Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,560.3 |
1,481.0 |
-79.3 |
-5.1% |
1,580.8 |
High |
1,564.2 |
1,495.0 |
-69.2 |
-4.4% |
1,590.1 |
Low |
1,476.0 |
1,335.1 |
-140.9 |
-9.5% |
1,476.0 |
Close |
1,501.4 |
1,361.1 |
-140.3 |
-9.3% |
1,501.4 |
Range |
88.2 |
159.9 |
71.7 |
81.3% |
114.1 |
ATR |
24.7 |
34.8 |
10.1 |
41.0% |
0.0 |
Volume |
374,344 |
700,344 |
326,000 |
87.1% |
926,728 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.8 |
1,778.8 |
1,449.0 |
|
R3 |
1,716.9 |
1,618.9 |
1,405.1 |
|
R2 |
1,557.0 |
1,557.0 |
1,390.4 |
|
R1 |
1,459.0 |
1,459.0 |
1,375.8 |
1,428.1 |
PP |
1,397.1 |
1,397.1 |
1,397.1 |
1,381.6 |
S1 |
1,299.1 |
1,299.1 |
1,346.4 |
1,268.2 |
S2 |
1,237.2 |
1,237.2 |
1,331.8 |
|
S3 |
1,077.3 |
1,139.2 |
1,317.1 |
|
S4 |
917.4 |
979.3 |
1,273.2 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.8 |
1,797.2 |
1,564.2 |
|
R3 |
1,750.7 |
1,683.1 |
1,532.8 |
|
R2 |
1,636.6 |
1,636.6 |
1,522.3 |
|
R1 |
1,569.0 |
1,569.0 |
1,511.9 |
1,545.8 |
PP |
1,522.5 |
1,522.5 |
1,522.5 |
1,510.9 |
S1 |
1,454.9 |
1,454.9 |
1,490.9 |
1,431.7 |
S2 |
1,408.4 |
1,408.4 |
1,480.5 |
|
S3 |
1,294.3 |
1,340.8 |
1,470.0 |
|
S4 |
1,180.2 |
1,226.7 |
1,438.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,590.1 |
1,335.1 |
255.0 |
18.7% |
63.3 |
4.7% |
10% |
False |
True |
303,073 |
10 |
1,604.3 |
1,335.1 |
269.2 |
19.8% |
44.3 |
3.3% |
10% |
False |
True |
238,160 |
20 |
1,618.3 |
1,335.1 |
283.2 |
20.8% |
29.6 |
2.2% |
9% |
False |
True |
157,641 |
40 |
1,637.3 |
1,335.1 |
302.2 |
22.2% |
25.4 |
1.9% |
9% |
False |
True |
85,491 |
60 |
1,700.0 |
1,335.1 |
364.9 |
26.8% |
22.4 |
1.6% |
7% |
False |
True |
58,942 |
80 |
1,708.2 |
1,335.1 |
373.1 |
27.4% |
21.9 |
1.6% |
7% |
False |
True |
45,011 |
100 |
1,759.5 |
1,335.1 |
424.4 |
31.2% |
20.6 |
1.5% |
6% |
False |
True |
36,422 |
120 |
1,759.5 |
1,335.1 |
424.4 |
31.2% |
19.9 |
1.5% |
6% |
False |
True |
30,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,174.6 |
2.618 |
1,913.6 |
1.618 |
1,753.7 |
1.000 |
1,654.9 |
0.618 |
1,593.8 |
HIGH |
1,495.0 |
0.618 |
1,433.9 |
0.500 |
1,415.1 |
0.382 |
1,396.2 |
LOW |
1,335.1 |
0.618 |
1,236.3 |
1.000 |
1,175.2 |
1.618 |
1,076.4 |
2.618 |
916.5 |
4.250 |
655.5 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,415.1 |
1,451.6 |
PP |
1,397.1 |
1,421.4 |
S1 |
1,379.1 |
1,391.3 |
|