Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,693.0 |
7,708.0 |
15.0 |
0.2% |
7,673.5 |
High |
7,751.5 |
7,741.0 |
-10.5 |
-0.1% |
7,897.5 |
Low |
7,647.0 |
7,481.5 |
-165.5 |
-2.2% |
7,618.0 |
Close |
7,701.0 |
7,519.0 |
-182.0 |
-2.4% |
7,749.0 |
Range |
104.5 |
259.5 |
155.0 |
148.3% |
279.5 |
ATR |
119.9 |
129.8 |
10.0 |
8.3% |
0.0 |
Volume |
133,521 |
208,790 |
75,269 |
56.4% |
558,859 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,359.0 |
8,198.5 |
7,661.7 |
|
R3 |
8,099.5 |
7,939.0 |
7,590.4 |
|
R2 |
7,840.0 |
7,840.0 |
7,566.6 |
|
R1 |
7,679.5 |
7,679.5 |
7,542.8 |
7,630.0 |
PP |
7,580.5 |
7,580.5 |
7,580.5 |
7,555.8 |
S1 |
7,420.0 |
7,420.0 |
7,495.2 |
7,370.5 |
S2 |
7,321.0 |
7,321.0 |
7,471.4 |
|
S3 |
7,061.5 |
7,160.5 |
7,447.6 |
|
S4 |
6,802.0 |
6,901.0 |
7,376.3 |
|
|
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 |
7,481.5 |
416.0 |
5.5% |
141.1 |
1.9% |
9% |
False |
True |
140,624 |
10 |
7,942.5 |
7,481.5 |
461.0 |
6.1% |
137.1 |
1.8% |
8% |
False |
True |
130,880 |
20 |
8,047.5 |
7,481.5 |
566.0 |
7.5% |
124.1 |
1.7% |
7% |
False |
True |
123,873 |
40 |
8,089.0 |
7,481.5 |
607.5 |
8.1% |
115.2 |
1.5% |
6% |
False |
True |
79,709 |
60 |
8,089.0 |
7,481.5 |
607.5 |
8.1% |
105.1 |
1.4% |
6% |
False |
True |
53,352 |
80 |
8,089.0 |
7,481.5 |
607.5 |
8.1% |
93.2 |
1.2% |
6% |
False |
True |
40,413 |
100 |
8,089.0 |
7,117.0 |
972.0 |
12.9% |
86.4 |
1.1% |
41% |
False |
False |
32,524 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
15.0% |
86.3 |
1.1% |
50% |
False |
False |
27,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,843.9 |
2.618 |
8,420.4 |
1.618 |
8,160.9 |
1.000 |
8,000.5 |
0.618 |
7,901.4 |
HIGH |
7,741.0 |
0.618 |
7,641.9 |
0.500 |
7,611.3 |
0.382 |
7,580.6 |
LOW |
7,481.5 |
0.618 |
7,321.1 |
1.000 |
7,222.0 |
1.618 |
7,061.6 |
2.618 |
6,802.1 |
4.250 |
6,378.6 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,611.3 |
7,632.8 |
PP |
7,580.5 |
7,594.8 |
S1 |
7,549.8 |
7,556.9 |
|