Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,482.9 |
1,359.0 |
-123.9 |
-8.4% |
1,582.6 |
High |
1,496.4 |
1,405.0 |
-91.4 |
-6.1% |
1,591.6 |
Low |
1,338.0 |
1,323.0 |
-15.0 |
-1.1% |
1,478.8 |
Close |
1,362.1 |
1,388.5 |
26.4 |
1.9% |
1,502.9 |
Range |
158.4 |
82.0 |
-76.4 |
-48.2% |
112.8 |
ATR |
33.4 |
36.9 |
3.5 |
10.4% |
0.0 |
Volume |
6,034 |
21,009 |
14,975 |
248.2% |
32,571 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,618.2 |
1,585.3 |
1,433.6 |
|
R3 |
1,536.2 |
1,503.3 |
1,411.1 |
|
R2 |
1,454.2 |
1,454.2 |
1,403.5 |
|
R1 |
1,421.3 |
1,421.3 |
1,396.0 |
1,437.8 |
PP |
1,372.2 |
1,372.2 |
1,372.2 |
1,380.4 |
S1 |
1,339.3 |
1,339.3 |
1,381.0 |
1,355.8 |
S2 |
1,290.2 |
1,290.2 |
1,373.5 |
|
S3 |
1,208.2 |
1,257.3 |
1,366.0 |
|
S4 |
1,126.2 |
1,175.3 |
1,343.4 |
|
|
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 |
1,589.9 |
1,323.0 |
266.9 |
19.2% |
74.3 |
5.4% |
25% |
False |
True |
8,876 |
10 |
1,591.6 |
1,323.0 |
268.6 |
19.3% |
48.2 |
3.5% |
24% |
False |
True |
7,733 |
20 |
1,619.3 |
1,323.0 |
296.3 |
21.3% |
31.2 |
2.2% |
22% |
False |
True |
6,132 |
40 |
1,622.0 |
1,323.0 |
299.0 |
21.5% |
24.9 |
1.8% |
22% |
False |
True |
4,875 |
60 |
1,701.0 |
1,323.0 |
378.0 |
27.2% |
21.5 |
1.5% |
17% |
False |
True |
4,090 |
80 |
1,702.4 |
1,323.0 |
379.4 |
27.3% |
20.4 |
1.5% |
17% |
False |
True |
3,461 |
100 |
1,759.7 |
1,323.0 |
436.7 |
31.5% |
19.0 |
1.4% |
15% |
False |
True |
2,914 |
120 |
1,759.7 |
1,323.0 |
436.7 |
31.5% |
17.8 |
1.3% |
15% |
False |
True |
2,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,753.5 |
2.618 |
1,619.7 |
1.618 |
1,537.7 |
1.000 |
1,487.0 |
0.618 |
1,455.7 |
HIGH |
1,405.0 |
0.618 |
1,373.7 |
0.500 |
1,364.0 |
0.382 |
1,354.3 |
LOW |
1,323.0 |
0.618 |
1,272.3 |
1.000 |
1,241.0 |
1.618 |
1,190.3 |
2.618 |
1,108.3 |
4.250 |
974.5 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,380.3 |
1,443.8 |
PP |
1,372.2 |
1,425.4 |
S1 |
1,364.0 |
1,406.9 |
|