Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,759.0 |
7,693.0 |
-66.0 |
-0.9% |
7,673.5 |
High |
7,784.0 |
7,751.5 |
-32.5 |
-0.4% |
7,897.5 |
Low |
7,657.5 |
7,647.0 |
-10.5 |
-0.1% |
7,618.0 |
Close |
7,720.5 |
7,701.0 |
-19.5 |
-0.3% |
7,749.0 |
Range |
126.5 |
104.5 |
-22.0 |
-17.4% |
279.5 |
ATR |
121.1 |
119.9 |
-1.2 |
-1.0% |
0.0 |
Volume |
131,841 |
133,521 |
1,680 |
1.3% |
558,859 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,013.3 |
7,961.7 |
7,758.5 |
|
R3 |
7,908.8 |
7,857.2 |
7,729.7 |
|
R2 |
7,804.3 |
7,804.3 |
7,720.2 |
|
R1 |
7,752.7 |
7,752.7 |
7,710.6 |
7,778.5 |
PP |
7,699.8 |
7,699.8 |
7,699.8 |
7,712.8 |
S1 |
7,648.2 |
7,648.2 |
7,691.4 |
7,674.0 |
S2 |
7,595.3 |
7,595.3 |
7,681.8 |
|
S3 |
7,490.8 |
7,543.7 |
7,672.3 |
|
S4 |
7,386.3 |
7,439.2 |
7,643.5 |
|
|
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 |
7,647.0 |
250.5 |
3.3% |
123.9 |
1.6% |
22% |
False |
True |
123,783 |
10 |
7,967.0 |
7,618.0 |
349.0 |
4.5% |
121.3 |
1.6% |
24% |
False |
False |
119,904 |
20 |
8,047.5 |
7,618.0 |
429.5 |
5.6% |
119.9 |
1.6% |
19% |
False |
False |
119,277 |
40 |
8,089.0 |
7,574.0 |
515.0 |
6.7% |
110.2 |
1.4% |
25% |
False |
False |
74,494 |
60 |
8,089.0 |
7,553.0 |
536.0 |
7.0% |
101.2 |
1.3% |
28% |
False |
False |
49,877 |
80 |
8,089.0 |
7,553.0 |
536.0 |
7.0% |
90.7 |
1.2% |
28% |
False |
False |
37,835 |
100 |
8,089.0 |
7,026.5 |
1,062.5 |
13.8% |
84.9 |
1.1% |
63% |
False |
False |
30,438 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.7% |
84.6 |
1.1% |
66% |
False |
False |
25,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,195.6 |
2.618 |
8,025.1 |
1.618 |
7,920.6 |
1.000 |
7,856.0 |
0.618 |
7,816.1 |
HIGH |
7,751.5 |
0.618 |
7,711.6 |
0.500 |
7,699.3 |
0.382 |
7,686.9 |
LOW |
7,647.0 |
0.618 |
7,582.4 |
1.000 |
7,542.5 |
1.618 |
7,477.9 |
2.618 |
7,373.4 |
4.250 |
7,202.9 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,700.4 |
7,748.0 |
PP |
7,699.8 |
7,732.3 |
S1 |
7,699.3 |
7,716.7 |
|