Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4,973.0 |
4,966.0 |
-7.0 |
-0.1% |
4,894.0 |
High |
5,007.0 |
4,989.0 |
-18.0 |
-0.4% |
5,025.0 |
Low |
4,971.0 |
4,917.0 |
-54.0 |
-1.1% |
4,887.0 |
Close |
5,002.0 |
4,932.0 |
-70.0 |
-1.4% |
5,016.0 |
Range |
36.0 |
72.0 |
36.0 |
100.0% |
138.0 |
ATR |
54.2 |
56.4 |
2.2 |
4.1% |
0.0 |
Volume |
23,531 |
31,256 |
7,725 |
32.8% |
115,161 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,162.0 |
5,119.0 |
4,971.6 |
|
R3 |
5,090.0 |
5,047.0 |
4,951.8 |
|
R2 |
5,018.0 |
5,018.0 |
4,945.2 |
|
R1 |
4,975.0 |
4,975.0 |
4,938.6 |
4,960.5 |
PP |
4,946.0 |
4,946.0 |
4,946.0 |
4,938.8 |
S1 |
4,903.0 |
4,903.0 |
4,925.4 |
4,888.5 |
S2 |
4,874.0 |
4,874.0 |
4,918.8 |
|
S3 |
4,802.0 |
4,831.0 |
4,912.2 |
|
S4 |
4,730.0 |
4,759.0 |
4,892.4 |
|
|
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% |
47.0 |
1.0% |
18% |
False |
False |
26,066 |
10 |
5,025.0 |
4,881.0 |
144.0 |
2.9% |
43.1 |
0.9% |
35% |
False |
False |
24,913 |
20 |
5,036.0 |
4,881.0 |
155.0 |
3.1% |
47.4 |
1.0% |
33% |
False |
False |
28,313 |
40 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
46.0 |
0.9% |
17% |
False |
False |
20,887 |
60 |
5,177.0 |
4,756.0 |
421.0 |
8.5% |
33.6 |
0.7% |
42% |
False |
False |
13,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,295.0 |
2.618 |
5,177.5 |
1.618 |
5,105.5 |
1.000 |
5,061.0 |
0.618 |
5,033.5 |
HIGH |
4,989.0 |
0.618 |
4,961.5 |
0.500 |
4,953.0 |
0.382 |
4,944.5 |
LOW |
4,917.0 |
0.618 |
4,872.5 |
1.000 |
4,845.0 |
1.618 |
4,800.5 |
2.618 |
4,728.5 |
4.250 |
4,611.0 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,953.0 |
4,959.0 |
PP |
4,946.0 |
4,950.0 |
S1 |
4,939.0 |
4,941.0 |
|