Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,569.25 |
1,544.50 |
-24.75 |
-1.6% |
1,545.50 |
High |
1,569.50 |
1,553.50 |
-16.00 |
-1.0% |
1,593.00 |
Low |
1,538.00 |
1,530.75 |
-7.25 |
-0.5% |
1,543.00 |
Close |
1,546.00 |
1,534.00 |
-12.00 |
-0.8% |
1,582.00 |
Range |
31.50 |
22.75 |
-8.75 |
-27.8% |
50.00 |
ATR |
19.72 |
19.94 |
0.22 |
1.1% |
0.00 |
Volume |
2,968,750 |
2,316,865 |
-651,885 |
-22.0% |
8,644,185 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.75 |
1,593.50 |
1,546.50 |
|
R3 |
1,585.00 |
1,570.75 |
1,540.25 |
|
R2 |
1,562.25 |
1,562.25 |
1,538.25 |
|
R1 |
1,548.00 |
1,548.00 |
1,536.00 |
1,543.75 |
PP |
1,539.50 |
1,539.50 |
1,539.50 |
1,537.25 |
S1 |
1,525.25 |
1,525.25 |
1,532.00 |
1,521.00 |
S2 |
1,516.75 |
1,516.75 |
1,529.75 |
|
S3 |
1,494.00 |
1,502.50 |
1,527.75 |
|
S4 |
1,471.25 |
1,479.75 |
1,521.50 |
|
|
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 |
1,589.75 |
1,530.75 |
59.00 |
3.8% |
28.25 |
1.8% |
6% |
False |
True |
2,440,465 |
10 |
1,593.00 |
1,530.75 |
62.25 |
4.1% |
23.25 |
1.5% |
5% |
False |
True |
2,130,649 |
20 |
1,593.00 |
1,530.75 |
62.25 |
4.1% |
19.50 |
1.3% |
5% |
False |
True |
1,942,744 |
40 |
1,593.00 |
1,476.25 |
116.75 |
7.6% |
17.75 |
1.2% |
49% |
False |
False |
1,447,567 |
60 |
1,593.00 |
1,475.75 |
117.25 |
7.6% |
16.00 |
1.0% |
50% |
False |
False |
966,201 |
80 |
1,593.00 |
1,375.75 |
217.25 |
14.2% |
15.75 |
1.0% |
73% |
False |
False |
725,024 |
100 |
1,593.00 |
1,370.75 |
222.25 |
14.5% |
15.00 |
1.0% |
73% |
False |
False |
580,135 |
120 |
1,593.00 |
1,331.25 |
261.75 |
17.1% |
15.00 |
1.0% |
77% |
False |
False |
483,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,650.25 |
2.618 |
1,613.00 |
1.618 |
1,590.25 |
1.000 |
1,576.25 |
0.618 |
1,567.50 |
HIGH |
1,553.50 |
0.618 |
1,544.75 |
0.500 |
1,542.00 |
0.382 |
1,539.50 |
LOW |
1,530.75 |
0.618 |
1,516.75 |
1.000 |
1,508.00 |
1.618 |
1,494.00 |
2.618 |
1,471.25 |
4.250 |
1,434.00 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,542.00 |
1,550.75 |
PP |
1,539.50 |
1,545.25 |
S1 |
1,536.75 |
1,539.50 |
|