Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,680 |
13,800 |
120 |
0.9% |
13,430 |
High |
13,835 |
14,010 |
175 |
1.3% |
13,670 |
Low |
13,535 |
13,745 |
210 |
1.6% |
13,010 |
Close |
13,810 |
13,975 |
165 |
1.2% |
13,665 |
Range |
300 |
265 |
-35 |
-11.7% |
660 |
ATR |
303 |
301 |
-3 |
-0.9% |
0 |
Volume |
15,473 |
13,650 |
-1,823 |
-11.8% |
94,498 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,705 |
14,605 |
14,121 |
|
R3 |
14,440 |
14,340 |
14,048 |
|
R2 |
14,175 |
14,175 |
14,024 |
|
R1 |
14,075 |
14,075 |
13,999 |
14,125 |
PP |
13,910 |
13,910 |
13,910 |
13,935 |
S1 |
13,810 |
13,810 |
13,951 |
13,860 |
S2 |
13,645 |
13,645 |
13,927 |
|
S3 |
13,380 |
13,545 |
13,902 |
|
S4 |
13,115 |
13,280 |
13,829 |
|
|
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 |
14,010 |
13,260 |
750 |
5.4% |
261 |
1.9% |
95% |
True |
False |
13,796 |
10 |
14,010 |
13,010 |
1,000 |
7.2% |
294 |
2.1% |
97% |
True |
False |
17,088 |
20 |
14,010 |
11,870 |
2,140 |
15.3% |
340 |
2.4% |
98% |
True |
False |
18,128 |
40 |
14,010 |
11,235 |
2,775 |
19.9% |
279 |
2.0% |
99% |
True |
False |
16,075 |
60 |
14,010 |
10,805 |
3,205 |
22.9% |
248 |
1.8% |
99% |
True |
False |
10,912 |
80 |
14,010 |
10,330 |
3,680 |
26.3% |
216 |
1.5% |
99% |
True |
False |
8,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,136 |
2.618 |
14,704 |
1.618 |
14,439 |
1.000 |
14,275 |
0.618 |
14,174 |
HIGH |
14,010 |
0.618 |
13,909 |
0.500 |
13,878 |
0.382 |
13,846 |
LOW |
13,745 |
0.618 |
13,581 |
1.000 |
13,480 |
1.618 |
13,316 |
2.618 |
13,051 |
4.250 |
12,619 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,943 |
13,908 |
PP |
13,910 |
13,840 |
S1 |
13,878 |
13,773 |
|