Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,030 |
13,445 |
415 |
3.2% |
13,225 |
High |
13,475 |
13,515 |
40 |
0.3% |
13,635 |
Low |
13,020 |
13,190 |
170 |
1.3% |
13,180 |
Close |
13,390 |
13,330 |
-60 |
-0.4% |
13,450 |
Range |
455 |
325 |
-130 |
-28.6% |
455 |
ATR |
318 |
318 |
1 |
0.2% |
0 |
Volume |
20,775 |
23,586 |
2,811 |
13.5% |
103,422 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,320 |
14,150 |
13,509 |
|
R3 |
13,995 |
13,825 |
13,420 |
|
R2 |
13,670 |
13,670 |
13,390 |
|
R1 |
13,500 |
13,500 |
13,360 |
13,423 |
PP |
13,345 |
13,345 |
13,345 |
13,306 |
S1 |
13,175 |
13,175 |
13,300 |
13,098 |
S2 |
13,020 |
13,020 |
13,271 |
|
S3 |
12,695 |
12,850 |
13,241 |
|
S4 |
12,370 |
12,525 |
13,151 |
|
|
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% |
326 |
2.4% |
51% |
False |
False |
20,380 |
10 |
13,635 |
12,150 |
1,485 |
11.1% |
404 |
3.0% |
79% |
False |
False |
23,389 |
20 |
13,635 |
11,870 |
1,765 |
13.2% |
331 |
2.5% |
83% |
False |
False |
17,952 |
40 |
13,635 |
11,125 |
2,510 |
18.8% |
283 |
2.1% |
88% |
False |
False |
14,391 |
60 |
13,635 |
10,450 |
3,185 |
23.9% |
237 |
1.8% |
90% |
False |
False |
9,763 |
80 |
13,635 |
10,005 |
3,630 |
27.2% |
203 |
1.5% |
92% |
False |
False |
7,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,896 |
2.618 |
14,366 |
1.618 |
14,041 |
1.000 |
13,840 |
0.618 |
13,716 |
HIGH |
13,515 |
0.618 |
13,391 |
0.500 |
13,353 |
0.382 |
13,314 |
LOW |
13,190 |
0.618 |
12,989 |
1.000 |
12,865 |
1.618 |
12,664 |
2.618 |
12,339 |
4.250 |
11,809 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,353 |
13,308 |
PP |
13,345 |
13,285 |
S1 |
13,338 |
13,263 |
|