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 |
14,475 |
14,512 |
37 |
0.3% |
14,787 |
High |
14,550 |
14,661 |
111 |
0.8% |
14,797 |
Low |
14,394 |
14,444 |
50 |
0.3% |
14,403 |
Close |
14,499 |
14,644 |
145 |
1.0% |
14,470 |
Range |
156 |
217 |
61 |
39.1% |
394 |
ATR |
147 |
152 |
5 |
3.4% |
0 |
Volume |
166,375 |
182,635 |
16,260 |
9.8% |
1,049,060 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,234 |
15,156 |
14,763 |
|
R3 |
15,017 |
14,939 |
14,704 |
|
R2 |
14,800 |
14,800 |
14,684 |
|
R1 |
14,722 |
14,722 |
14,664 |
14,761 |
PP |
14,583 |
14,583 |
14,583 |
14,603 |
S1 |
14,505 |
14,505 |
14,624 |
14,544 |
S2 |
14,366 |
14,366 |
14,604 |
|
S3 |
14,149 |
14,288 |
14,584 |
|
S4 |
13,932 |
14,071 |
14,525 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,739 |
15,498 |
14,687 |
|
R3 |
15,345 |
15,104 |
14,578 |
|
R2 |
14,951 |
14,951 |
14,542 |
|
R1 |
14,710 |
14,710 |
14,506 |
14,634 |
PP |
14,557 |
14,557 |
14,557 |
14,518 |
S1 |
14,316 |
14,316 |
14,434 |
14,240 |
S2 |
14,163 |
14,163 |
14,398 |
|
S3 |
13,769 |
13,922 |
14,362 |
|
S4 |
13,375 |
13,528 |
14,253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,691 |
14,394 |
297 |
2.0% |
176 |
1.2% |
84% |
False |
False |
190,514 |
10 |
14,823 |
14,394 |
429 |
2.9% |
176 |
1.2% |
58% |
False |
False |
180,509 |
20 |
14,823 |
14,361 |
462 |
3.2% |
150 |
1.0% |
61% |
False |
False |
158,522 |
40 |
14,823 |
13,701 |
1,122 |
7.7% |
138 |
0.9% |
84% |
False |
False |
122,955 |
60 |
14,823 |
13,681 |
1,142 |
7.8% |
123 |
0.8% |
84% |
False |
False |
82,042 |
80 |
14,823 |
12,700 |
2,123 |
14.5% |
109 |
0.7% |
92% |
False |
False |
61,535 |
100 |
14,823 |
12,700 |
2,123 |
14.5% |
93 |
0.6% |
92% |
False |
False |
49,229 |
120 |
14,823 |
12,342 |
2,481 |
16.9% |
87 |
0.6% |
93% |
False |
False |
41,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,583 |
2.618 |
15,229 |
1.618 |
15,012 |
1.000 |
14,878 |
0.618 |
14,795 |
HIGH |
14,661 |
0.618 |
14,578 |
0.500 |
14,553 |
0.382 |
14,527 |
LOW |
14,444 |
0.618 |
14,310 |
1.000 |
14,227 |
1.618 |
14,093 |
2.618 |
13,876 |
4.250 |
13,522 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,614 |
14,605 |
PP |
14,583 |
14,566 |
S1 |
14,553 |
14,528 |
|