Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,678.5 |
7,770.0 |
91.5 |
1.2% |
7,759.0 |
High |
7,785.0 |
7,865.0 |
80.0 |
1.0% |
7,784.0 |
Low |
7,660.5 |
7,749.0 |
88.5 |
1.2% |
7,422.0 |
Close |
7,765.0 |
7,835.0 |
70.0 |
0.9% |
7,462.5 |
Range |
124.5 |
116.0 |
-8.5 |
-6.8% |
362.0 |
ATR |
133.8 |
132.6 |
-1.3 |
-1.0% |
0.0 |
Volume |
140,299 |
111,625 |
-28,674 |
-20.4% |
766,815 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,164.3 |
8,115.7 |
7,898.8 |
|
R3 |
8,048.3 |
7,999.7 |
7,866.9 |
|
R2 |
7,932.3 |
7,932.3 |
7,856.3 |
|
R1 |
7,883.7 |
7,883.7 |
7,845.6 |
7,908.0 |
PP |
7,816.3 |
7,816.3 |
7,816.3 |
7,828.5 |
S1 |
7,767.7 |
7,767.7 |
7,824.4 |
7,792.0 |
S2 |
7,700.3 |
7,700.3 |
7,813.7 |
|
S3 |
7,584.3 |
7,651.7 |
7,803.1 |
|
S4 |
7,468.3 |
7,535.7 |
7,771.2 |
|
|
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 |
7,865.0 |
7,422.0 |
443.0 |
5.7% |
139.9 |
1.8% |
93% |
True |
False |
136,964 |
10 |
7,865.0 |
7,422.0 |
443.0 |
5.7% |
142.5 |
1.8% |
93% |
True |
False |
144,419 |
20 |
7,967.0 |
7,422.0 |
545.0 |
7.0% |
135.4 |
1.7% |
76% |
False |
False |
129,601 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
116.7 |
1.5% |
62% |
False |
False |
100,596 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
111.0 |
1.4% |
62% |
False |
False |
67,304 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
99.5 |
1.3% |
62% |
False |
False |
50,614 |
100 |
8,089.0 |
7,291.0 |
798.0 |
10.2% |
91.3 |
1.2% |
68% |
False |
False |
40,914 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.4% |
90.1 |
1.1% |
78% |
False |
False |
34,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,358.0 |
2.618 |
8,168.7 |
1.618 |
8,052.7 |
1.000 |
7,981.0 |
0.618 |
7,936.7 |
HIGH |
7,865.0 |
0.618 |
7,820.7 |
0.500 |
7,807.0 |
0.382 |
7,793.3 |
LOW |
7,749.0 |
0.618 |
7,677.3 |
1.000 |
7,633.0 |
1.618 |
7,561.3 |
2.618 |
7,445.3 |
4.250 |
7,256.0 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,825.7 |
7,775.9 |
PP |
7,816.3 |
7,716.8 |
S1 |
7,807.0 |
7,657.8 |
|