Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,539.00 |
1,562.50 |
23.50 |
1.5% |
1,539.00 |
High |
1,564.00 |
1,562.50 |
-1.50 |
-0.1% |
1,586.50 |
Low |
1,538.50 |
1,532.25 |
-6.25 |
-0.4% |
1,536.75 |
Close |
1,562.50 |
1,540.00 |
-22.50 |
-1.4% |
1,576.00 |
Range |
25.50 |
30.25 |
4.75 |
18.6% |
49.75 |
ATR |
17.88 |
18.76 |
0.88 |
4.9% |
0.00 |
Volume |
12,291 |
13,927 |
1,636 |
13.3% |
26,108 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.75 |
1,618.00 |
1,556.75 |
|
R3 |
1,605.50 |
1,587.75 |
1,548.25 |
|
R2 |
1,575.25 |
1,575.25 |
1,545.50 |
|
R1 |
1,557.50 |
1,557.50 |
1,542.75 |
1,551.25 |
PP |
1,545.00 |
1,545.00 |
1,545.00 |
1,541.75 |
S1 |
1,527.25 |
1,527.25 |
1,537.25 |
1,521.00 |
S2 |
1,514.75 |
1,514.75 |
1,534.50 |
|
S3 |
1,484.50 |
1,497.00 |
1,531.75 |
|
S4 |
1,454.25 |
1,466.75 |
1,523.25 |
|
|
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 |
1,532.25 |
54.25 |
3.5% |
25.25 |
1.6% |
14% |
False |
True |
11,946 |
10 |
1,586.50 |
1,527.00 |
59.50 |
3.9% |
21.50 |
1.4% |
22% |
False |
False |
6,901 |
20 |
1,586.50 |
1,527.00 |
59.50 |
3.9% |
18.50 |
1.2% |
22% |
False |
False |
4,181 |
40 |
1,586.50 |
1,470.25 |
116.25 |
7.5% |
16.50 |
1.1% |
60% |
False |
False |
2,520 |
60 |
1,586.50 |
1,463.50 |
123.00 |
8.0% |
13.75 |
0.9% |
62% |
False |
False |
1,761 |
80 |
1,586.50 |
1,370.50 |
216.00 |
14.0% |
13.00 |
0.8% |
78% |
False |
False |
1,333 |
100 |
1,586.50 |
1,363.00 |
223.50 |
14.5% |
11.25 |
0.7% |
79% |
False |
False |
1,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,691.00 |
2.618 |
1,641.75 |
1.618 |
1,611.50 |
1.000 |
1,592.75 |
0.618 |
1,581.25 |
HIGH |
1,562.50 |
0.618 |
1,551.00 |
0.500 |
1,547.50 |
0.382 |
1,543.75 |
LOW |
1,532.25 |
0.618 |
1,513.50 |
1.000 |
1,502.00 |
1.618 |
1,483.25 |
2.618 |
1,453.00 |
4.250 |
1,403.75 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,547.50 |
1,554.50 |
PP |
1,545.00 |
1,549.50 |
S1 |
1,542.50 |
1,544.75 |
|