Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,505.0 |
7,514.0 |
9.0 |
0.1% |
7,759.0 |
High |
7,539.5 |
7,545.5 |
6.0 |
0.1% |
7,784.0 |
Low |
7,422.0 |
7,443.5 |
21.5 |
0.3% |
7,422.0 |
Close |
7,462.5 |
7,481.0 |
18.5 |
0.2% |
7,462.5 |
Range |
117.5 |
102.0 |
-15.5 |
-13.2% |
362.0 |
ATR |
128.4 |
126.5 |
-1.9 |
-1.5% |
0.0 |
Volume |
136,752 |
119,887 |
-16,865 |
-12.3% |
766,815 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,796.0 |
7,740.5 |
7,537.1 |
|
R3 |
7,694.0 |
7,638.5 |
7,509.1 |
|
R2 |
7,592.0 |
7,592.0 |
7,499.7 |
|
R1 |
7,536.5 |
7,536.5 |
7,490.4 |
7,513.3 |
PP |
7,490.0 |
7,490.0 |
7,490.0 |
7,478.4 |
S1 |
7,434.5 |
7,434.5 |
7,471.7 |
7,411.3 |
S2 |
7,388.0 |
7,388.0 |
7,462.3 |
|
S3 |
7,286.0 |
7,332.5 |
7,453.0 |
|
S4 |
7,184.0 |
7,230.5 |
7,424.9 |
|
|
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 |
7,751.5 |
7,422.0 |
329.5 |
4.4% |
140.9 |
1.9% |
18% |
False |
False |
150,972 |
10 |
7,897.5 |
7,422.0 |
475.5 |
6.4% |
133.7 |
1.8% |
12% |
False |
False |
135,703 |
20 |
8,044.5 |
7,422.0 |
622.5 |
8.3% |
127.5 |
1.7% |
9% |
False |
False |
126,124 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.9% |
114.7 |
1.5% |
9% |
False |
False |
89,956 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.9% |
106.7 |
1.4% |
9% |
False |
False |
60,207 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.9% |
95.5 |
1.3% |
9% |
False |
False |
45,324 |
100 |
8,089.0 |
7,242.5 |
846.5 |
11.3% |
88.2 |
1.2% |
28% |
False |
False |
36,643 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
15.1% |
87.8 |
1.2% |
46% |
False |
False |
30,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,979.0 |
2.618 |
7,812.5 |
1.618 |
7,710.5 |
1.000 |
7,647.5 |
0.618 |
7,608.5 |
HIGH |
7,545.5 |
0.618 |
7,506.5 |
0.500 |
7,494.5 |
0.382 |
7,482.5 |
LOW |
7,443.5 |
0.618 |
7,380.5 |
1.000 |
7,341.5 |
1.618 |
7,278.5 |
2.618 |
7,176.5 |
4.250 |
7,010.0 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,494.5 |
7,494.0 |
PP |
7,490.0 |
7,489.7 |
S1 |
7,485.5 |
7,485.3 |
|