Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,371.4 |
1,376.1 |
4.7 |
0.3% |
1,580.8 |
High |
1,395.2 |
1,402.0 |
6.8 |
0.5% |
1,590.1 |
Low |
1,365.0 |
1,335.6 |
-29.4 |
-2.2% |
1,476.0 |
Close |
1,382.7 |
1,392.5 |
9.8 |
0.7% |
1,501.4 |
Range |
30.2 |
66.4 |
36.2 |
119.9% |
114.1 |
ATR |
37.6 |
39.7 |
2.1 |
5.5% |
0.0 |
Volume |
255,303 |
246,906 |
-8,397 |
-3.3% |
926,728 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,575.9 |
1,550.6 |
1,429.0 |
|
R3 |
1,509.5 |
1,484.2 |
1,410.8 |
|
R2 |
1,443.1 |
1,443.1 |
1,404.7 |
|
R1 |
1,417.8 |
1,417.8 |
1,398.6 |
1,430.5 |
PP |
1,376.7 |
1,376.7 |
1,376.7 |
1,383.0 |
S1 |
1,351.4 |
1,351.4 |
1,386.4 |
1,364.1 |
S2 |
1,310.3 |
1,310.3 |
1,380.3 |
|
S3 |
1,243.9 |
1,285.0 |
1,374.2 |
|
S4 |
1,177.5 |
1,218.6 |
1,356.0 |
|
|
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 |
1,564.2 |
1,321.5 |
242.7 |
17.4% |
85.5 |
6.1% |
29% |
False |
False |
400,335 |
10 |
1,590.1 |
1,321.5 |
268.6 |
19.3% |
54.5 |
3.9% |
26% |
False |
False |
274,486 |
20 |
1,618.3 |
1,321.5 |
296.8 |
21.3% |
36.1 |
2.6% |
24% |
False |
False |
199,878 |
40 |
1,620.6 |
1,321.5 |
299.1 |
21.5% |
27.3 |
2.0% |
24% |
False |
False |
108,120 |
60 |
1,699.0 |
1,321.5 |
377.5 |
27.1% |
24.5 |
1.8% |
19% |
False |
False |
74,212 |
80 |
1,700.0 |
1,321.5 |
378.5 |
27.2% |
23.0 |
1.7% |
19% |
False |
False |
56,524 |
100 |
1,759.5 |
1,321.5 |
438.0 |
31.5% |
22.0 |
1.6% |
16% |
False |
False |
45,653 |
120 |
1,759.5 |
1,321.5 |
438.0 |
31.5% |
20.9 |
1.5% |
16% |
False |
False |
38,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.2 |
2.618 |
1,575.8 |
1.618 |
1,509.4 |
1.000 |
1,468.4 |
0.618 |
1,443.0 |
HIGH |
1,402.0 |
0.618 |
1,376.6 |
0.500 |
1,368.8 |
0.382 |
1,361.0 |
LOW |
1,335.6 |
0.618 |
1,294.6 |
1.000 |
1,269.2 |
1.618 |
1,228.2 |
2.618 |
1,161.8 |
4.250 |
1,053.4 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,384.6 |
1,382.6 |
PP |
1,376.7 |
1,372.7 |
S1 |
1,368.8 |
1,362.9 |
|