Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,573.50 |
1,573.00 |
-0.50 |
0.0% |
1,582.25 |
High |
1,579.00 |
1,588.25 |
9.25 |
0.6% |
1,583.00 |
Low |
1,570.75 |
1,570.75 |
0.00 |
0.0% |
1,530.75 |
Close |
1,574.00 |
1,581.75 |
7.75 |
0.5% |
1,547.50 |
Range |
8.25 |
17.50 |
9.25 |
112.1% |
52.25 |
ATR |
19.37 |
19.23 |
-0.13 |
-0.7% |
0.00 |
Volume |
1,421,896 |
1,595,167 |
173,271 |
12.2% |
12,272,081 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,632.75 |
1,624.75 |
1,591.50 |
|
R3 |
1,615.25 |
1,607.25 |
1,586.50 |
|
R2 |
1,597.75 |
1,597.75 |
1,585.00 |
|
R1 |
1,589.75 |
1,589.75 |
1,583.25 |
1,593.75 |
PP |
1,580.25 |
1,580.25 |
1,580.25 |
1,582.25 |
S1 |
1,572.25 |
1,572.25 |
1,580.25 |
1,576.25 |
S2 |
1,562.75 |
1,562.75 |
1,578.50 |
|
S3 |
1,545.25 |
1,554.75 |
1,577.00 |
|
S4 |
1,527.75 |
1,537.25 |
1,572.00 |
|
|
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 |
1,588.25 |
1,535.25 |
53.00 |
3.4% |
17.50 |
1.1% |
88% |
True |
False |
1,719,870 |
10 |
1,589.75 |
1,530.75 |
59.00 |
3.7% |
23.00 |
1.5% |
86% |
False |
False |
2,080,168 |
20 |
1,593.00 |
1,530.75 |
62.25 |
3.9% |
19.75 |
1.3% |
82% |
False |
False |
1,927,627 |
40 |
1,593.00 |
1,494.00 |
99.00 |
6.3% |
17.25 |
1.1% |
89% |
False |
False |
1,660,249 |
60 |
1,593.00 |
1,476.25 |
116.75 |
7.4% |
16.50 |
1.0% |
90% |
False |
False |
1,109,341 |
80 |
1,593.00 |
1,379.50 |
213.50 |
13.5% |
15.50 |
1.0% |
95% |
False |
False |
832,449 |
100 |
1,593.00 |
1,375.75 |
217.25 |
13.7% |
15.25 |
1.0% |
95% |
False |
False |
666,120 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.5% |
15.25 |
1.0% |
96% |
False |
False |
555,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,662.50 |
2.618 |
1,634.00 |
1.618 |
1,616.50 |
1.000 |
1,605.75 |
0.618 |
1,599.00 |
HIGH |
1,588.25 |
0.618 |
1,581.50 |
0.500 |
1,579.50 |
0.382 |
1,577.50 |
LOW |
1,570.75 |
0.618 |
1,560.00 |
1.000 |
1,553.25 |
1.618 |
1,542.50 |
2.618 |
1,525.00 |
4.250 |
1,496.50 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,581.00 |
1,577.25 |
PP |
1,580.25 |
1,573.00 |
S1 |
1,579.50 |
1,568.50 |
|