Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,537.00 |
1,532.25 |
-4.75 |
-0.3% |
1,576.25 |
High |
1,547.00 |
1,544.75 |
-2.25 |
-0.1% |
1,576.50 |
Low |
1,524.75 |
1,530.25 |
5.50 |
0.4% |
1,524.75 |
Close |
1,528.00 |
1,541.50 |
13.50 |
0.9% |
1,541.50 |
Range |
22.25 |
14.50 |
-7.75 |
-34.8% |
51.75 |
ATR |
19.01 |
18.85 |
-0.16 |
-0.8% |
0.00 |
Volume |
22,185 |
7,628 |
-14,557 |
-65.6% |
68,979 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,582.25 |
1,576.50 |
1,549.50 |
|
R3 |
1,567.75 |
1,562.00 |
1,545.50 |
|
R2 |
1,553.25 |
1,553.25 |
1,544.25 |
|
R1 |
1,547.50 |
1,547.50 |
1,542.75 |
1,550.50 |
PP |
1,538.75 |
1,538.75 |
1,538.75 |
1,540.25 |
S1 |
1,533.00 |
1,533.00 |
1,540.25 |
1,536.00 |
S2 |
1,524.25 |
1,524.25 |
1,538.75 |
|
S3 |
1,509.75 |
1,518.50 |
1,537.50 |
|
S4 |
1,495.25 |
1,504.00 |
1,533.50 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.75 |
1,674.00 |
1,570.00 |
|
R3 |
1,651.00 |
1,622.25 |
1,555.75 |
|
R2 |
1,599.25 |
1,599.25 |
1,551.00 |
|
R1 |
1,570.50 |
1,570.50 |
1,546.25 |
1,559.00 |
PP |
1,547.50 |
1,547.50 |
1,547.50 |
1,542.00 |
S1 |
1,518.75 |
1,518.75 |
1,536.75 |
1,507.25 |
S2 |
1,495.75 |
1,495.75 |
1,532.00 |
|
S3 |
1,444.00 |
1,467.00 |
1,527.25 |
|
S4 |
1,392.25 |
1,415.25 |
1,513.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,576.50 |
1,524.75 |
51.75 |
3.4% |
27.25 |
1.8% |
32% |
False |
False |
13,795 |
10 |
1,586.50 |
1,524.75 |
61.75 |
4.0% |
22.00 |
1.4% |
27% |
False |
False |
9,508 |
20 |
1,586.50 |
1,524.75 |
61.75 |
4.0% |
18.75 |
1.2% |
27% |
False |
False |
5,511 |
40 |
1,586.50 |
1,470.25 |
116.25 |
7.5% |
16.50 |
1.1% |
61% |
False |
False |
3,251 |
60 |
1,586.50 |
1,470.25 |
116.25 |
7.5% |
14.00 |
0.9% |
61% |
False |
False |
2,255 |
80 |
1,586.50 |
1,370.50 |
216.00 |
14.0% |
13.00 |
0.8% |
79% |
False |
False |
1,704 |
100 |
1,586.50 |
1,370.50 |
216.00 |
14.0% |
11.50 |
0.8% |
79% |
False |
False |
1,368 |
120 |
1,586.50 |
1,330.50 |
256.00 |
16.6% |
10.50 |
0.7% |
82% |
False |
False |
1,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,606.50 |
2.618 |
1,582.75 |
1.618 |
1,568.25 |
1.000 |
1,559.25 |
0.618 |
1,553.75 |
HIGH |
1,544.75 |
0.618 |
1,539.25 |
0.500 |
1,537.50 |
0.382 |
1,535.75 |
LOW |
1,530.25 |
0.618 |
1,521.25 |
1.000 |
1,515.75 |
1.618 |
1,506.75 |
2.618 |
1,492.25 |
4.250 |
1,468.50 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,540.25 |
1,543.50 |
PP |
1,538.75 |
1,543.00 |
S1 |
1,537.50 |
1,542.25 |
|