Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4,990.0 |
4,911.0 |
-79.0 |
-1.6% |
4,894.0 |
High |
4,993.0 |
4,953.0 |
-40.0 |
-0.8% |
5,025.0 |
Low |
4,929.0 |
4,911.0 |
-18.0 |
-0.4% |
4,887.0 |
Close |
4,961.0 |
4,946.0 |
-15.0 |
-0.3% |
5,016.0 |
Range |
64.0 |
42.0 |
-22.0 |
-34.4% |
138.0 |
ATR |
54.0 |
53.7 |
-0.3 |
-0.5% |
0.0 |
Volume |
28,283 |
24,941 |
-3,342 |
-11.8% |
115,161 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,062.7 |
5,046.3 |
4,969.1 |
|
R3 |
5,020.7 |
5,004.3 |
4,957.6 |
|
R2 |
4,978.7 |
4,978.7 |
4,953.7 |
|
R1 |
4,962.3 |
4,962.3 |
4,949.9 |
4,970.5 |
PP |
4,936.7 |
4,936.7 |
4,936.7 |
4,940.8 |
S1 |
4,920.3 |
4,920.3 |
4,942.2 |
4,928.5 |
S2 |
4,894.7 |
4,894.7 |
4,938.3 |
|
S3 |
4,852.7 |
4,878.3 |
4,934.5 |
|
S4 |
4,810.7 |
4,836.3 |
4,922.9 |
|
|
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 |
4,911.0 |
114.0 |
2.3% |
37.6 |
0.8% |
31% |
False |
True |
23,460 |
10 |
5,025.0 |
4,881.0 |
144.0 |
2.9% |
45.4 |
0.9% |
45% |
False |
False |
25,682 |
20 |
5,080.0 |
4,881.0 |
199.0 |
4.0% |
49.0 |
1.0% |
33% |
False |
False |
36,152 |
40 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
44.0 |
0.9% |
22% |
False |
False |
19,523 |
60 |
5,177.0 |
4,735.0 |
442.0 |
8.9% |
32.4 |
0.7% |
48% |
False |
False |
13,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,131.5 |
2.618 |
5,063.0 |
1.618 |
5,021.0 |
1.000 |
4,995.0 |
0.618 |
4,979.0 |
HIGH |
4,953.0 |
0.618 |
4,937.0 |
0.500 |
4,932.0 |
0.382 |
4,927.0 |
LOW |
4,911.0 |
0.618 |
4,885.0 |
1.000 |
4,869.0 |
1.618 |
4,843.0 |
2.618 |
4,801.0 |
4.250 |
4,732.5 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,941.3 |
4,968.0 |
PP |
4,936.7 |
4,960.7 |
S1 |
4,932.0 |
4,953.3 |
|