Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,412.5 |
1,430.3 |
17.8 |
1.3% |
1,481.0 |
High |
1,433.6 |
1,468.6 |
35.0 |
2.4% |
1,495.0 |
Low |
1,411.5 |
1,426.3 |
14.8 |
1.0% |
1,321.5 |
Close |
1,423.7 |
1,462.0 |
38.3 |
2.7% |
1,395.6 |
Range |
22.1 |
42.3 |
20.2 |
91.4% |
173.5 |
ATR |
38.1 |
38.6 |
0.5 |
1.3% |
0.0 |
Volume |
142,300 |
197,319 |
55,019 |
38.7% |
1,827,032 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,579.2 |
1,562.9 |
1,485.3 |
|
R3 |
1,536.9 |
1,520.6 |
1,473.6 |
|
R2 |
1,494.6 |
1,494.6 |
1,469.8 |
|
R1 |
1,478.3 |
1,478.3 |
1,465.9 |
1,486.5 |
PP |
1,452.3 |
1,452.3 |
1,452.3 |
1,456.4 |
S1 |
1,436.0 |
1,436.0 |
1,458.1 |
1,444.2 |
S2 |
1,410.0 |
1,410.0 |
1,454.2 |
|
S3 |
1,367.7 |
1,393.7 |
1,450.4 |
|
S4 |
1,325.4 |
1,351.4 |
1,438.7 |
|
|
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 |
1,468.6 |
1,385.4 |
83.2 |
5.7% |
33.6 |
2.3% |
92% |
True |
False |
188,380 |
10 |
1,564.2 |
1,321.5 |
242.7 |
16.6% |
59.5 |
4.1% |
58% |
False |
False |
294,358 |
20 |
1,608.3 |
1,321.5 |
286.8 |
19.6% |
40.5 |
2.8% |
49% |
False |
False |
221,809 |
40 |
1,618.3 |
1,321.5 |
296.8 |
20.3% |
28.3 |
1.9% |
47% |
False |
False |
130,467 |
60 |
1,689.1 |
1,321.5 |
367.6 |
25.1% |
26.2 |
1.8% |
38% |
False |
False |
89,515 |
80 |
1,700.0 |
1,321.5 |
378.5 |
25.9% |
24.2 |
1.7% |
37% |
False |
False |
68,173 |
100 |
1,737.3 |
1,321.5 |
415.8 |
28.4% |
22.9 |
1.6% |
34% |
False |
False |
54,957 |
120 |
1,759.5 |
1,321.5 |
438.0 |
30.0% |
21.9 |
1.5% |
32% |
False |
False |
46,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.4 |
2.618 |
1,579.3 |
1.618 |
1,537.0 |
1.000 |
1,510.9 |
0.618 |
1,494.7 |
HIGH |
1,468.6 |
0.618 |
1,452.4 |
0.500 |
1,447.5 |
0.382 |
1,442.5 |
LOW |
1,426.3 |
0.618 |
1,400.2 |
1.000 |
1,384.0 |
1.618 |
1,357.9 |
2.618 |
1,315.6 |
4.250 |
1,246.5 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,457.2 |
1,453.4 |
PP |
1,452.3 |
1,444.9 |
S1 |
1,447.5 |
1,436.3 |
|