Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,430 |
13,030 |
-400 |
-3.0% |
13,225 |
High |
13,470 |
13,475 |
5 |
0.0% |
13,635 |
Low |
13,010 |
13,020 |
10 |
0.1% |
13,180 |
Close |
13,080 |
13,390 |
310 |
2.4% |
13,450 |
Range |
460 |
455 |
-5 |
-1.1% |
455 |
ATR |
307 |
318 |
11 |
3.4% |
0 |
Volume |
21,868 |
20,775 |
-1,093 |
-5.0% |
103,422 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,660 |
14,480 |
13,640 |
|
R3 |
14,205 |
14,025 |
13,515 |
|
R2 |
13,750 |
13,750 |
13,474 |
|
R1 |
13,570 |
13,570 |
13,432 |
13,660 |
PP |
13,295 |
13,295 |
13,295 |
13,340 |
S1 |
13,115 |
13,115 |
13,348 |
13,205 |
S2 |
12,840 |
12,840 |
13,307 |
|
S3 |
12,385 |
12,660 |
13,265 |
|
S4 |
11,930 |
12,205 |
13,140 |
|
|
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 |
4.7% |
327 |
2.4% |
61% |
False |
False |
20,755 |
10 |
13,635 |
12,150 |
1,485 |
11.1% |
396 |
3.0% |
84% |
False |
False |
22,481 |
20 |
13,635 |
11,870 |
1,765 |
13.2% |
323 |
2.4% |
86% |
False |
False |
17,490 |
40 |
13,635 |
11,125 |
2,510 |
18.7% |
278 |
2.1% |
90% |
False |
False |
13,803 |
60 |
13,635 |
10,450 |
3,185 |
23.8% |
233 |
1.7% |
92% |
False |
False |
9,370 |
80 |
13,635 |
10,005 |
3,630 |
27.1% |
199 |
1.5% |
93% |
False |
False |
7,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,409 |
2.618 |
14,666 |
1.618 |
14,211 |
1.000 |
13,930 |
0.618 |
13,756 |
HIGH |
13,475 |
0.618 |
13,301 |
0.500 |
13,248 |
0.382 |
13,194 |
LOW |
13,020 |
0.618 |
12,739 |
1.000 |
12,565 |
1.618 |
12,284 |
2.618 |
11,829 |
4.250 |
11,086 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,343 |
13,363 |
PP |
13,295 |
13,337 |
S1 |
13,248 |
13,310 |
|