887.0 |
Close |
5,016.0 |
4,961.0 |
-55.0 |
-1.1% |
5,016.0 |
Range |
21.0 |
64.0 |
43.0 |
204.8% |
138.0 |
ATR |
51.5 |
54.0 |
2.5 |
4.9% |
0.0 |
Volume |
22,321 |
28,283 |
5,962 |
26.7% |
115,161 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,153.0 |
5,121.0 |
4,996.2 |
|
R3 |
5,089.0 |
5,057.0 |
4,978.6 |
|
R2 |
5,025.0 |
5,025.0 |
4,972.7 |
|
R1 |
4,993.0 |
4,993.0 |
4,966.9 |
4,977.0 |
PP |
4,961.0 |
4,961.0 |
4,961.0 |
4,953.0 |
S1 |
4,929.0 |
4,929.0 |
4,955.1 |
4,913.0 |
S2 |
4,897.0 |
4,897.0 |
4,949.3 |
|
S3 |
4,833.0 |
4,865.0 |
4,943.4 |
|
S4 |
4,769.0 |
4,801.0 |
4,925.8 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,390.0 |
5,341.0 |
5,091.9 |
|
R3 |
5,252.0 |
5,203.0 |
5,054.0 |
|
R2 |
5,114.0 |
5,114.0 |
5,041.3 |
|
R1 |
5,065.0 |
5,065.0 |
5,028.7 |
5,089.5 |
PP |
4,976.0 |
4,976.0 |
4,976.0 |
4,988.3 |
S1 |
4,927.0 |
4,927.0 |
5,003.4 |
4,951.5 |
S2 |
4,838.0 |
4,838.0 |
4,990.7 |
|
S3 |
4,700.0 |
4,789.0 |
4,978.1 |
|
S4 |
4,562.0 |
4,651.0 |
4,940.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,025.0 |
4,929.0 |
96.0 |
1.9% |
39.2 |
0.8% |
33% |
False |
True |
24,325 |
10 |
5,025.0 |
4,881.0 |
144.0 |
2.9% |
45.8 |
0.9% |
56% |
False |
False |
25,729 |
20 |
5,139.0 |
4,881.0 |
258.0 |
5.2% |
51.3 |
1.0% |
31% |
False |
False |
35,912 |
40 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
43.4 |
0.9% |
27% |
False |
False |
18,913 |
60 |
5,177.0 |
4,735.0 |
442.0 |
8.9% |
31.7 |
0.6% |
51% |
False |
False |
12,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,265.0 |
2.618 |
5,160.6 |
1.618 |
5,096.6 |
1.000 |
5,057.0 |
0.618 |
5,032.6 |
HIGH |
4,993.0 |
0.618 |
4,968.6 |
0.500 |
4,961.0 |
0.382 |
4,953.4 |
LOW |
4,929.0 |
0.618 |
4,889.4 |
1.000 |
4,865.0 |
1.618 |
4,825.4 |
2.618 |
4,761.4 |
4.250 |
4,657.0 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,961.0 |
4,977.0 |
PP |
4,961.0 |
4,971.7 |
S1 |
4,961.0 |
4,966.3 |
|