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 |
1,415.0 |
1,432.1 |
17.1 |
1.2% |
1,482.9 |
High |
1,434.6 |
1,469.2 |
34.6 |
2.4% |
1,496.4 |
Low |
1,414.9 |
1,428.0 |
13.1 |
0.9% |
1,323.0 |
Close |
1,425.3 |
1,463.7 |
38.4 |
2.7% |
1,397.0 |
Range |
19.7 |
41.2 |
21.5 |
109.1% |
173.4 |
ATR |
36.7 |
37.3 |
0.5 |
1.4% |
0.0 |
Volume |
11,928 |
6,440 |
-5,488 |
-46.0% |
49,188 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.2 |
1,561.7 |
1,486.4 |
|
R3 |
1,536.0 |
1,520.5 |
1,475.0 |
|
R2 |
1,494.8 |
1,494.8 |
1,471.3 |
|
R1 |
1,479.3 |
1,479.3 |
1,467.5 |
1,487.1 |
PP |
1,453.6 |
1,453.6 |
1,453.6 |
1,457.5 |
S1 |
1,438.1 |
1,438.1 |
1,459.9 |
1,445.9 |
S2 |
1,412.4 |
1,412.4 |
1,456.1 |
|
S3 |
1,371.2 |
1,396.9 |
1,452.4 |
|
S4 |
1,330.0 |
1,355.7 |
1,441.0 |
|
|
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 |
1,469.2 |
1,387.0 |
82.2 |
5.6% |
31.8 |
2.2% |
93% |
True |
False |
6,351 |
10 |
1,564.6 |
1,323.0 |
241.6 |
16.5% |
57.8 |
3.9% |
58% |
False |
False |
8,628 |
20 |
1,608.6 |
1,323.0 |
285.6 |
19.5% |
39.0 |
2.7% |
49% |
False |
False |
6,688 |
40 |
1,619.3 |
1,323.0 |
296.3 |
20.2% |
26.7 |
1.8% |
47% |
False |
False |
5,592 |
60 |
1,687.6 |
1,323.0 |
364.6 |
24.9% |
24.5 |
1.7% |
39% |
False |
False |
4,713 |
80 |
1,702.4 |
1,323.0 |
379.4 |
25.9% |
22.2 |
1.5% |
37% |
False |
False |
3,953 |
100 |
1,738.1 |
1,323.0 |
415.1 |
28.4% |
20.6 |
1.4% |
34% |
False |
False |
3,345 |
120 |
1,759.7 |
1,323.0 |
436.7 |
29.8% |
19.3 |
1.3% |
32% |
False |
False |
3,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,644.3 |
2.618 |
1,577.1 |
1.618 |
1,535.9 |
1.000 |
1,510.4 |
0.618 |
1,494.7 |
HIGH |
1,469.2 |
0.618 |
1,453.5 |
0.500 |
1,448.6 |
0.382 |
1,443.7 |
LOW |
1,428.0 |
0.618 |
1,402.5 |
1.000 |
1,386.8 |
1.618 |
1,361.3 |
2.618 |
1,320.1 |
4.250 |
1,252.9 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,458.7 |
1,455.0 |
PP |
1,453.6 |
1,446.3 |
S1 |
1,448.6 |
1,437.6 |
|