Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,573.00 |
1,581.50 |
8.50 |
0.5% |
1,548.50 |
High |
1,588.25 |
1,582.50 |
-5.75 |
-0.4% |
1,588.25 |
Low |
1,570.75 |
1,572.50 |
1.75 |
0.1% |
1,542.75 |
Close |
1,581.75 |
1,576.50 |
-5.25 |
-0.3% |
1,576.50 |
Range |
17.50 |
10.00 |
-7.50 |
-42.9% |
45.50 |
ATR |
19.23 |
18.57 |
-0.66 |
-3.4% |
0.00 |
Volume |
1,595,167 |
1,335,027 |
-260,140 |
-16.3% |
8,054,895 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.25 |
1,601.75 |
1,582.00 |
|
R3 |
1,597.25 |
1,591.75 |
1,579.25 |
|
R2 |
1,587.25 |
1,587.25 |
1,578.25 |
|
R1 |
1,581.75 |
1,581.75 |
1,577.50 |
1,579.50 |
PP |
1,577.25 |
1,577.25 |
1,577.25 |
1,576.00 |
S1 |
1,571.75 |
1,571.75 |
1,575.50 |
1,569.50 |
S2 |
1,567.25 |
1,567.25 |
1,574.75 |
|
S3 |
1,557.25 |
1,561.75 |
1,573.75 |
|
S4 |
1,547.25 |
1,551.75 |
1,571.00 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.75 |
1,686.50 |
1,601.50 |
|
R3 |
1,660.25 |
1,641.00 |
1,589.00 |
|
R2 |
1,614.75 |
1,614.75 |
1,584.75 |
|
R1 |
1,595.50 |
1,595.50 |
1,580.75 |
1,605.00 |
PP |
1,569.25 |
1,569.25 |
1,569.25 |
1,574.00 |
S1 |
1,550.00 |
1,550.00 |
1,572.25 |
1,559.50 |
S2 |
1,523.75 |
1,523.75 |
1,568.25 |
|
S3 |
1,478.25 |
1,504.50 |
1,564.00 |
|
S4 |
1,432.75 |
1,459.00 |
1,551.50 |
|
|
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 |
1,542.75 |
45.50 |
2.9% |
16.50 |
1.0% |
74% |
False |
False |
1,610,979 |
10 |
1,588.25 |
1,530.75 |
57.50 |
3.6% |
22.50 |
1.4% |
80% |
False |
False |
2,032,697 |
20 |
1,593.00 |
1,530.75 |
62.25 |
3.9% |
19.50 |
1.2% |
73% |
False |
False |
1,913,013 |
40 |
1,593.00 |
1,494.00 |
99.00 |
6.3% |
17.00 |
1.1% |
83% |
False |
False |
1,693,238 |
60 |
1,593.00 |
1,476.25 |
116.75 |
7.4% |
16.50 |
1.0% |
86% |
False |
False |
1,131,514 |
80 |
1,593.00 |
1,432.50 |
160.50 |
10.2% |
15.25 |
1.0% |
90% |
False |
False |
849,127 |
100 |
1,593.00 |
1,375.75 |
217.25 |
13.8% |
15.25 |
1.0% |
92% |
False |
False |
679,467 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.6% |
15.25 |
1.0% |
94% |
False |
False |
566,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,625.00 |
2.618 |
1,608.75 |
1.618 |
1,598.75 |
1.000 |
1,592.50 |
0.618 |
1,588.75 |
HIGH |
1,582.50 |
0.618 |
1,578.75 |
0.500 |
1,577.50 |
0.382 |
1,576.25 |
LOW |
1,572.50 |
0.618 |
1,566.25 |
1.000 |
1,562.50 |
1.618 |
1,556.25 |
2.618 |
1,546.25 |
4.250 |
1,530.00 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,577.50 |
1,579.50 |
PP |
1,577.25 |
1,578.50 |
S1 |
1,576.75 |
1,577.50 |
|