Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,542.50 |
1,569.25 |
26.75 |
1.7% |
1,545.50 |
High |
1,570.75 |
1,569.50 |
-1.25 |
-0.1% |
1,593.00 |
Low |
1,542.25 |
1,538.00 |
-4.25 |
-0.3% |
1,543.00 |
Close |
1,568.75 |
1,546.00 |
-22.75 |
-1.5% |
1,582.00 |
Range |
28.50 |
31.50 |
3.00 |
10.5% |
50.00 |
ATR |
18.82 |
19.72 |
0.91 |
4.8% |
0.00 |
Volume |
2,252,603 |
2,968,750 |
716,147 |
31.8% |
8,644,185 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,645.75 |
1,627.25 |
1,563.25 |
|
R3 |
1,614.25 |
1,595.75 |
1,554.75 |
|
R2 |
1,582.75 |
1,582.75 |
1,551.75 |
|
R1 |
1,564.25 |
1,564.25 |
1,549.00 |
1,557.75 |
PP |
1,551.25 |
1,551.25 |
1,551.25 |
1,548.00 |
S1 |
1,532.75 |
1,532.75 |
1,543.00 |
1,526.25 |
S2 |
1,519.75 |
1,519.75 |
1,540.25 |
|
S3 |
1,488.25 |
1,501.25 |
1,537.25 |
|
S4 |
1,456.75 |
1,469.75 |
1,528.75 |
|
|
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 |
1,538.00 |
55.00 |
3.6% |
26.25 |
1.7% |
15% |
False |
True |
2,321,739 |
10 |
1,593.00 |
1,533.25 |
59.75 |
3.9% |
22.25 |
1.4% |
21% |
False |
False |
2,099,435 |
20 |
1,593.00 |
1,533.25 |
59.75 |
3.9% |
19.25 |
1.3% |
21% |
False |
False |
1,917,011 |
40 |
1,593.00 |
1,476.25 |
116.75 |
7.6% |
17.75 |
1.2% |
60% |
False |
False |
1,389,744 |
60 |
1,593.00 |
1,469.25 |
123.75 |
8.0% |
15.75 |
1.0% |
62% |
False |
False |
927,619 |
80 |
1,593.00 |
1,375.75 |
217.25 |
14.1% |
15.75 |
1.0% |
78% |
False |
False |
696,070 |
100 |
1,593.00 |
1,367.00 |
226.00 |
14.6% |
15.00 |
1.0% |
79% |
False |
False |
556,966 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.9% |
14.75 |
1.0% |
82% |
False |
False |
464,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,703.50 |
2.618 |
1,652.00 |
1.618 |
1,620.50 |
1.000 |
1,601.00 |
0.618 |
1,589.00 |
HIGH |
1,569.50 |
0.618 |
1,557.50 |
0.500 |
1,553.75 |
0.382 |
1,550.00 |
LOW |
1,538.00 |
0.618 |
1,518.50 |
1.000 |
1,506.50 |
1.618 |
1,487.00 |
2.618 |
1,455.50 |
4.250 |
1,404.00 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,553.75 |
1,560.50 |
PP |
1,551.25 |
1,555.75 |
S1 |
1,548.50 |
1,550.75 |
|