Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,445 |
13,350 |
-95 |
-0.7% |
13,225 |
High |
13,515 |
13,445 |
-70 |
-0.5% |
13,635 |
Low |
13,190 |
13,260 |
70 |
0.5% |
13,180 |
Close |
13,330 |
13,330 |
0 |
0.0% |
13,450 |
Range |
325 |
185 |
-140 |
-43.1% |
455 |
ATR |
318 |
309 |
-10 |
-3.0% |
0 |
Volume |
23,586 |
13,961 |
-9,625 |
-40.8% |
103,422 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,900 |
13,800 |
13,432 |
|
R3 |
13,715 |
13,615 |
13,381 |
|
R2 |
13,530 |
13,530 |
13,364 |
|
R1 |
13,430 |
13,430 |
13,347 |
13,388 |
PP |
13,345 |
13,345 |
13,345 |
13,324 |
S1 |
13,245 |
13,245 |
13,313 |
13,203 |
S2 |
13,160 |
13,160 |
13,296 |
|
S3 |
12,975 |
13,060 |
13,279 |
|
S4 |
12,790 |
12,875 |
13,228 |
|
|
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 |
13,610 |
13,010 |
600 |
4.5% |
329 |
2.5% |
53% |
False |
False |
19,266 |
10 |
13,635 |
12,830 |
805 |
6.0% |
327 |
2.5% |
62% |
False |
False |
21,546 |
20 |
13,635 |
11,870 |
1,765 |
13.2% |
325 |
2.4% |
83% |
False |
False |
18,129 |
40 |
13,635 |
11,125 |
2,510 |
18.8% |
284 |
2.1% |
88% |
False |
False |
14,733 |
60 |
13,635 |
10,450 |
3,185 |
23.9% |
235 |
1.8% |
90% |
False |
False |
9,995 |
80 |
13,635 |
10,015 |
3,620 |
27.2% |
203 |
1.5% |
92% |
False |
False |
7,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,231 |
2.618 |
13,929 |
1.618 |
13,744 |
1.000 |
13,630 |
0.618 |
13,559 |
HIGH |
13,445 |
0.618 |
13,374 |
0.500 |
13,353 |
0.382 |
13,331 |
LOW |
13,260 |
0.618 |
13,146 |
1.000 |
13,075 |
1.618 |
12,961 |
2.618 |
12,776 |
4.250 |
12,474 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,353 |
13,309 |
PP |
13,345 |
13,288 |
S1 |
13,338 |
13,268 |
|