Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,485.5 |
7,678.5 |
193.0 |
2.6% |
7,759.0 |
High |
7,690.0 |
7,785.0 |
95.0 |
1.2% |
7,784.0 |
Low |
7,450.5 |
7,660.5 |
210.0 |
2.8% |
7,422.0 |
Close |
7,670.0 |
7,765.0 |
95.0 |
1.2% |
7,462.5 |
Range |
239.5 |
124.5 |
-115.0 |
-48.0% |
362.0 |
ATR |
134.6 |
133.8 |
-0.7 |
-0.5% |
0.0 |
Volume |
176,259 |
140,299 |
-35,960 |
-20.4% |
766,815 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,110.3 |
8,062.2 |
7,833.5 |
|
R3 |
7,985.8 |
7,937.7 |
7,799.2 |
|
R2 |
7,861.3 |
7,861.3 |
7,787.8 |
|
R1 |
7,813.2 |
7,813.2 |
7,776.4 |
7,837.3 |
PP |
7,736.8 |
7,736.8 |
7,736.8 |
7,748.9 |
S1 |
7,688.7 |
7,688.7 |
7,753.6 |
7,712.8 |
S2 |
7,612.3 |
7,612.3 |
7,742.2 |
|
S3 |
7,487.8 |
7,564.2 |
7,730.8 |
|
S4 |
7,363.3 |
7,439.7 |
7,696.5 |
|
|
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 |
7,785.0 |
7,422.0 |
363.0 |
4.7% |
140.9 |
1.8% |
94% |
True |
False |
145,821 |
10 |
7,897.5 |
7,422.0 |
475.5 |
6.1% |
141.0 |
1.8% |
72% |
False |
False |
143,222 |
20 |
7,967.0 |
7,422.0 |
545.0 |
7.0% |
132.4 |
1.7% |
63% |
False |
False |
129,121 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.6% |
116.0 |
1.5% |
51% |
False |
False |
97,817 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.6% |
110.0 |
1.4% |
51% |
False |
False |
65,451 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.6% |
98.7 |
1.3% |
51% |
False |
False |
49,219 |
100 |
8,089.0 |
7,291.0 |
798.0 |
10.3% |
90.6 |
1.2% |
59% |
False |
False |
39,802 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.6% |
89.7 |
1.2% |
71% |
False |
False |
33,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,314.1 |
2.618 |
8,110.9 |
1.618 |
7,986.4 |
1.000 |
7,909.5 |
0.618 |
7,861.9 |
HIGH |
7,785.0 |
0.618 |
7,737.4 |
0.500 |
7,722.8 |
0.382 |
7,708.1 |
LOW |
7,660.5 |
0.618 |
7,583.6 |
1.000 |
7,536.0 |
1.618 |
7,459.1 |
2.618 |
7,334.6 |
4.250 |
7,131.4 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,750.9 |
7,714.8 |
PP |
7,736.8 |
7,664.5 |
S1 |
7,722.8 |
7,614.3 |
|