Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,355.0 |
1,371.4 |
16.4 |
1.2% |
1,580.8 |
High |
1,404.2 |
1,395.2 |
-9.0 |
-0.6% |
1,590.1 |
Low |
1,321.5 |
1,365.0 |
43.5 |
3.3% |
1,476.0 |
Close |
1,387.4 |
1,382.7 |
-4.7 |
-0.3% |
1,501.4 |
Range |
82.7 |
30.2 |
-52.5 |
-63.5% |
114.1 |
ATR |
38.2 |
37.6 |
-0.6 |
-1.5% |
0.0 |
Volume |
424,780 |
255,303 |
-169,477 |
-39.9% |
926,728 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.6 |
1,457.3 |
1,399.3 |
|
R3 |
1,441.4 |
1,427.1 |
1,391.0 |
|
R2 |
1,411.2 |
1,411.2 |
1,388.2 |
|
R1 |
1,396.9 |
1,396.9 |
1,385.5 |
1,404.1 |
PP |
1,381.0 |
1,381.0 |
1,381.0 |
1,384.5 |
S1 |
1,366.7 |
1,366.7 |
1,379.9 |
1,373.9 |
S2 |
1,350.8 |
1,350.8 |
1,377.2 |
|
S3 |
1,320.6 |
1,336.5 |
1,374.4 |
|
S4 |
1,290.4 |
1,306.3 |
1,366.1 |
|
|
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 |
1,568.1 |
1,321.5 |
246.6 |
17.8% |
75.2 |
5.4% |
25% |
False |
False |
378,505 |
10 |
1,590.1 |
1,321.5 |
268.6 |
19.4% |
49.8 |
3.6% |
23% |
False |
False |
268,648 |
20 |
1,618.3 |
1,321.5 |
296.8 |
21.5% |
33.4 |
2.4% |
21% |
False |
False |
189,070 |
40 |
1,620.6 |
1,321.5 |
299.1 |
21.6% |
26.9 |
1.9% |
20% |
False |
False |
102,110 |
60 |
1,699.9 |
1,321.5 |
378.4 |
27.4% |
23.6 |
1.7% |
16% |
False |
False |
70,152 |
80 |
1,700.0 |
1,321.5 |
378.5 |
27.4% |
22.6 |
1.6% |
16% |
False |
False |
53,472 |
100 |
1,759.5 |
1,321.5 |
438.0 |
31.7% |
21.5 |
1.6% |
14% |
False |
False |
43,196 |
120 |
1,759.5 |
1,321.5 |
438.0 |
31.7% |
20.5 |
1.5% |
14% |
False |
False |
36,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.6 |
2.618 |
1,474.3 |
1.618 |
1,444.1 |
1.000 |
1,425.4 |
0.618 |
1,413.9 |
HIGH |
1,395.2 |
0.618 |
1,383.7 |
0.500 |
1,380.1 |
0.382 |
1,376.5 |
LOW |
1,365.0 |
0.618 |
1,346.3 |
1.000 |
1,334.8 |
1.618 |
1,316.1 |
2.618 |
1,285.9 |
4.250 |
1,236.7 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,381.8 |
1,408.3 |
PP |
1,381.0 |
1,399.7 |
S1 |
1,380.1 |
1,391.2 |
|