Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,562.50 |
1,537.00 |
-25.50 |
-1.6% |
1,539.00 |
High |
1,562.50 |
1,547.00 |
-15.50 |
-1.0% |
1,586.50 |
Low |
1,532.25 |
1,524.75 |
-7.50 |
-0.5% |
1,536.75 |
Close |
1,540.00 |
1,528.00 |
-12.00 |
-0.8% |
1,576.00 |
Range |
30.25 |
22.25 |
-8.00 |
-26.4% |
49.75 |
ATR |
18.76 |
19.01 |
0.25 |
1.3% |
0.00 |
Volume |
13,927 |
22,185 |
8,258 |
59.3% |
26,108 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.00 |
1,586.25 |
1,540.25 |
|
R3 |
1,577.75 |
1,564.00 |
1,534.00 |
|
R2 |
1,555.50 |
1,555.50 |
1,532.00 |
|
R1 |
1,541.75 |
1,541.75 |
1,530.00 |
1,537.50 |
PP |
1,533.25 |
1,533.25 |
1,533.25 |
1,531.00 |
S1 |
1,519.50 |
1,519.50 |
1,526.00 |
1,515.25 |
S2 |
1,511.00 |
1,511.00 |
1,524.00 |
|
S3 |
1,488.75 |
1,497.25 |
1,522.00 |
|
S4 |
1,466.50 |
1,475.00 |
1,515.75 |
|
|
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 |
1,583.25 |
1,524.75 |
58.50 |
3.8% |
27.25 |
1.8% |
6% |
False |
True |
14,399 |
10 |
1,586.50 |
1,524.75 |
61.75 |
4.0% |
22.50 |
1.5% |
5% |
False |
True |
9,013 |
20 |
1,586.50 |
1,524.75 |
61.75 |
4.0% |
18.75 |
1.2% |
5% |
False |
True |
5,232 |
40 |
1,586.50 |
1,470.25 |
116.25 |
7.6% |
16.50 |
1.1% |
50% |
False |
False |
3,073 |
60 |
1,586.50 |
1,470.25 |
116.25 |
7.6% |
14.00 |
0.9% |
50% |
False |
False |
2,131 |
80 |
1,586.50 |
1,370.50 |
216.00 |
14.1% |
13.25 |
0.9% |
73% |
False |
False |
1,609 |
100 |
1,586.50 |
1,370.50 |
216.00 |
14.1% |
11.50 |
0.8% |
73% |
False |
False |
1,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,641.50 |
2.618 |
1,605.25 |
1.618 |
1,583.00 |
1.000 |
1,569.25 |
0.618 |
1,560.75 |
HIGH |
1,547.00 |
0.618 |
1,538.50 |
0.500 |
1,536.00 |
0.382 |
1,533.25 |
LOW |
1,524.75 |
0.618 |
1,511.00 |
1.000 |
1,502.50 |
1.618 |
1,488.75 |
2.618 |
1,466.50 |
4.250 |
1,430.25 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,536.00 |
1,544.50 |
PP |
1,533.25 |
1,539.00 |
S1 |
1,530.50 |
1,533.50 |
|