Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,408.3 |
1,425.4 |
17.1 |
1.2% |
1,481.0 |
High |
1,438.8 |
1,432.8 |
-6.0 |
-0.4% |
1,495.0 |
Low |
1,403.5 |
1,404.0 |
0.5 |
0.0% |
1,321.5 |
Close |
1,421.2 |
1,408.8 |
-12.4 |
-0.9% |
1,395.6 |
Range |
35.3 |
28.8 |
-6.5 |
-18.4% |
173.5 |
ATR |
39.9 |
39.1 |
-0.8 |
-2.0% |
0.0 |
Volume |
186,680 |
215,906 |
29,226 |
15.7% |
1,827,032 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.6 |
1,484.0 |
1,424.6 |
|
R3 |
1,472.8 |
1,455.2 |
1,416.7 |
|
R2 |
1,444.0 |
1,444.0 |
1,414.1 |
|
R1 |
1,426.4 |
1,426.4 |
1,411.4 |
1,420.8 |
PP |
1,415.2 |
1,415.2 |
1,415.2 |
1,412.4 |
S1 |
1,397.6 |
1,397.6 |
1,406.2 |
1,392.0 |
S2 |
1,386.4 |
1,386.4 |
1,403.5 |
|
S3 |
1,357.6 |
1,368.8 |
1,400.9 |
|
S4 |
1,328.8 |
1,340.0 |
1,393.0 |
|
|
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 |
1,438.8 |
1,335.6 |
103.2 |
7.3% |
40.0 |
2.8% |
71% |
False |
False |
220,898 |
10 |
1,588.5 |
1,321.5 |
267.0 |
19.0% |
57.9 |
4.1% |
33% |
False |
False |
291,809 |
20 |
1,609.0 |
1,321.5 |
287.5 |
20.4% |
38.8 |
2.8% |
30% |
False |
False |
220,876 |
40 |
1,620.6 |
1,321.5 |
299.1 |
21.2% |
28.2 |
2.0% |
29% |
False |
False |
122,662 |
60 |
1,689.1 |
1,321.5 |
367.6 |
26.1% |
25.5 |
1.8% |
24% |
False |
False |
84,120 |
80 |
1,700.0 |
1,321.5 |
378.5 |
26.9% |
23.6 |
1.7% |
23% |
False |
False |
63,980 |
100 |
1,747.9 |
1,321.5 |
426.4 |
30.3% |
22.7 |
1.6% |
20% |
False |
False |
51,613 |
120 |
1,759.5 |
1,321.5 |
438.0 |
31.1% |
21.5 |
1.5% |
20% |
False |
False |
43,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,555.2 |
2.618 |
1,508.2 |
1.618 |
1,479.4 |
1.000 |
1,461.6 |
0.618 |
1,450.6 |
HIGH |
1,432.8 |
0.618 |
1,421.8 |
0.500 |
1,418.4 |
0.382 |
1,415.0 |
LOW |
1,404.0 |
0.618 |
1,386.2 |
1.000 |
1,375.2 |
1.618 |
1,357.4 |
2.618 |
1,328.6 |
4.250 |
1,281.6 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,418.4 |
1,412.1 |
PP |
1,415.2 |
1,411.0 |
S1 |
1,412.0 |
1,409.9 |
|