Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,557.25 |
1,573.50 |
16.25 |
1.0% |
1,582.25 |
High |
1,577.00 |
1,579.00 |
2.00 |
0.1% |
1,583.00 |
Low |
1,548.75 |
1,570.75 |
22.00 |
1.4% |
1,530.75 |
Close |
1,573.50 |
1,574.00 |
0.50 |
0.0% |
1,547.50 |
Range |
28.25 |
8.25 |
-20.00 |
-70.8% |
52.25 |
ATR |
20.22 |
19.37 |
-0.86 |
-4.2% |
0.00 |
Volume |
2,108,112 |
1,421,896 |
-686,216 |
-32.6% |
12,272,081 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.25 |
1,595.00 |
1,578.50 |
|
R3 |
1,591.00 |
1,586.75 |
1,576.25 |
|
R2 |
1,582.75 |
1,582.75 |
1,575.50 |
|
R1 |
1,578.50 |
1,578.50 |
1,574.75 |
1,580.50 |
PP |
1,574.50 |
1,574.50 |
1,574.50 |
1,575.75 |
S1 |
1,570.25 |
1,570.25 |
1,573.25 |
1,572.50 |
S2 |
1,566.25 |
1,566.25 |
1,572.50 |
|
S3 |
1,558.00 |
1,562.00 |
1,571.75 |
|
S4 |
1,549.75 |
1,553.75 |
1,569.50 |
|
|
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 |
1,579.00 |
1,530.75 |
48.25 |
3.1% |
18.50 |
1.2% |
90% |
True |
False |
1,864,209 |
10 |
1,593.00 |
1,530.75 |
62.25 |
4.0% |
22.50 |
1.4% |
69% |
False |
False |
2,092,974 |
20 |
1,593.00 |
1,530.75 |
62.25 |
4.0% |
19.75 |
1.3% |
69% |
False |
False |
1,926,320 |
40 |
1,593.00 |
1,484.25 |
108.75 |
6.9% |
17.50 |
1.1% |
83% |
False |
False |
1,621,028 |
60 |
1,593.00 |
1,476.25 |
116.75 |
7.4% |
16.50 |
1.0% |
84% |
False |
False |
1,082,810 |
80 |
1,593.00 |
1,375.75 |
217.25 |
13.8% |
15.75 |
1.0% |
91% |
False |
False |
812,519 |
100 |
1,593.00 |
1,375.75 |
217.25 |
13.8% |
15.25 |
1.0% |
91% |
False |
False |
650,172 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.6% |
15.25 |
1.0% |
93% |
False |
False |
541,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,614.00 |
2.618 |
1,600.50 |
1.618 |
1,592.25 |
1.000 |
1,587.25 |
0.618 |
1,584.00 |
HIGH |
1,579.00 |
0.618 |
1,575.75 |
0.500 |
1,575.00 |
0.382 |
1,574.00 |
LOW |
1,570.75 |
0.618 |
1,565.75 |
1.000 |
1,562.50 |
1.618 |
1,557.50 |
2.618 |
1,549.25 |
4.250 |
1,535.75 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,575.00 |
1,569.50 |
PP |
1,574.50 |
1,565.25 |
S1 |
1,574.25 |
1,561.00 |
|