Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
5,045.0 |
5,126.0 |
81.0 |
1.6% |
4,942.0 |
High |
5,108.0 |
5,132.0 |
24.0 |
0.5% |
5,132.0 |
Low |
5,036.0 |
5,087.0 |
51.0 |
1.0% |
4,931.0 |
Close |
5,107.0 |
5,107.0 |
0.0 |
0.0% |
5,107.0 |
Range |
72.0 |
45.0 |
-27.0 |
-37.5% |
201.0 |
ATR |
59.6 |
58.6 |
-1.0 |
-1.7% |
0.0 |
Volume |
26,782 |
21,541 |
-5,241 |
-19.6% |
91,588 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,243.7 |
5,220.3 |
5,131.8 |
|
R3 |
5,198.7 |
5,175.3 |
5,119.4 |
|
R2 |
5,153.7 |
5,153.7 |
5,115.3 |
|
R1 |
5,130.3 |
5,130.3 |
5,111.1 |
5,119.5 |
PP |
5,108.7 |
5,108.7 |
5,108.7 |
5,103.3 |
S1 |
5,085.3 |
5,085.3 |
5,102.9 |
5,074.5 |
S2 |
5,063.7 |
5,063.7 |
5,098.8 |
|
S3 |
5,018.7 |
5,040.3 |
5,094.6 |
|
S4 |
4,973.7 |
4,995.3 |
5,082.3 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,659.7 |
5,584.3 |
5,217.6 |
|
R3 |
5,458.7 |
5,383.3 |
5,162.3 |
|
R2 |
5,257.7 |
5,257.7 |
5,143.9 |
|
R1 |
5,182.3 |
5,182.3 |
5,125.4 |
5,220.0 |
PP |
5,056.7 |
5,056.7 |
5,056.7 |
5,075.5 |
S1 |
4,981.3 |
4,981.3 |
5,088.6 |
5,019.0 |
S2 |
4,855.7 |
4,855.7 |
5,070.2 |
|
S3 |
4,654.7 |
4,780.3 |
5,051.7 |
|
S4 |
4,453.7 |
4,579.3 |
4,996.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,132.0 |
4,912.0 |
220.0 |
4.3% |
51.6 |
1.0% |
89% |
True |
False |
22,513 |
10 |
5,132.0 |
4,911.0 |
221.0 |
4.3% |
49.3 |
1.0% |
89% |
True |
False |
24,289 |
20 |
5,132.0 |
4,881.0 |
251.0 |
4.9% |
47.6 |
0.9% |
90% |
True |
False |
24,929 |
40 |
5,177.0 |
4,881.0 |
296.0 |
5.8% |
47.8 |
0.9% |
76% |
False |
False |
23,691 |
60 |
5,177.0 |
4,842.0 |
335.0 |
6.6% |
37.1 |
0.7% |
79% |
False |
False |
15,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,323.3 |
2.618 |
5,249.8 |
1.618 |
5,204.8 |
1.000 |
5,177.0 |
0.618 |
5,159.8 |
HIGH |
5,132.0 |
0.618 |
5,114.8 |
0.500 |
5,109.5 |
0.382 |
5,104.2 |
LOW |
5,087.0 |
0.618 |
5,059.2 |
1.000 |
5,042.0 |
1.618 |
5,014.2 |
2.618 |
4,969.2 |
4.250 |
4,895.8 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
5,109.5 |
5,089.0 |
PP |
5,108.7 |
5,071.0 |
S1 |
5,107.8 |
5,053.0 |
|