Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,548.50 |
1,557.25 |
8.75 |
0.6% |
1,582.25 |
High |
1,561.00 |
1,577.00 |
16.00 |
1.0% |
1,583.00 |
Low |
1,542.75 |
1,548.75 |
6.00 |
0.4% |
1,530.75 |
Close |
1,556.00 |
1,573.50 |
17.50 |
1.1% |
1,547.50 |
Range |
18.25 |
28.25 |
10.00 |
54.8% |
52.25 |
ATR |
19.61 |
20.22 |
0.62 |
3.1% |
0.00 |
Volume |
1,594,693 |
2,108,112 |
513,419 |
32.2% |
12,272,081 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.25 |
1,640.50 |
1,589.00 |
|
R3 |
1,623.00 |
1,612.25 |
1,581.25 |
|
R2 |
1,594.75 |
1,594.75 |
1,578.75 |
|
R1 |
1,584.00 |
1,584.00 |
1,576.00 |
1,589.50 |
PP |
1,566.50 |
1,566.50 |
1,566.50 |
1,569.00 |
S1 |
1,555.75 |
1,555.75 |
1,571.00 |
1,561.00 |
S2 |
1,538.25 |
1,538.25 |
1,568.25 |
|
S3 |
1,510.00 |
1,527.50 |
1,565.75 |
|
S4 |
1,481.75 |
1,499.25 |
1,558.00 |
|
|
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 |
1,577.00 |
1,530.75 |
46.25 |
2.9% |
23.25 |
1.5% |
92% |
True |
False |
2,173,580 |
10 |
1,593.00 |
1,530.75 |
62.25 |
4.0% |
24.00 |
1.5% |
69% |
False |
False |
2,154,218 |
20 |
1,593.00 |
1,530.75 |
62.25 |
4.0% |
20.00 |
1.3% |
69% |
False |
False |
1,934,927 |
40 |
1,593.00 |
1,477.00 |
116.00 |
7.4% |
17.75 |
1.1% |
83% |
False |
False |
1,586,226 |
60 |
1,593.00 |
1,476.25 |
116.75 |
7.4% |
16.50 |
1.0% |
83% |
False |
False |
1,059,158 |
80 |
1,593.00 |
1,375.75 |
217.25 |
13.8% |
16.00 |
1.0% |
91% |
False |
False |
794,775 |
100 |
1,593.00 |
1,370.75 |
222.25 |
14.1% |
15.50 |
1.0% |
91% |
False |
False |
635,957 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.6% |
15.25 |
1.0% |
93% |
False |
False |
529,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,697.00 |
2.618 |
1,651.00 |
1.618 |
1,622.75 |
1.000 |
1,605.25 |
0.618 |
1,594.50 |
HIGH |
1,577.00 |
0.618 |
1,566.25 |
0.500 |
1,563.00 |
0.382 |
1,559.50 |
LOW |
1,548.75 |
0.618 |
1,531.25 |
1.000 |
1,520.50 |
1.618 |
1,503.00 |
2.618 |
1,474.75 |
4.250 |
1,428.75 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,570.00 |
1,567.75 |
PP |
1,566.50 |
1,562.00 |
S1 |
1,563.00 |
1,556.00 |
|