Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,544.50 |
1,537.00 |
-7.50 |
-0.5% |
1,582.25 |
High |
1,553.50 |
1,550.75 |
-2.75 |
-0.2% |
1,583.00 |
Low |
1,530.75 |
1,535.25 |
4.50 |
0.3% |
1,530.75 |
Close |
1,534.00 |
1,547.50 |
13.50 |
0.9% |
1,547.50 |
Range |
22.75 |
15.50 |
-7.25 |
-31.9% |
52.25 |
ATR |
19.94 |
19.71 |
-0.23 |
-1.1% |
0.00 |
Volume |
2,316,865 |
1,879,483 |
-437,382 |
-18.9% |
12,272,081 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,591.00 |
1,584.75 |
1,556.00 |
|
R3 |
1,575.50 |
1,569.25 |
1,551.75 |
|
R2 |
1,560.00 |
1,560.00 |
1,550.25 |
|
R1 |
1,553.75 |
1,553.75 |
1,549.00 |
1,557.00 |
PP |
1,544.50 |
1,544.50 |
1,544.50 |
1,546.00 |
S1 |
1,538.25 |
1,538.25 |
1,546.00 |
1,541.50 |
S2 |
1,529.00 |
1,529.00 |
1,544.75 |
|
S3 |
1,513.50 |
1,522.75 |
1,543.25 |
|
S4 |
1,498.00 |
1,507.25 |
1,539.00 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.50 |
1,681.25 |
1,576.25 |
|
R3 |
1,658.25 |
1,629.00 |
1,561.75 |
|
R2 |
1,606.00 |
1,606.00 |
1,557.00 |
|
R1 |
1,576.75 |
1,576.75 |
1,552.25 |
1,565.25 |
PP |
1,553.75 |
1,553.75 |
1,553.75 |
1,548.00 |
S1 |
1,524.50 |
1,524.50 |
1,542.75 |
1,513.00 |
S2 |
1,501.50 |
1,501.50 |
1,538.00 |
|
S3 |
1,449.25 |
1,472.25 |
1,533.25 |
|
S4 |
1,397.00 |
1,420.00 |
1,518.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,583.00 |
1,530.75 |
52.25 |
3.4% |
28.50 |
1.8% |
32% |
False |
False |
2,454,416 |
10 |
1,593.00 |
1,530.75 |
62.25 |
4.0% |
22.50 |
1.5% |
27% |
False |
False |
2,091,626 |
20 |
1,593.00 |
1,530.75 |
62.25 |
4.0% |
19.50 |
1.3% |
27% |
False |
False |
1,941,511 |
40 |
1,593.00 |
1,476.25 |
116.75 |
7.5% |
17.75 |
1.2% |
61% |
False |
False |
1,494,373 |
60 |
1,593.00 |
1,475.75 |
117.25 |
7.6% |
16.25 |
1.0% |
61% |
False |
False |
997,501 |
80 |
1,593.00 |
1,375.75 |
217.25 |
14.0% |
15.50 |
1.0% |
79% |
False |
False |
748,506 |
100 |
1,593.00 |
1,370.75 |
222.25 |
14.4% |
15.25 |
1.0% |
80% |
False |
False |
598,929 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.9% |
15.00 |
1.0% |
83% |
False |
False |
499,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,616.50 |
2.618 |
1,591.25 |
1.618 |
1,575.75 |
1.000 |
1,566.25 |
0.618 |
1,560.25 |
HIGH |
1,550.75 |
0.618 |
1,544.75 |
0.500 |
1,543.00 |
0.382 |
1,541.25 |
LOW |
1,535.25 |
0.618 |
1,525.75 |
1.000 |
1,519.75 |
1.618 |
1,510.25 |
2.618 |
1,494.75 |
4.250 |
1,469.50 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,546.00 |
1,550.00 |
PP |
1,544.50 |
1,549.25 |
S1 |
1,543.00 |
1,548.50 |
|