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 |
1,588.25 |
1,582.25 |
-6.00 |
-0.4% |
1,545.50 |
High |
1,589.75 |
1,583.00 |
-6.75 |
-0.4% |
1,593.00 |
Low |
1,575.00 |
1,538.75 |
-36.25 |
-2.3% |
1,543.00 |
Close |
1,582.00 |
1,543.50 |
-38.50 |
-2.4% |
1,582.00 |
Range |
14.75 |
44.25 |
29.50 |
200.0% |
50.00 |
ATR |
16.06 |
18.07 |
2.01 |
12.5% |
0.00 |
Volume |
1,809,731 |
2,854,380 |
1,044,649 |
57.7% |
8,644,185 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.75 |
1,660.00 |
1,567.75 |
|
R3 |
1,643.50 |
1,615.75 |
1,555.75 |
|
R2 |
1,599.25 |
1,599.25 |
1,551.50 |
|
R1 |
1,571.50 |
1,571.50 |
1,547.50 |
1,563.25 |
PP |
1,555.00 |
1,555.00 |
1,555.00 |
1,551.00 |
S1 |
1,527.25 |
1,527.25 |
1,539.50 |
1,519.00 |
S2 |
1,510.75 |
1,510.75 |
1,535.50 |
|
S3 |
1,466.50 |
1,483.00 |
1,531.25 |
|
S4 |
1,422.25 |
1,438.75 |
1,519.25 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.75 |
1,702.25 |
1,609.50 |
|
R3 |
1,672.75 |
1,652.25 |
1,595.75 |
|
R2 |
1,622.75 |
1,622.75 |
1,591.25 |
|
R1 |
1,602.25 |
1,602.25 |
1,586.50 |
1,612.50 |
PP |
1,572.75 |
1,572.75 |
1,572.75 |
1,577.75 |
S1 |
1,552.25 |
1,552.25 |
1,577.50 |
1,562.50 |
S2 |
1,522.75 |
1,522.75 |
1,572.75 |
|
S3 |
1,472.75 |
1,502.25 |
1,568.25 |
|
S4 |
1,422.75 |
1,452.25 |
1,554.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,593.00 |
1,538.75 |
54.25 |
3.5% |
21.75 |
1.4% |
9% |
False |
True |
2,010,811 |
10 |
1,593.00 |
1,533.25 |
59.75 |
3.9% |
20.00 |
1.3% |
17% |
False |
False |
1,965,185 |
20 |
1,593.00 |
1,529.50 |
63.50 |
4.1% |
18.50 |
1.2% |
22% |
False |
False |
1,892,907 |
40 |
1,593.00 |
1,476.25 |
116.75 |
7.6% |
17.00 |
1.1% |
58% |
False |
False |
1,259,308 |
60 |
1,593.00 |
1,454.75 |
138.25 |
9.0% |
15.25 |
1.0% |
64% |
False |
False |
840,704 |
80 |
1,593.00 |
1,375.75 |
217.25 |
14.1% |
15.25 |
1.0% |
77% |
False |
False |
630,869 |
100 |
1,593.00 |
1,350.00 |
243.00 |
15.7% |
14.75 |
0.9% |
80% |
False |
False |
504,766 |
120 |
1,593.00 |
1,331.25 |
261.75 |
17.0% |
14.50 |
0.9% |
81% |
False |
False |
420,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.00 |
2.618 |
1,698.75 |
1.618 |
1,654.50 |
1.000 |
1,627.25 |
0.618 |
1,610.25 |
HIGH |
1,583.00 |
0.618 |
1,566.00 |
0.500 |
1,561.00 |
0.382 |
1,555.75 |
LOW |
1,538.75 |
0.618 |
1,511.50 |
1.000 |
1,494.50 |
1.618 |
1,467.25 |
2.618 |
1,423.00 |
4.250 |
1,350.75 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,561.00 |
1,566.00 |
PP |
1,555.00 |
1,558.50 |
S1 |
1,549.25 |
1,551.00 |
|