Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,481.0 |
1,355.0 |
-126.0 |
-8.5% |
1,580.8 |
High |
1,495.0 |
1,404.2 |
-90.8 |
-6.1% |
1,590.1 |
Low |
1,335.1 |
1,321.5 |
-13.6 |
-1.0% |
1,476.0 |
Close |
1,361.1 |
1,387.4 |
26.3 |
1.9% |
1,501.4 |
Range |
159.9 |
82.7 |
-77.2 |
-48.3% |
114.1 |
ATR |
34.8 |
38.2 |
3.4 |
9.8% |
0.0 |
Volume |
700,344 |
424,780 |
-275,564 |
-39.3% |
926,728 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,619.1 |
1,586.0 |
1,432.9 |
|
R3 |
1,536.4 |
1,503.3 |
1,410.1 |
|
R2 |
1,453.7 |
1,453.7 |
1,402.6 |
|
R1 |
1,420.6 |
1,420.6 |
1,395.0 |
1,437.2 |
PP |
1,371.0 |
1,371.0 |
1,371.0 |
1,379.3 |
S1 |
1,337.9 |
1,337.9 |
1,379.8 |
1,354.5 |
S2 |
1,288.3 |
1,288.3 |
1,372.2 |
|
S3 |
1,205.6 |
1,255.2 |
1,364.7 |
|
S4 |
1,122.9 |
1,172.5 |
1,341.9 |
|
|
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 |
1,588.5 |
1,321.5 |
267.0 |
19.2% |
75.8 |
5.5% |
25% |
False |
True |
362,719 |
10 |
1,590.1 |
1,321.5 |
268.6 |
19.4% |
49.6 |
3.6% |
25% |
False |
True |
264,069 |
20 |
1,618.3 |
1,321.5 |
296.8 |
21.4% |
32.7 |
2.4% |
22% |
False |
True |
177,675 |
40 |
1,620.6 |
1,321.5 |
299.1 |
21.6% |
26.6 |
1.9% |
22% |
False |
True |
96,008 |
60 |
1,699.9 |
1,321.5 |
378.4 |
27.3% |
23.3 |
1.7% |
17% |
False |
True |
65,985 |
80 |
1,700.0 |
1,321.5 |
378.5 |
27.3% |
22.4 |
1.6% |
17% |
False |
True |
50,308 |
100 |
1,759.5 |
1,321.5 |
438.0 |
31.6% |
21.3 |
1.5% |
15% |
False |
True |
40,664 |
120 |
1,759.5 |
1,321.5 |
438.0 |
31.6% |
20.4 |
1.5% |
15% |
False |
True |
34,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,755.7 |
2.618 |
1,620.7 |
1.618 |
1,538.0 |
1.000 |
1,486.9 |
0.618 |
1,455.3 |
HIGH |
1,404.2 |
0.618 |
1,372.6 |
0.500 |
1,362.9 |
0.382 |
1,353.1 |
LOW |
1,321.5 |
0.618 |
1,270.4 |
1.000 |
1,238.8 |
1.618 |
1,187.7 |
2.618 |
1,105.0 |
4.250 |
970.0 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,379.2 |
1,442.9 |
PP |
1,371.0 |
1,424.4 |
S1 |
1,362.9 |
1,405.9 |
|