Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,708.0 |
7,527.0 |
-181.0 |
-2.3% |
7,673.5 |
High |
7,741.0 |
7,566.0 |
-175.0 |
-2.3% |
7,897.5 |
Low |
7,481.5 |
7,445.0 |
-36.5 |
-0.5% |
7,618.0 |
Close |
7,519.0 |
7,483.5 |
-35.5 |
-0.5% |
7,749.0 |
Range |
259.5 |
121.0 |
-138.5 |
-53.4% |
279.5 |
ATR |
129.8 |
129.2 |
-0.6 |
-0.5% |
0.0 |
Volume |
208,790 |
155,911 |
-52,879 |
-25.3% |
558,859 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,861.2 |
7,793.3 |
7,550.1 |
|
R3 |
7,740.2 |
7,672.3 |
7,516.8 |
|
R2 |
7,619.2 |
7,619.2 |
7,505.7 |
|
R1 |
7,551.3 |
7,551.3 |
7,494.6 |
7,524.8 |
PP |
7,498.2 |
7,498.2 |
7,498.2 |
7,484.9 |
S1 |
7,430.3 |
7,430.3 |
7,472.4 |
7,403.8 |
S2 |
7,377.2 |
7,377.2 |
7,461.3 |
|
S3 |
7,256.2 |
7,309.3 |
7,450.2 |
|
S4 |
7,135.2 |
7,188.3 |
7,417.0 |
|
|
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 |
7,849.0 |
7,445.0 |
404.0 |
5.4% |
145.1 |
1.9% |
10% |
False |
True |
151,874 |
10 |
7,897.5 |
7,445.0 |
452.5 |
6.0% |
136.6 |
1.8% |
9% |
False |
True |
132,988 |
20 |
8,047.5 |
7,445.0 |
602.5 |
8.1% |
126.0 |
1.7% |
6% |
False |
True |
125,254 |
40 |
8,089.0 |
7,445.0 |
644.0 |
8.6% |
114.4 |
1.5% |
6% |
False |
True |
83,599 |
60 |
8,089.0 |
7,445.0 |
644.0 |
8.6% |
105.3 |
1.4% |
6% |
False |
True |
55,945 |
80 |
8,089.0 |
7,445.0 |
644.0 |
8.6% |
94.1 |
1.3% |
6% |
False |
True |
42,313 |
100 |
8,089.0 |
7,146.0 |
943.0 |
12.6% |
86.9 |
1.2% |
36% |
False |
False |
34,081 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
15.1% |
86.9 |
1.2% |
46% |
False |
False |
28,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,080.3 |
2.618 |
7,882.8 |
1.618 |
7,761.8 |
1.000 |
7,687.0 |
0.618 |
7,640.8 |
HIGH |
7,566.0 |
0.618 |
7,519.8 |
0.500 |
7,505.5 |
0.382 |
7,491.2 |
LOW |
7,445.0 |
0.618 |
7,370.2 |
1.000 |
7,324.0 |
1.618 |
7,249.2 |
2.618 |
7,128.2 |
4.250 |
6,930.8 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,505.5 |
7,598.3 |
PP |
7,498.2 |
7,560.0 |
S1 |
7,490.8 |
7,521.8 |
|