Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,770.0 |
7,820.0 |
50.0 |
0.6% |
7,514.0 |
High |
7,865.0 |
7,853.5 |
-11.5 |
-0.1% |
7,865.0 |
Low |
7,749.0 |
7,774.5 |
25.5 |
0.3% |
7,443.5 |
Close |
7,835.0 |
7,818.0 |
-17.0 |
-0.2% |
7,818.0 |
Range |
116.0 |
79.0 |
-37.0 |
-31.9% |
421.5 |
ATR |
132.6 |
128.7 |
-3.8 |
-2.9% |
0.0 |
Volume |
111,625 |
102,661 |
-8,964 |
-8.0% |
650,731 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,052.3 |
8,014.2 |
7,861.5 |
|
R3 |
7,973.3 |
7,935.2 |
7,839.7 |
|
R2 |
7,894.3 |
7,894.3 |
7,832.5 |
|
R1 |
7,856.2 |
7,856.2 |
7,825.2 |
7,835.8 |
PP |
7,815.3 |
7,815.3 |
7,815.3 |
7,805.1 |
S1 |
7,777.2 |
7,777.2 |
7,810.8 |
7,756.8 |
S2 |
7,736.3 |
7,736.3 |
7,803.5 |
|
S3 |
7,657.3 |
7,698.2 |
7,796.3 |
|
S4 |
7,578.3 |
7,619.2 |
7,774.6 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,973.3 |
8,817.2 |
8,049.8 |
|
R3 |
8,551.8 |
8,395.7 |
7,933.9 |
|
R2 |
8,130.3 |
8,130.3 |
7,895.3 |
|
R1 |
7,974.2 |
7,974.2 |
7,856.6 |
8,052.3 |
PP |
7,708.8 |
7,708.8 |
7,708.8 |
7,747.9 |
S1 |
7,552.7 |
7,552.7 |
7,779.4 |
7,630.8 |
S2 |
7,287.3 |
7,287.3 |
7,740.7 |
|
S3 |
6,865.8 |
7,131.2 |
7,702.1 |
|
S4 |
6,444.3 |
6,709.7 |
7,586.2 |
|
|
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 |
7,443.5 |
421.5 |
5.4% |
132.2 |
1.7% |
89% |
False |
False |
130,146 |
10 |
7,865.0 |
7,422.0 |
443.0 |
5.7% |
139.0 |
1.8% |
89% |
False |
False |
141,754 |
20 |
7,967.0 |
7,422.0 |
545.0 |
7.0% |
130.6 |
1.7% |
73% |
False |
False |
127,616 |
40 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
114.9 |
1.5% |
59% |
False |
False |
103,132 |
60 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
110.9 |
1.4% |
59% |
False |
False |
69,004 |
80 |
8,089.0 |
7,422.0 |
667.0 |
8.5% |
99.4 |
1.3% |
59% |
False |
False |
51,891 |
100 |
8,089.0 |
7,396.5 |
692.5 |
8.9% |
91.0 |
1.2% |
61% |
False |
False |
41,938 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.5% |
90.1 |
1.2% |
76% |
False |
False |
35,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,189.3 |
2.618 |
8,060.3 |
1.618 |
7,981.3 |
1.000 |
7,932.5 |
0.618 |
7,902.3 |
HIGH |
7,853.5 |
0.618 |
7,823.3 |
0.500 |
7,814.0 |
0.382 |
7,804.7 |
LOW |
7,774.5 |
0.618 |
7,725.7 |
1.000 |
7,695.5 |
1.618 |
7,646.7 |
2.618 |
7,567.7 |
4.250 |
7,438.8 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,816.7 |
7,799.6 |
PP |
7,815.3 |
7,781.2 |
S1 |
7,814.0 |
7,762.8 |
|