Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,582.00 |
1,576.25 |
-5.75 |
-0.4% |
1,539.00 |
High |
1,583.25 |
1,576.50 |
-6.75 |
-0.4% |
1,586.50 |
Low |
1,568.75 |
1,532.75 |
-36.00 |
-2.3% |
1,536.75 |
Close |
1,576.00 |
1,537.50 |
-38.50 |
-2.4% |
1,576.00 |
Range |
14.50 |
43.75 |
29.25 |
201.7% |
49.75 |
ATR |
15.17 |
17.21 |
2.04 |
13.5% |
0.00 |
Volume |
10,646 |
12,948 |
2,302 |
21.6% |
26,108 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.25 |
1,652.50 |
1,561.50 |
|
R3 |
1,636.50 |
1,608.75 |
1,549.50 |
|
R2 |
1,592.75 |
1,592.75 |
1,545.50 |
|
R1 |
1,565.00 |
1,565.00 |
1,541.50 |
1,557.00 |
PP |
1,549.00 |
1,549.00 |
1,549.00 |
1,545.00 |
S1 |
1,521.25 |
1,521.25 |
1,533.50 |
1,513.25 |
S2 |
1,505.25 |
1,505.25 |
1,529.50 |
|
S3 |
1,461.50 |
1,477.50 |
1,525.50 |
|
S4 |
1,417.75 |
1,433.75 |
1,513.50 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.75 |
1,695.50 |
1,603.25 |
|
R3 |
1,666.00 |
1,645.75 |
1,589.75 |
|
R2 |
1,616.25 |
1,616.25 |
1,585.00 |
|
R1 |
1,596.00 |
1,596.00 |
1,580.50 |
1,606.00 |
PP |
1,566.50 |
1,566.50 |
1,566.50 |
1,571.50 |
S1 |
1,546.25 |
1,546.25 |
1,571.50 |
1,556.50 |
S2 |
1,516.75 |
1,516.75 |
1,567.00 |
|
S3 |
1,467.00 |
1,496.50 |
1,562.25 |
|
S4 |
1,417.25 |
1,446.75 |
1,548.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,586.50 |
1,532.75 |
53.75 |
3.5% |
21.50 |
1.4% |
9% |
False |
True |
7,483 |
10 |
1,586.50 |
1,527.00 |
59.50 |
3.9% |
19.25 |
1.3% |
18% |
False |
False |
4,613 |
20 |
1,586.50 |
1,523.50 |
63.00 |
4.1% |
17.75 |
1.2% |
22% |
False |
False |
2,996 |
40 |
1,586.50 |
1,470.25 |
116.25 |
7.6% |
15.50 |
1.0% |
58% |
False |
False |
1,870 |
60 |
1,586.50 |
1,449.00 |
137.50 |
8.9% |
13.25 |
0.9% |
64% |
False |
False |
1,326 |
80 |
1,586.50 |
1,370.50 |
216.00 |
14.0% |
12.50 |
0.8% |
77% |
False |
False |
1,007 |
100 |
1,586.50 |
1,350.00 |
236.50 |
15.4% |
11.00 |
0.7% |
79% |
False |
False |
808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,762.50 |
2.618 |
1,691.00 |
1.618 |
1,647.25 |
1.000 |
1,620.25 |
0.618 |
1,603.50 |
HIGH |
1,576.50 |
0.618 |
1,559.75 |
0.500 |
1,554.50 |
0.382 |
1,549.50 |
LOW |
1,532.75 |
0.618 |
1,505.75 |
1.000 |
1,489.00 |
1.618 |
1,462.00 |
2.618 |
1,418.25 |
4.250 |
1,346.75 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,554.50 |
1,559.50 |
PP |
1,549.00 |
1,552.25 |
S1 |
1,543.25 |
1,545.00 |
|