Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,680 |
13,680 |
0 |
0.0% |
13,430 |
High |
13,710 |
13,835 |
125 |
0.9% |
13,670 |
Low |
13,560 |
13,535 |
-25 |
-0.2% |
13,010 |
Close |
13,660 |
13,810 |
150 |
1.1% |
13,665 |
Range |
150 |
300 |
150 |
100.0% |
660 |
ATR |
304 |
303 |
0 |
-0.1% |
0 |
Volume |
11,592 |
15,473 |
3,881 |
33.5% |
94,498 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,627 |
14,518 |
13,975 |
|
R3 |
14,327 |
14,218 |
13,893 |
|
R2 |
14,027 |
14,027 |
13,865 |
|
R1 |
13,918 |
13,918 |
13,838 |
13,973 |
PP |
13,727 |
13,727 |
13,727 |
13,754 |
S1 |
13,618 |
13,618 |
13,783 |
13,673 |
S2 |
13,427 |
13,427 |
13,755 |
|
S3 |
13,127 |
13,318 |
13,728 |
|
S4 |
12,827 |
13,018 |
13,645 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,428 |
15,207 |
14,028 |
|
R3 |
14,768 |
14,547 |
13,847 |
|
R2 |
14,108 |
14,108 |
13,786 |
|
R1 |
13,887 |
13,887 |
13,726 |
13,998 |
PP |
13,448 |
13,448 |
13,448 |
13,504 |
S1 |
13,227 |
13,227 |
13,605 |
13,338 |
S2 |
12,788 |
12,788 |
13,544 |
|
S3 |
12,128 |
12,567 |
13,484 |
|
S4 |
11,468 |
11,907 |
13,302 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,835 |
13,190 |
645 |
4.7% |
273 |
2.0% |
96% |
True |
False |
15,784 |
10 |
13,835 |
13,010 |
825 |
6.0% |
300 |
2.2% |
97% |
True |
False |
18,269 |
20 |
13,835 |
11,870 |
1,965 |
14.2% |
334 |
2.4% |
99% |
True |
False |
18,037 |
40 |
13,835 |
11,235 |
2,600 |
18.8% |
279 |
2.0% |
99% |
True |
False |
15,752 |
60 |
13,835 |
10,750 |
3,085 |
22.3% |
245 |
1.8% |
99% |
True |
False |
10,684 |
80 |
13,835 |
10,330 |
3,505 |
25.4% |
213 |
1.5% |
99% |
True |
False |
8,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,110 |
2.618 |
14,621 |
1.618 |
14,321 |
1.000 |
14,135 |
0.618 |
14,021 |
HIGH |
13,835 |
0.618 |
13,721 |
0.500 |
13,685 |
0.382 |
13,650 |
LOW |
13,535 |
0.618 |
13,350 |
1.000 |
13,235 |
1.618 |
13,050 |
2.618 |
12,750 |
4.250 |
12,260 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,768 |
13,723 |
PP |
13,727 |
13,637 |
S1 |
13,685 |
13,550 |
|