Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,527.0 |
7,505.0 |
-22.0 |
-0.3% |
7,759.0 |
High |
7,566.0 |
7,539.5 |
-26.5 |
-0.4% |
7,784.0 |
Low |
7,445.0 |
7,422.0 |
-23.0 |
-0.3% |
7,422.0 |
Close |
7,483.5 |
7,462.5 |
-21.0 |
-0.3% |
7,462.5 |
Range |
121.0 |
117.5 |
-3.5 |
-2.9% |
362.0 |
ATR |
129.2 |
128.4 |
-0.8 |
-0.6% |
0.0 |
Volume |
155,911 |
136,752 |
-19,159 |
-12.3% |
766,815 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,827.2 |
7,762.3 |
7,527.1 |
|
R3 |
7,709.7 |
7,644.8 |
7,494.8 |
|
R2 |
7,592.2 |
7,592.2 |
7,484.0 |
|
R1 |
7,527.3 |
7,527.3 |
7,473.3 |
7,501.0 |
PP |
7,474.7 |
7,474.7 |
7,474.7 |
7,461.5 |
S1 |
7,409.8 |
7,409.8 |
7,451.7 |
7,383.5 |
S2 |
7,357.2 |
7,357.2 |
7,441.0 |
|
S3 |
7,239.7 |
7,292.3 |
7,430.2 |
|
S4 |
7,122.2 |
7,174.8 |
7,397.9 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,642.2 |
8,414.3 |
7,661.6 |
|
R3 |
8,280.2 |
8,052.3 |
7,562.1 |
|
R2 |
7,918.2 |
7,918.2 |
7,528.9 |
|
R1 |
7,690.3 |
7,690.3 |
7,495.7 |
7,623.3 |
PP |
7,556.2 |
7,556.2 |
7,556.2 |
7,522.6 |
S1 |
7,328.3 |
7,328.3 |
7,429.3 |
7,261.3 |
S2 |
7,194.2 |
7,194.2 |
7,396.1 |
|
S3 |
6,832.2 |
6,966.3 |
7,363.0 |
|
S4 |
6,470.2 |
6,604.3 |
7,263.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,784.0 |
7,422.0 |
362.0 |
4.9% |
145.8 |
2.0% |
11% |
False |
True |
153,363 |
10 |
7,897.5 |
7,422.0 |
475.5 |
6.4% |
128.8 |
1.7% |
9% |
False |
True |
132,567 |
20 |
8,044.5 |
7,422.0 |
622.5 |
8.3% |
128.2 |
1.7% |
7% |
False |
True |
126,676 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.9% |
115.5 |
1.5% |
6% |
False |
True |
87,006 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.9% |
106.5 |
1.4% |
6% |
False |
True |
58,218 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.9% |
95.2 |
1.3% |
6% |
False |
True |
43,943 |
100 |
8,089.0 |
7,222.5 |
866.5 |
11.6% |
87.5 |
1.2% |
28% |
False |
False |
35,444 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
15.1% |
87.3 |
1.2% |
45% |
False |
False |
29,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,038.9 |
2.618 |
7,847.1 |
1.618 |
7,729.6 |
1.000 |
7,657.0 |
0.618 |
7,612.1 |
HIGH |
7,539.5 |
0.618 |
7,494.6 |
0.500 |
7,480.8 |
0.382 |
7,466.9 |
LOW |
7,422.0 |
0.618 |
7,349.4 |
1.000 |
7,304.5 |
1.618 |
7,231.9 |
2.618 |
7,114.4 |
4.250 |
6,922.6 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,480.8 |
7,581.5 |
PP |
7,474.7 |
7,541.8 |
S1 |
7,468.6 |
7,502.2 |
|