Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,374.0 |
1,375.1 |
1.1 |
0.1% |
1,582.6 |
High |
1,396.3 |
1,402.9 |
6.6 |
0.5% |
1,591.6 |
Low |
1,366.6 |
1,340.0 |
-26.6 |
-1.9% |
1,478.8 |
Close |
1,383.9 |
1,393.8 |
9.9 |
0.7% |
1,502.9 |
Range |
29.7 |
62.9 |
33.2 |
111.8% |
112.8 |
ATR |
36.4 |
38.3 |
1.9 |
5.2% |
0.0 |
Volume |
10,524 |
6,253 |
-4,271 |
-40.6% |
32,571 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,567.6 |
1,543.6 |
1,428.4 |
|
R3 |
1,504.7 |
1,480.7 |
1,411.1 |
|
R2 |
1,441.8 |
1,441.8 |
1,405.3 |
|
R1 |
1,417.8 |
1,417.8 |
1,399.6 |
1,429.8 |
PP |
1,378.9 |
1,378.9 |
1,378.9 |
1,384.9 |
S1 |
1,354.9 |
1,354.9 |
1,388.0 |
1,366.9 |
S2 |
1,316.0 |
1,316.0 |
1,382.3 |
|
S3 |
1,253.1 |
1,292.0 |
1,376.5 |
|
S4 |
1,190.2 |
1,229.1 |
1,359.2 |
|
|
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 |
1,564.6 |
1,323.0 |
241.6 |
17.3% |
83.8 |
6.0% |
29% |
False |
False |
10,906 |
10 |
1,591.6 |
1,323.0 |
268.6 |
19.3% |
53.2 |
3.8% |
26% |
False |
False |
8,161 |
20 |
1,619.3 |
1,323.0 |
296.3 |
21.3% |
34.6 |
2.5% |
24% |
False |
False |
6,655 |
40 |
1,622.0 |
1,323.0 |
299.0 |
21.5% |
25.6 |
1.8% |
24% |
False |
False |
5,073 |
60 |
1,698.6 |
1,323.0 |
375.6 |
26.9% |
22.8 |
1.6% |
19% |
False |
False |
4,338 |
80 |
1,702.4 |
1,323.0 |
379.4 |
27.2% |
21.0 |
1.5% |
19% |
False |
False |
3,625 |
100 |
1,759.7 |
1,323.0 |
436.7 |
31.3% |
19.7 |
1.4% |
16% |
False |
False |
3,063 |
120 |
1,759.7 |
1,323.0 |
436.7 |
31.3% |
18.3 |
1.3% |
16% |
False |
False |
2,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,670.2 |
2.618 |
1,567.6 |
1.618 |
1,504.7 |
1.000 |
1,465.8 |
0.618 |
1,441.8 |
HIGH |
1,402.9 |
0.618 |
1,378.9 |
0.500 |
1,371.5 |
0.382 |
1,364.0 |
LOW |
1,340.0 |
0.618 |
1,301.1 |
1.000 |
1,277.1 |
1.618 |
1,238.2 |
2.618 |
1,175.3 |
4.250 |
1,072.7 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,386.4 |
1,383.9 |
PP |
1,378.9 |
1,373.9 |
S1 |
1,371.5 |
1,364.0 |
|