Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,376.1 |
1,393.0 |
16.9 |
1.2% |
1,481.0 |
High |
1,402.0 |
1,424.7 |
22.7 |
1.6% |
1,495.0 |
Low |
1,335.6 |
1,385.4 |
49.8 |
3.7% |
1,321.5 |
Close |
1,392.5 |
1,395.6 |
3.1 |
0.2% |
1,395.6 |
Range |
66.4 |
39.3 |
-27.1 |
-40.8% |
173.5 |
ATR |
39.7 |
39.7 |
0.0 |
-0.1% |
0.0 |
Volume |
246,906 |
199,699 |
-47,207 |
-19.1% |
1,827,032 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.8 |
1,497.0 |
1,417.2 |
|
R3 |
1,480.5 |
1,457.7 |
1,406.4 |
|
R2 |
1,441.2 |
1,441.2 |
1,402.8 |
|
R1 |
1,418.4 |
1,418.4 |
1,399.2 |
1,429.8 |
PP |
1,401.9 |
1,401.9 |
1,401.9 |
1,407.6 |
S1 |
1,379.1 |
1,379.1 |
1,392.0 |
1,390.5 |
S2 |
1,362.6 |
1,362.6 |
1,388.4 |
|
S3 |
1,323.3 |
1,339.8 |
1,384.8 |
|
S4 |
1,284.0 |
1,300.5 |
1,374.0 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.5 |
1,833.6 |
1,491.0 |
|
R3 |
1,751.0 |
1,660.1 |
1,443.3 |
|
R2 |
1,577.5 |
1,577.5 |
1,427.4 |
|
R1 |
1,486.6 |
1,486.6 |
1,411.5 |
1,445.3 |
PP |
1,404.0 |
1,404.0 |
1,404.0 |
1,383.4 |
S1 |
1,313.1 |
1,313.1 |
1,379.7 |
1,271.8 |
S2 |
1,230.5 |
1,230.5 |
1,363.8 |
|
S3 |
1,057.0 |
1,139.6 |
1,347.9 |
|
S4 |
883.5 |
966.1 |
1,300.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,495.0 |
1,321.5 |
173.5 |
12.4% |
75.7 |
5.4% |
43% |
False |
False |
365,406 |
10 |
1,590.1 |
1,321.5 |
268.6 |
19.2% |
55.1 |
4.0% |
28% |
False |
False |
275,376 |
20 |
1,617.3 |
1,321.5 |
295.8 |
21.2% |
37.4 |
2.7% |
25% |
False |
False |
207,910 |
40 |
1,620.6 |
1,321.5 |
299.1 |
21.4% |
27.5 |
2.0% |
25% |
False |
False |
112,819 |
60 |
1,689.6 |
1,321.5 |
368.1 |
26.4% |
25.0 |
1.8% |
20% |
False |
False |
77,508 |
80 |
1,700.0 |
1,321.5 |
378.5 |
27.1% |
23.2 |
1.7% |
20% |
False |
False |
58,993 |
100 |
1,758.4 |
1,321.5 |
436.9 |
31.3% |
22.2 |
1.6% |
17% |
False |
False |
47,636 |
120 |
1,759.5 |
1,321.5 |
438.0 |
31.4% |
21.1 |
1.5% |
17% |
False |
False |
39,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,591.7 |
2.618 |
1,527.6 |
1.618 |
1,488.3 |
1.000 |
1,464.0 |
0.618 |
1,449.0 |
HIGH |
1,424.7 |
0.618 |
1,409.7 |
0.500 |
1,405.1 |
0.382 |
1,400.4 |
LOW |
1,385.4 |
0.618 |
1,361.1 |
1.000 |
1,346.1 |
1.618 |
1,321.8 |
2.618 |
1,282.5 |
4.250 |
1,218.4 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,405.1 |
1,390.5 |
PP |
1,401.9 |
1,385.3 |
S1 |
1,398.8 |
1,380.2 |
|