Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4,942.0 |
4,974.0 |
32.0 |
0.6% |
4,990.0 |
High |
4,967.0 |
5,034.0 |
67.0 |
1.3% |
5,007.0 |
Low |
4,931.0 |
4,974.0 |
43.0 |
0.9% |
4,911.0 |
Close |
4,959.0 |
5,002.0 |
43.0 |
0.9% |
4,926.0 |
Range |
36.0 |
60.0 |
24.0 |
66.7% |
96.0 |
ATR |
54.6 |
56.0 |
1.5 |
2.7% |
0.0 |
Volume |
18,256 |
25,009 |
6,753 |
37.0% |
128,990 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,183.3 |
5,152.7 |
5,035.0 |
|
R3 |
5,123.3 |
5,092.7 |
5,018.5 |
|
R2 |
5,063.3 |
5,063.3 |
5,013.0 |
|
R1 |
5,032.7 |
5,032.7 |
5,007.5 |
5,048.0 |
PP |
5,003.3 |
5,003.3 |
5,003.3 |
5,011.0 |
S1 |
4,972.7 |
4,972.7 |
4,996.5 |
4,988.0 |
S2 |
4,943.3 |
4,943.3 |
4,991.0 |
|
S3 |
4,883.3 |
4,912.7 |
4,985.5 |
|
S4 |
4,823.3 |
4,852.7 |
4,969.0 |
|
|
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 |
5,034.0 |
4,912.0 |
122.0 |
2.4% |
49.8 |
1.0% |
74% |
True |
False |
23,806 |
10 |
5,034.0 |
4,911.0 |
123.0 |
2.5% |
43.7 |
0.9% |
74% |
True |
False |
23,633 |
20 |
5,036.0 |
4,881.0 |
155.0 |
3.1% |
46.2 |
0.9% |
78% |
False |
False |
24,797 |
40 |
5,177.0 |
4,881.0 |
296.0 |
5.9% |
46.4 |
0.9% |
41% |
False |
False |
22,486 |
60 |
5,177.0 |
4,837.0 |
340.0 |
6.8% |
35.2 |
0.7% |
49% |
False |
False |
15,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,289.0 |
2.618 |
5,191.1 |
1.618 |
5,131.1 |
1.000 |
5,094.0 |
0.618 |
5,071.1 |
HIGH |
5,034.0 |
0.618 |
5,011.1 |
0.500 |
5,004.0 |
0.382 |
4,996.9 |
LOW |
4,974.0 |
0.618 |
4,936.9 |
1.000 |
4,914.0 |
1.618 |
4,876.9 |
2.618 |
4,816.9 |
4.250 |
4,719.0 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
5,004.0 |
4,992.3 |
PP |
5,003.3 |
4,982.7 |
S1 |
5,002.7 |
4,973.0 |
|