Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,514.0 |
7,485.5 |
-28.5 |
-0.4% |
7,759.0 |
High |
7,545.5 |
7,690.0 |
144.5 |
1.9% |
7,784.0 |
Low |
7,443.5 |
7,450.5 |
7.0 |
0.1% |
7,422.0 |
Close |
7,481.0 |
7,670.0 |
189.0 |
2.5% |
7,462.5 |
Range |
102.0 |
239.5 |
137.5 |
134.8% |
362.0 |
ATR |
126.5 |
134.6 |
8.1 |
6.4% |
0.0 |
Volume |
119,887 |
176,259 |
56,372 |
47.0% |
766,815 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,322.0 |
8,235.5 |
7,801.7 |
|
R3 |
8,082.5 |
7,996.0 |
7,735.9 |
|
R2 |
7,843.0 |
7,843.0 |
7,713.9 |
|
R1 |
7,756.5 |
7,756.5 |
7,692.0 |
7,799.8 |
PP |
7,603.5 |
7,603.5 |
7,603.5 |
7,625.1 |
S1 |
7,517.0 |
7,517.0 |
7,648.0 |
7,560.3 |
S2 |
7,364.0 |
7,364.0 |
7,626.1 |
|
S3 |
7,124.5 |
7,277.5 |
7,604.1 |
|
S4 |
6,885.0 |
7,038.0 |
7,538.3 |
|
|
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 |
7,741.0 |
7,422.0 |
319.0 |
4.2% |
167.9 |
2.2% |
78% |
False |
False |
159,519 |
10 |
7,897.5 |
7,422.0 |
475.5 |
6.2% |
145.9 |
1.9% |
52% |
False |
False |
141,651 |
20 |
8,044.5 |
7,422.0 |
622.5 |
8.1% |
135.4 |
1.8% |
40% |
False |
False |
129,664 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.7% |
118.6 |
1.5% |
37% |
False |
False |
94,342 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.7% |
108.6 |
1.4% |
37% |
False |
False |
63,131 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.7% |
97.8 |
1.3% |
37% |
False |
False |
47,469 |
100 |
8,089.0 |
7,291.0 |
798.0 |
10.4% |
89.6 |
1.2% |
47% |
False |
False |
38,403 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.7% |
88.9 |
1.2% |
63% |
False |
False |
32,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,707.9 |
2.618 |
8,317.0 |
1.618 |
8,077.5 |
1.000 |
7,929.5 |
0.618 |
7,838.0 |
HIGH |
7,690.0 |
0.618 |
7,598.5 |
0.500 |
7,570.3 |
0.382 |
7,542.0 |
LOW |
7,450.5 |
0.618 |
7,302.5 |
1.000 |
7,211.0 |
1.618 |
7,063.0 |
2.618 |
6,823.5 |
4.250 |
6,432.6 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,636.8 |
7,632.0 |
PP |
7,603.5 |
7,594.0 |
S1 |
7,570.3 |
7,556.0 |
|