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 |
1,407.4 |
1,428.1 |
20.7 |
1.5% |
1,482.9 |
High |
1,440.2 |
1,431.9 |
-8.3 |
-0.6% |
1,496.4 |
Low |
1,406.5 |
1,406.0 |
-0.5 |
0.0% |
1,323.0 |
Close |
1,422.7 |
1,410.3 |
-12.4 |
-0.9% |
1,397.0 |
Range |
33.7 |
25.9 |
-7.8 |
-23.1% |
173.4 |
ATR |
38.6 |
37.7 |
-0.9 |
-2.4% |
0.0 |
Volume |
3,205 |
4,816 |
1,611 |
50.3% |
49,188 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.8 |
1,477.9 |
1,424.5 |
|
R3 |
1,467.9 |
1,452.0 |
1,417.4 |
|
R2 |
1,442.0 |
1,442.0 |
1,415.0 |
|
R1 |
1,426.1 |
1,426.1 |
1,412.7 |
1,421.1 |
PP |
1,416.1 |
1,416.1 |
1,416.1 |
1,413.6 |
S1 |
1,400.2 |
1,400.2 |
1,407.9 |
1,395.2 |
S2 |
1,390.2 |
1,390.2 |
1,405.6 |
|
S3 |
1,364.3 |
1,374.3 |
1,403.2 |
|
S4 |
1,338.4 |
1,348.4 |
1,396.1 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.7 |
1,834.7 |
1,492.4 |
|
R3 |
1,752.3 |
1,661.3 |
1,444.7 |
|
R2 |
1,578.9 |
1,578.9 |
1,428.8 |
|
R1 |
1,487.9 |
1,487.9 |
1,412.9 |
1,446.7 |
PP |
1,405.5 |
1,405.5 |
1,405.5 |
1,384.9 |
S1 |
1,314.5 |
1,314.5 |
1,381.1 |
1,273.3 |
S2 |
1,232.1 |
1,232.1 |
1,365.2 |
|
S3 |
1,058.7 |
1,141.1 |
1,349.3 |
|
S4 |
885.3 |
967.7 |
1,301.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,440.2 |
1,340.0 |
100.2 |
7.1% |
38.1 |
2.7% |
70% |
False |
False |
6,033 |
10 |
1,589.9 |
1,323.0 |
266.9 |
18.9% |
56.2 |
4.0% |
33% |
False |
False |
7,454 |
20 |
1,610.0 |
1,323.0 |
287.0 |
20.4% |
37.2 |
2.6% |
30% |
False |
False |
6,632 |
40 |
1,622.0 |
1,323.0 |
299.0 |
21.2% |
26.5 |
1.9% |
29% |
False |
False |
5,248 |
60 |
1,687.6 |
1,323.0 |
364.6 |
25.9% |
23.7 |
1.7% |
24% |
False |
False |
4,477 |
80 |
1,702.4 |
1,323.0 |
379.4 |
26.9% |
21.7 |
1.5% |
23% |
False |
False |
3,748 |
100 |
1,749.3 |
1,323.0 |
426.3 |
30.2% |
20.4 |
1.4% |
20% |
False |
False |
3,180 |
120 |
1,759.7 |
1,323.0 |
436.7 |
31.0% |
18.9 |
1.3% |
20% |
False |
False |
2,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,542.0 |
2.618 |
1,499.7 |
1.618 |
1,473.8 |
1.000 |
1,457.8 |
0.618 |
1,447.9 |
HIGH |
1,431.9 |
0.618 |
1,422.0 |
0.500 |
1,419.0 |
0.382 |
1,415.9 |
LOW |
1,406.0 |
0.618 |
1,390.0 |
1.000 |
1,380.1 |
1.618 |
1,364.1 |
2.618 |
1,338.2 |
4.250 |
1,295.9 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,419.0 |
1,413.6 |
PP |
1,416.1 |
1,412.5 |
S1 |
1,413.2 |
1,411.4 |
|