Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,585 |
13,430 |
-155 |
-1.1% |
13,225 |
High |
13,610 |
13,470 |
-140 |
-1.0% |
13,635 |
Low |
13,390 |
13,010 |
-380 |
-2.8% |
13,180 |
Close |
13,450 |
13,080 |
-370 |
-2.8% |
13,450 |
Range |
220 |
460 |
240 |
109.1% |
455 |
ATR |
295 |
307 |
12 |
4.0% |
0 |
Volume |
16,141 |
21,868 |
5,727 |
35.5% |
103,422 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,567 |
14,283 |
13,333 |
|
R3 |
14,107 |
13,823 |
13,207 |
|
R2 |
13,647 |
13,647 |
13,164 |
|
R1 |
13,363 |
13,363 |
13,122 |
13,275 |
PP |
13,187 |
13,187 |
13,187 |
13,143 |
S1 |
12,903 |
12,903 |
13,038 |
12,815 |
S2 |
12,727 |
12,727 |
12,996 |
|
S3 |
12,267 |
12,443 |
12,954 |
|
S4 |
11,807 |
11,983 |
12,827 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,787 |
14,573 |
13,700 |
|
R3 |
14,332 |
14,118 |
13,575 |
|
R2 |
13,877 |
13,877 |
13,534 |
|
R1 |
13,663 |
13,663 |
13,492 |
13,770 |
PP |
13,422 |
13,422 |
13,422 |
13,475 |
S1 |
13,208 |
13,208 |
13,408 |
13,315 |
S2 |
12,967 |
12,967 |
13,367 |
|
S3 |
12,512 |
12,753 |
13,325 |
|
S4 |
12,057 |
12,298 |
13,200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,635 |
13,010 |
625 |
4.8% |
297 |
2.3% |
11% |
False |
True |
21,008 |
10 |
13,635 |
11,870 |
1,765 |
13.5% |
390 |
3.0% |
69% |
False |
False |
21,708 |
20 |
13,635 |
11,870 |
1,765 |
13.5% |
313 |
2.4% |
69% |
False |
False |
17,407 |
40 |
13,635 |
11,085 |
2,550 |
19.5% |
273 |
2.1% |
78% |
False |
False |
13,285 |
60 |
13,635 |
10,450 |
3,185 |
24.4% |
232 |
1.8% |
83% |
False |
False |
9,024 |
80 |
13,635 |
9,930 |
3,705 |
28.3% |
195 |
1.5% |
85% |
False |
False |
6,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,425 |
2.618 |
14,674 |
1.618 |
14,214 |
1.000 |
13,930 |
0.618 |
13,754 |
HIGH |
13,470 |
0.618 |
13,294 |
0.500 |
13,240 |
0.382 |
13,186 |
LOW |
13,010 |
0.618 |
12,726 |
1.000 |
12,550 |
1.618 |
12,266 |
2.618 |
11,806 |
4.250 |
11,055 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,240 |
13,323 |
PP |
13,187 |
13,242 |
S1 |
13,133 |
13,161 |
|