Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4,911.0 |
4,973.0 |
62.0 |
1.3% |
4,894.0 |
High |
4,953.0 |
5,007.0 |
54.0 |
1.1% |
5,025.0 |
Low |
4,911.0 |
4,971.0 |
60.0 |
1.2% |
4,887.0 |
Close |
4,946.0 |
5,002.0 |
56.0 |
1.1% |
5,016.0 |
Range |
42.0 |
36.0 |
-6.0 |
-14.3% |
138.0 |
ATR |
53.7 |
54.2 |
0.5 |
1.0% |
0.0 |
Volume |
24,941 |
23,531 |
-1,410 |
-5.7% |
115,161 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,101.3 |
5,087.7 |
5,021.8 |
|
R3 |
5,065.3 |
5,051.7 |
5,011.9 |
|
R2 |
5,029.3 |
5,029.3 |
5,008.6 |
|
R1 |
5,015.7 |
5,015.7 |
5,005.3 |
5,022.5 |
PP |
4,993.3 |
4,993.3 |
4,993.3 |
4,996.8 |
S1 |
4,979.7 |
4,979.7 |
4,998.7 |
4,986.5 |
S2 |
4,957.3 |
4,957.3 |
4,995.4 |
|
S3 |
4,921.3 |
4,943.7 |
4,992.1 |
|
S4 |
4,885.3 |
4,907.7 |
4,982.2 |
|
|
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% |
38.0 |
0.8% |
80% |
False |
False |
23,960 |
10 |
5,025.0 |
4,881.0 |
144.0 |
2.9% |
40.6 |
0.8% |
84% |
False |
False |
24,464 |
20 |
5,077.0 |
4,881.0 |
196.0 |
3.9% |
47.7 |
1.0% |
62% |
False |
False |
34,046 |
40 |
5,177.0 |
4,881.0 |
296.0 |
5.9% |
44.2 |
0.9% |
41% |
False |
False |
20,106 |
60 |
5,177.0 |
4,744.0 |
433.0 |
8.7% |
32.8 |
0.7% |
60% |
False |
False |
13,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,160.0 |
2.618 |
5,101.2 |
1.618 |
5,065.2 |
1.000 |
5,043.0 |
0.618 |
5,029.2 |
HIGH |
5,007.0 |
0.618 |
4,993.2 |
0.500 |
4,989.0 |
0.382 |
4,984.8 |
LOW |
4,971.0 |
0.618 |
4,948.8 |
1.000 |
4,935.0 |
1.618 |
4,912.8 |
2.618 |
4,876.8 |
4.250 |
4,818.0 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,997.7 |
4,987.7 |
PP |
4,993.3 |
4,973.3 |
S1 |
4,989.0 |
4,959.0 |
|