Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,975 |
14,070 |
95 |
0.7% |
13,680 |
High |
14,110 |
14,070 |
-40 |
-0.3% |
14,110 |
Low |
13,900 |
13,820 |
-80 |
-0.6% |
13,535 |
Close |
14,050 |
13,850 |
-200 |
-1.4% |
13,850 |
Range |
210 |
250 |
40 |
19.0% |
575 |
ATR |
294 |
291 |
-3 |
-1.1% |
0 |
Volume |
10,838 |
12,430 |
1,592 |
14.7% |
63,983 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,663 |
14,507 |
13,988 |
|
R3 |
14,413 |
14,257 |
13,919 |
|
R2 |
14,163 |
14,163 |
13,896 |
|
R1 |
14,007 |
14,007 |
13,873 |
13,960 |
PP |
13,913 |
13,913 |
13,913 |
13,890 |
S1 |
13,757 |
13,757 |
13,827 |
13,710 |
S2 |
13,663 |
13,663 |
13,804 |
|
S3 |
13,413 |
13,507 |
13,781 |
|
S4 |
13,163 |
13,257 |
13,713 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,557 |
15,278 |
14,166 |
|
R3 |
14,982 |
14,703 |
14,008 |
|
R2 |
14,407 |
14,407 |
13,956 |
|
R1 |
14,128 |
14,128 |
13,903 |
14,268 |
PP |
13,832 |
13,832 |
13,832 |
13,901 |
S1 |
13,553 |
13,553 |
13,797 |
13,693 |
S2 |
13,257 |
13,257 |
13,745 |
|
S3 |
12,682 |
12,978 |
13,692 |
|
S4 |
12,107 |
12,403 |
13,534 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,110 |
13,535 |
575 |
4.2% |
235 |
1.7% |
55% |
False |
False |
12,796 |
10 |
14,110 |
13,010 |
1,100 |
7.9% |
301 |
2.2% |
76% |
False |
False |
15,848 |
20 |
14,110 |
11,870 |
2,240 |
16.2% |
344 |
2.5% |
88% |
False |
False |
18,247 |
40 |
14,110 |
11,525 |
2,585 |
18.7% |
280 |
2.0% |
90% |
False |
False |
16,608 |
60 |
14,110 |
11,030 |
3,080 |
22.2% |
252 |
1.8% |
92% |
False |
False |
11,299 |
80 |
14,110 |
10,355 |
3,755 |
27.1% |
222 |
1.6% |
93% |
False |
False |
8,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,133 |
2.618 |
14,725 |
1.618 |
14,475 |
1.000 |
14,320 |
0.618 |
14,225 |
HIGH |
14,070 |
0.618 |
13,975 |
0.500 |
13,945 |
0.382 |
13,916 |
LOW |
13,820 |
0.618 |
13,666 |
1.000 |
13,570 |
1.618 |
13,416 |
2.618 |
13,166 |
4.250 |
12,758 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,945 |
13,928 |
PP |
13,913 |
13,902 |
S1 |
13,882 |
13,876 |
|