Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,799 |
14,787 |
-12 |
-0.1% |
14,479 |
High |
14,811 |
14,797 |
-14 |
-0.1% |
14,823 |
Low |
14,726 |
14,468 |
-258 |
-1.8% |
14,432 |
Close |
14,784 |
14,512 |
-272 |
-1.8% |
14,784 |
Range |
85 |
329 |
244 |
287.1% |
391 |
ATR |
123 |
137 |
15 |
12.0% |
0 |
Volume |
141,370 |
258,391 |
117,021 |
82.8% |
656,877 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,579 |
15,375 |
14,693 |
|
R3 |
15,250 |
15,046 |
14,603 |
|
R2 |
14,921 |
14,921 |
14,572 |
|
R1 |
14,717 |
14,717 |
14,542 |
14,655 |
PP |
14,592 |
14,592 |
14,592 |
14,561 |
S1 |
14,388 |
14,388 |
14,482 |
14,326 |
S2 |
14,263 |
14,263 |
14,452 |
|
S3 |
13,934 |
14,059 |
14,422 |
|
S4 |
13,605 |
13,730 |
14,331 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,853 |
15,709 |
14,999 |
|
R3 |
15,462 |
15,318 |
14,892 |
|
R2 |
15,071 |
15,071 |
14,856 |
|
R1 |
14,927 |
14,927 |
14,820 |
14,999 |
PP |
14,680 |
14,680 |
14,680 |
14,716 |
S1 |
14,536 |
14,536 |
14,748 |
14,608 |
S2 |
14,289 |
14,289 |
14,712 |
|
S3 |
13,898 |
14,145 |
14,677 |
|
S4 |
13,507 |
13,754 |
14,569 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,823 |
14,468 |
355 |
2.4% |
161 |
1.1% |
12% |
False |
True |
159,375 |
10 |
14,823 |
14,361 |
462 |
3.2% |
150 |
1.0% |
33% |
False |
False |
158,099 |
20 |
14,823 |
14,269 |
554 |
3.8% |
142 |
1.0% |
44% |
False |
False |
152,738 |
40 |
14,823 |
13,681 |
1,142 |
7.9% |
131 |
0.9% |
73% |
False |
False |
94,509 |
60 |
14,823 |
13,410 |
1,413 |
9.7% |
111 |
0.8% |
78% |
False |
False |
63,050 |
80 |
14,823 |
12,700 |
2,123 |
14.6% |
98 |
0.7% |
85% |
False |
False |
47,289 |
100 |
14,823 |
12,550 |
2,273 |
15.7% |
85 |
0.6% |
86% |
False |
False |
37,833 |
120 |
14,823 |
12,342 |
2,481 |
17.1% |
80 |
0.5% |
87% |
False |
False |
31,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,195 |
2.618 |
15,658 |
1.618 |
15,329 |
1.000 |
15,126 |
0.618 |
15,000 |
HIGH |
14,797 |
0.618 |
14,671 |
0.500 |
14,633 |
0.382 |
14,594 |
LOW |
14,468 |
0.618 |
14,265 |
1.000 |
14,139 |
1.618 |
13,936 |
2.618 |
13,607 |
4.250 |
13,070 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,633 |
14,646 |
PP |
14,592 |
14,601 |
S1 |
14,552 |
14,557 |
|