Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,537.00 |
1,548.50 |
11.50 |
0.7% |
1,582.25 |
High |
1,550.75 |
1,561.00 |
10.25 |
0.7% |
1,583.00 |
Low |
1,535.25 |
1,542.75 |
7.50 |
0.5% |
1,530.75 |
Close |
1,547.50 |
1,556.00 |
8.50 |
0.5% |
1,547.50 |
Range |
15.50 |
18.25 |
2.75 |
17.7% |
52.25 |
ATR |
19.71 |
19.61 |
-0.10 |
-0.5% |
0.00 |
Volume |
1,879,483 |
1,594,693 |
-284,790 |
-15.2% |
12,272,081 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,608.00 |
1,600.25 |
1,566.00 |
|
R3 |
1,589.75 |
1,582.00 |
1,561.00 |
|
R2 |
1,571.50 |
1,571.50 |
1,559.25 |
|
R1 |
1,563.75 |
1,563.75 |
1,557.75 |
1,567.50 |
PP |
1,553.25 |
1,553.25 |
1,553.25 |
1,555.25 |
S1 |
1,545.50 |
1,545.50 |
1,554.25 |
1,549.50 |
S2 |
1,535.00 |
1,535.00 |
1,552.75 |
|
S3 |
1,516.75 |
1,527.25 |
1,551.00 |
|
S4 |
1,498.50 |
1,509.00 |
1,546.00 |
|
|
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 |
1,570.75 |
1,530.75 |
40.00 |
2.6% |
23.25 |
1.5% |
63% |
False |
False |
2,202,478 |
10 |
1,593.00 |
1,530.75 |
62.25 |
4.0% |
22.50 |
1.4% |
41% |
False |
False |
2,106,644 |
20 |
1,593.00 |
1,530.75 |
62.25 |
4.0% |
19.50 |
1.3% |
41% |
False |
False |
1,942,258 |
40 |
1,593.00 |
1,476.25 |
116.75 |
7.5% |
18.00 |
1.2% |
68% |
False |
False |
1,533,799 |
60 |
1,593.00 |
1,476.25 |
116.75 |
7.5% |
16.25 |
1.0% |
68% |
False |
False |
1,024,053 |
80 |
1,593.00 |
1,375.75 |
217.25 |
14.0% |
15.75 |
1.0% |
83% |
False |
False |
768,431 |
100 |
1,593.00 |
1,370.75 |
222.25 |
14.3% |
15.25 |
1.0% |
83% |
False |
False |
614,876 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.8% |
15.00 |
1.0% |
86% |
False |
False |
512,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,638.50 |
2.618 |
1,608.75 |
1.618 |
1,590.50 |
1.000 |
1,579.25 |
0.618 |
1,572.25 |
HIGH |
1,561.00 |
0.618 |
1,554.00 |
0.500 |
1,552.00 |
0.382 |
1,549.75 |
LOW |
1,542.75 |
0.618 |
1,531.50 |
1.000 |
1,524.50 |
1.618 |
1,513.25 |
2.618 |
1,495.00 |
4.250 |
1,465.25 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,554.50 |
1,552.50 |
PP |
1,553.25 |
1,549.25 |
S1 |
1,552.00 |
1,546.00 |
|