Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4,927.0 |
4,942.0 |
15.0 |
0.3% |
4,990.0 |
High |
4,957.0 |
4,967.0 |
10.0 |
0.2% |
5,007.0 |
Low |
4,912.0 |
4,931.0 |
19.0 |
0.4% |
4,911.0 |
Close |
4,926.0 |
4,959.0 |
33.0 |
0.7% |
4,926.0 |
Range |
45.0 |
36.0 |
-9.0 |
-20.0% |
96.0 |
ATR |
55.6 |
54.6 |
-1.0 |
-1.9% |
0.0 |
Volume |
20,979 |
18,256 |
-2,723 |
-13.0% |
128,990 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,060.3 |
5,045.7 |
4,978.8 |
|
R3 |
5,024.3 |
5,009.7 |
4,968.9 |
|
R2 |
4,988.3 |
4,988.3 |
4,965.6 |
|
R1 |
4,973.7 |
4,973.7 |
4,962.3 |
4,981.0 |
PP |
4,952.3 |
4,952.3 |
4,952.3 |
4,956.0 |
S1 |
4,937.7 |
4,937.7 |
4,955.7 |
4,945.0 |
S2 |
4,916.3 |
4,916.3 |
4,952.4 |
|
S3 |
4,880.3 |
4,901.7 |
4,949.1 |
|
S4 |
4,844.3 |
4,865.7 |
4,939.2 |
|
|
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% |
46.2 |
0.9% |
50% |
False |
False |
23,792 |
10 |
5,025.0 |
4,911.0 |
114.0 |
2.3% |
42.7 |
0.9% |
42% |
False |
False |
24,059 |
20 |
5,036.0 |
4,881.0 |
155.0 |
3.1% |
46.3 |
0.9% |
50% |
False |
False |
24,704 |
40 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
45.7 |
0.9% |
26% |
False |
False |
21,863 |
60 |
5,177.0 |
4,792.0 |
385.0 |
7.8% |
34.5 |
0.7% |
43% |
False |
False |
14,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,120.0 |
2.618 |
5,061.2 |
1.618 |
5,025.2 |
1.000 |
5,003.0 |
0.618 |
4,989.2 |
HIGH |
4,967.0 |
0.618 |
4,953.2 |
0.500 |
4,949.0 |
0.382 |
4,944.8 |
LOW |
4,931.0 |
0.618 |
4,908.8 |
1.000 |
4,895.0 |
1.618 |
4,872.8 |
2.618 |
4,836.8 |
4.250 |
4,778.0 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,955.7 |
4,956.2 |
PP |
4,952.3 |
4,953.3 |
S1 |
4,949.0 |
4,950.5 |
|