Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,432.1 |
1,467.1 |
35.0 |
2.4% |
1,407.4 |
High |
1,469.2 |
1,485.6 |
16.4 |
1.1% |
1,485.6 |
Low |
1,428.0 |
1,449.6 |
21.6 |
1.5% |
1,406.0 |
Close |
1,463.7 |
1,455.1 |
-8.6 |
-0.6% |
1,455.1 |
Range |
41.2 |
36.0 |
-5.2 |
-12.6% |
79.6 |
ATR |
37.3 |
37.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
6,440 |
5,306 |
-1,134 |
-17.6% |
31,695 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,571.4 |
1,549.3 |
1,474.9 |
|
R3 |
1,535.4 |
1,513.3 |
1,465.0 |
|
R2 |
1,499.4 |
1,499.4 |
1,461.7 |
|
R1 |
1,477.3 |
1,477.3 |
1,458.4 |
1,470.4 |
PP |
1,463.4 |
1,463.4 |
1,463.4 |
1,460.0 |
S1 |
1,441.3 |
1,441.3 |
1,451.8 |
1,434.4 |
S2 |
1,427.4 |
1,427.4 |
1,448.5 |
|
S3 |
1,391.4 |
1,405.3 |
1,445.2 |
|
S4 |
1,355.4 |
1,369.3 |
1,435.3 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,687.7 |
1,651.0 |
1,498.9 |
|
R3 |
1,608.1 |
1,571.4 |
1,477.0 |
|
R2 |
1,528.5 |
1,528.5 |
1,469.7 |
|
R1 |
1,491.8 |
1,491.8 |
1,462.4 |
1,510.2 |
PP |
1,448.9 |
1,448.9 |
1,448.9 |
1,458.1 |
S1 |
1,412.2 |
1,412.2 |
1,447.8 |
1,430.6 |
S2 |
1,369.3 |
1,369.3 |
1,440.5 |
|
S3 |
1,289.7 |
1,332.6 |
1,433.2 |
|
S4 |
1,210.1 |
1,253.0 |
1,411.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,485.6 |
1,406.0 |
79.6 |
5.5% |
31.3 |
2.2% |
62% |
True |
False |
6,339 |
10 |
1,496.4 |
1,323.0 |
173.4 |
11.9% |
52.8 |
3.6% |
76% |
False |
False |
8,088 |
20 |
1,604.0 |
1,323.0 |
281.0 |
19.3% |
40.2 |
2.8% |
47% |
False |
False |
6,726 |
40 |
1,619.3 |
1,323.0 |
296.3 |
20.4% |
26.9 |
1.9% |
45% |
False |
False |
5,618 |
60 |
1,686.4 |
1,323.0 |
363.4 |
25.0% |
24.8 |
1.7% |
36% |
False |
False |
4,752 |
80 |
1,702.4 |
1,323.0 |
379.4 |
26.1% |
22.5 |
1.5% |
35% |
False |
False |
4,014 |
100 |
1,729.0 |
1,323.0 |
406.0 |
27.9% |
20.8 |
1.4% |
33% |
False |
False |
3,395 |
120 |
1,759.7 |
1,323.0 |
436.7 |
30.0% |
19.5 |
1.3% |
30% |
False |
False |
3,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,638.6 |
2.618 |
1,579.8 |
1.618 |
1,543.8 |
1.000 |
1,521.6 |
0.618 |
1,507.8 |
HIGH |
1,485.6 |
0.618 |
1,471.8 |
0.500 |
1,467.6 |
0.382 |
1,463.4 |
LOW |
1,449.6 |
0.618 |
1,427.4 |
1.000 |
1,413.6 |
1.618 |
1,391.4 |
2.618 |
1,355.4 |
4.250 |
1,296.6 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,467.6 |
1,453.5 |
PP |
1,463.4 |
1,451.9 |
S1 |
1,459.3 |
1,450.3 |
|