Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,840.0 |
7,759.0 |
-81.0 |
-1.0% |
7,673.5 |
High |
7,849.0 |
7,784.0 |
-65.0 |
-0.8% |
7,897.5 |
Low |
7,735.0 |
7,657.5 |
-77.5 |
-1.0% |
7,618.0 |
Close |
7,749.0 |
7,720.5 |
-28.5 |
-0.4% |
7,749.0 |
Range |
114.0 |
126.5 |
12.5 |
11.0% |
279.5 |
ATR |
120.6 |
121.1 |
0.4 |
0.3% |
0.0 |
Volume |
129,311 |
131,841 |
2,530 |
2.0% |
558,859 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,100.2 |
8,036.8 |
7,790.1 |
|
R3 |
7,973.7 |
7,910.3 |
7,755.3 |
|
R2 |
7,847.2 |
7,847.2 |
7,743.7 |
|
R1 |
7,783.8 |
7,783.8 |
7,732.1 |
7,752.3 |
PP |
7,720.7 |
7,720.7 |
7,720.7 |
7,704.9 |
S1 |
7,657.3 |
7,657.3 |
7,708.9 |
7,625.8 |
S2 |
7,594.2 |
7,594.2 |
7,697.3 |
|
S3 |
7,467.7 |
7,530.8 |
7,685.7 |
|
S4 |
7,341.2 |
7,404.3 |
7,650.9 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,593.3 |
8,450.7 |
7,902.7 |
|
R3 |
8,313.8 |
8,171.2 |
7,825.9 |
|
R2 |
8,034.3 |
8,034.3 |
7,800.2 |
|
R1 |
7,891.7 |
7,891.7 |
7,774.6 |
7,963.0 |
PP |
7,754.8 |
7,754.8 |
7,754.8 |
7,790.5 |
S1 |
7,612.2 |
7,612.2 |
7,723.4 |
7,683.5 |
S2 |
7,475.3 |
7,475.3 |
7,697.8 |
|
S3 |
7,195.8 |
7,332.7 |
7,672.1 |
|
S4 |
6,916.3 |
7,053.2 |
7,595.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,897.5 |
7,618.0 |
279.5 |
3.6% |
126.5 |
1.6% |
37% |
False |
False |
120,434 |
10 |
7,967.0 |
7,618.0 |
349.0 |
4.5% |
127.8 |
1.7% |
29% |
False |
False |
117,325 |
20 |
8,089.0 |
7,618.0 |
471.0 |
6.1% |
118.7 |
1.5% |
22% |
False |
False |
117,897 |
40 |
8,089.0 |
7,574.0 |
515.0 |
6.7% |
109.5 |
1.4% |
28% |
False |
False |
71,166 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
100.1 |
1.3% |
31% |
False |
False |
47,660 |
80 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
90.0 |
1.2% |
31% |
False |
False |
36,201 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.6% |
85.0 |
1.1% |
67% |
False |
False |
29,110 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.6% |
84.4 |
1.1% |
67% |
False |
False |
24,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,321.6 |
2.618 |
8,115.2 |
1.618 |
7,988.7 |
1.000 |
7,910.5 |
0.618 |
7,862.2 |
HIGH |
7,784.0 |
0.618 |
7,735.7 |
0.500 |
7,720.8 |
0.382 |
7,705.8 |
LOW |
7,657.5 |
0.618 |
7,579.3 |
1.000 |
7,531.0 |
1.618 |
7,452.8 |
2.618 |
7,326.3 |
4.250 |
7,119.9 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,720.8 |
7,777.5 |
PP |
7,720.7 |
7,758.5 |
S1 |
7,720.6 |
7,739.5 |
|