Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,582.25 |
1,542.50 |
-39.75 |
-2.5% |
1,545.50 |
High |
1,583.00 |
1,570.75 |
-12.25 |
-0.8% |
1,593.00 |
Low |
1,538.75 |
1,542.25 |
3.50 |
0.2% |
1,543.00 |
Close |
1,543.50 |
1,568.75 |
25.25 |
1.6% |
1,582.00 |
Range |
44.25 |
28.50 |
-15.75 |
-35.6% |
50.00 |
ATR |
18.07 |
18.82 |
0.74 |
4.1% |
0.00 |
Volume |
2,854,380 |
2,252,603 |
-601,777 |
-21.1% |
8,644,185 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.00 |
1,636.00 |
1,584.50 |
|
R3 |
1,617.50 |
1,607.50 |
1,576.50 |
|
R2 |
1,589.00 |
1,589.00 |
1,574.00 |
|
R1 |
1,579.00 |
1,579.00 |
1,571.25 |
1,584.00 |
PP |
1,560.50 |
1,560.50 |
1,560.50 |
1,563.00 |
S1 |
1,550.50 |
1,550.50 |
1,566.25 |
1,555.50 |
S2 |
1,532.00 |
1,532.00 |
1,563.50 |
|
S3 |
1,503.50 |
1,522.00 |
1,561.00 |
|
S4 |
1,475.00 |
1,493.50 |
1,553.00 |
|
|
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% |
24.75 |
1.6% |
55% |
False |
False |
2,134,855 |
10 |
1,593.00 |
1,533.25 |
59.75 |
3.8% |
21.50 |
1.4% |
59% |
False |
False |
2,029,492 |
20 |
1,593.00 |
1,531.75 |
61.25 |
3.9% |
18.75 |
1.2% |
60% |
False |
False |
1,895,882 |
40 |
1,593.00 |
1,476.25 |
116.75 |
7.4% |
17.50 |
1.1% |
79% |
False |
False |
1,315,590 |
60 |
1,593.00 |
1,464.00 |
129.00 |
8.2% |
15.50 |
1.0% |
81% |
False |
False |
878,241 |
80 |
1,593.00 |
1,375.75 |
217.25 |
13.8% |
15.50 |
1.0% |
89% |
False |
False |
659,023 |
100 |
1,593.00 |
1,364.00 |
229.00 |
14.6% |
14.75 |
0.9% |
89% |
False |
False |
527,281 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.7% |
14.75 |
0.9% |
91% |
False |
False |
439,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,692.00 |
2.618 |
1,645.25 |
1.618 |
1,616.75 |
1.000 |
1,599.25 |
0.618 |
1,588.25 |
HIGH |
1,570.75 |
0.618 |
1,559.75 |
0.500 |
1,556.50 |
0.382 |
1,553.25 |
LOW |
1,542.25 |
0.618 |
1,524.75 |
1.000 |
1,513.75 |
1.618 |
1,496.25 |
2.618 |
1,467.75 |
4.250 |
1,421.00 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,564.75 |
1,567.25 |
PP |
1,560.50 |
1,565.75 |
S1 |
1,556.50 |
1,564.25 |
|