Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4,966.0 |
4,927.0 |
-39.0 |
-0.8% |
4,990.0 |
High |
4,989.0 |
4,957.0 |
-32.0 |
-0.6% |
5,007.0 |
Low |
4,917.0 |
4,912.0 |
-5.0 |
-0.1% |
4,911.0 |
Close |
4,932.0 |
4,926.0 |
-6.0 |
-0.1% |
4,926.0 |
Range |
72.0 |
45.0 |
-27.0 |
-37.5% |
96.0 |
ATR |
56.4 |
55.6 |
-0.8 |
-1.4% |
0.0 |
Volume |
31,256 |
20,979 |
-10,277 |
-32.9% |
128,990 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,066.7 |
5,041.3 |
4,950.8 |
|
R3 |
5,021.7 |
4,996.3 |
4,938.4 |
|
R2 |
4,976.7 |
4,976.7 |
4,934.3 |
|
R1 |
4,951.3 |
4,951.3 |
4,930.1 |
4,941.5 |
PP |
4,931.7 |
4,931.7 |
4,931.7 |
4,926.8 |
S1 |
4,906.3 |
4,906.3 |
4,921.9 |
4,896.5 |
S2 |
4,886.7 |
4,886.7 |
4,917.8 |
|
S3 |
4,841.7 |
4,861.3 |
4,913.6 |
|
S4 |
4,796.7 |
4,816.3 |
4,901.3 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,236.0 |
5,177.0 |
4,978.8 |
|
R3 |
5,140.0 |
5,081.0 |
4,952.4 |
|
R2 |
5,044.0 |
5,044.0 |
4,943.6 |
|
R1 |
4,985.0 |
4,985.0 |
4,934.8 |
4,966.5 |
PP |
4,948.0 |
4,948.0 |
4,948.0 |
4,938.8 |
S1 |
4,889.0 |
4,889.0 |
4,917.2 |
4,870.5 |
S2 |
4,852.0 |
4,852.0 |
4,908.4 |
|
S3 |
4,756.0 |
4,793.0 |
4,899.6 |
|
S4 |
4,660.0 |
4,697.0 |
4,873.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,007.0 |
4,911.0 |
96.0 |
1.9% |
51.8 |
1.1% |
16% |
False |
False |
25,798 |
10 |
5,025.0 |
4,887.0 |
138.0 |
2.8% |
42.1 |
0.9% |
28% |
False |
False |
24,415 |
20 |
5,036.0 |
4,881.0 |
155.0 |
3.1% |
47.2 |
1.0% |
29% |
False |
False |
25,798 |
40 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
46.9 |
1.0% |
15% |
False |
False |
21,411 |
60 |
5,177.0 |
4,756.0 |
421.0 |
8.5% |
34.3 |
0.7% |
40% |
False |
False |
14,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,148.3 |
2.618 |
5,074.8 |
1.618 |
5,029.8 |
1.000 |
5,002.0 |
0.618 |
4,984.8 |
HIGH |
4,957.0 |
0.618 |
4,939.8 |
0.500 |
4,934.5 |
0.382 |
4,929.2 |
LOW |
4,912.0 |
0.618 |
4,884.2 |
1.000 |
4,867.0 |
1.618 |
4,839.2 |
2.618 |
4,794.2 |
4.250 |
4,720.8 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,934.5 |
4,959.5 |
PP |
4,931.7 |
4,948.3 |
S1 |
4,928.8 |
4,937.2 |
|