Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,561.6 |
1,482.9 |
-78.7 |
-5.0% |
1,582.6 |
High |
1,564.6 |
1,496.4 |
-68.2 |
-4.4% |
1,591.6 |
Low |
1,478.8 |
1,338.0 |
-140.8 |
-9.5% |
1,478.8 |
Close |
1,502.9 |
1,362.1 |
-140.8 |
-9.4% |
1,502.9 |
Range |
85.8 |
158.4 |
72.6 |
84.6% |
112.8 |
ATR |
23.3 |
33.4 |
10.1 |
43.4% |
0.0 |
Volume |
10,711 |
6,034 |
-4,677 |
-43.7% |
32,571 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.0 |
1,776.5 |
1,449.2 |
|
R3 |
1,715.6 |
1,618.1 |
1,405.7 |
|
R2 |
1,557.2 |
1,557.2 |
1,391.1 |
|
R1 |
1,459.7 |
1,459.7 |
1,376.6 |
1,429.3 |
PP |
1,398.8 |
1,398.8 |
1,398.8 |
1,383.6 |
S1 |
1,301.3 |
1,301.3 |
1,347.6 |
1,270.9 |
S2 |
1,240.4 |
1,240.4 |
1,333.1 |
|
S3 |
1,082.0 |
1,142.9 |
1,318.5 |
|
S4 |
923.6 |
984.5 |
1,275.0 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.8 |
1,795.7 |
1,564.9 |
|
R3 |
1,750.0 |
1,682.9 |
1,533.9 |
|
R2 |
1,637.2 |
1,637.2 |
1,523.6 |
|
R1 |
1,570.1 |
1,570.1 |
1,513.2 |
1,547.3 |
PP |
1,524.4 |
1,524.4 |
1,524.4 |
1,513.0 |
S1 |
1,457.3 |
1,457.3 |
1,492.6 |
1,434.5 |
S2 |
1,411.6 |
1,411.6 |
1,482.2 |
|
S3 |
1,298.8 |
1,344.5 |
1,471.9 |
|
S4 |
1,186.0 |
1,231.7 |
1,440.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,591.6 |
1,338.0 |
253.6 |
18.6% |
61.8 |
4.5% |
10% |
False |
True |
5,361 |
10 |
1,604.0 |
1,338.0 |
266.0 |
19.5% |
42.9 |
3.1% |
9% |
False |
True |
5,726 |
20 |
1,619.3 |
1,338.0 |
281.3 |
20.7% |
27.9 |
2.0% |
9% |
False |
True |
5,185 |
40 |
1,637.2 |
1,338.0 |
299.2 |
22.0% |
23.7 |
1.7% |
8% |
False |
True |
4,500 |
60 |
1,702.4 |
1,338.0 |
364.4 |
26.8% |
20.6 |
1.5% |
7% |
False |
True |
3,760 |
80 |
1,710.0 |
1,338.0 |
372.0 |
27.3% |
19.9 |
1.5% |
6% |
False |
True |
3,200 |
100 |
1,759.7 |
1,338.0 |
421.7 |
31.0% |
18.2 |
1.3% |
6% |
False |
True |
2,706 |
120 |
1,759.7 |
1,338.0 |
421.7 |
31.0% |
17.2 |
1.3% |
6% |
False |
True |
2,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,169.6 |
2.618 |
1,911.1 |
1.618 |
1,752.7 |
1.000 |
1,654.8 |
0.618 |
1,594.3 |
HIGH |
1,496.4 |
0.618 |
1,435.9 |
0.500 |
1,417.2 |
0.382 |
1,398.5 |
LOW |
1,338.0 |
0.618 |
1,240.1 |
1.000 |
1,179.6 |
1.618 |
1,081.7 |
2.618 |
923.3 |
4.250 |
664.8 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,417.2 |
1,453.8 |
PP |
1,398.8 |
1,423.2 |
S1 |
1,380.5 |
1,392.7 |
|