Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,532.25 |
1,545.00 |
12.75 |
0.8% |
1,576.25 |
High |
1,544.75 |
1,555.00 |
10.25 |
0.7% |
1,576.50 |
Low |
1,530.25 |
1,537.50 |
7.25 |
0.5% |
1,524.75 |
Close |
1,541.50 |
1,549.75 |
8.25 |
0.5% |
1,541.50 |
Range |
14.50 |
17.50 |
3.00 |
20.7% |
51.75 |
ATR |
18.85 |
18.75 |
-0.10 |
-0.5% |
0.00 |
Volume |
7,628 |
12,501 |
4,873 |
63.9% |
68,979 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.00 |
1,592.25 |
1,559.50 |
|
R3 |
1,582.50 |
1,574.75 |
1,554.50 |
|
R2 |
1,565.00 |
1,565.00 |
1,553.00 |
|
R1 |
1,557.25 |
1,557.25 |
1,551.25 |
1,561.00 |
PP |
1,547.50 |
1,547.50 |
1,547.50 |
1,549.25 |
S1 |
1,539.75 |
1,539.75 |
1,548.25 |
1,543.50 |
S2 |
1,530.00 |
1,530.00 |
1,546.50 |
|
S3 |
1,512.50 |
1,522.25 |
1,545.00 |
|
S4 |
1,495.00 |
1,504.75 |
1,540.00 |
|
|
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 |
1,564.00 |
1,524.75 |
39.25 |
2.5% |
22.00 |
1.4% |
64% |
False |
False |
13,706 |
10 |
1,586.50 |
1,524.75 |
61.75 |
4.0% |
21.75 |
1.4% |
40% |
False |
False |
10,594 |
20 |
1,586.50 |
1,524.75 |
61.75 |
4.0% |
18.75 |
1.2% |
40% |
False |
False |
6,098 |
40 |
1,586.50 |
1,470.25 |
116.25 |
7.5% |
16.75 |
1.1% |
68% |
False |
False |
3,562 |
60 |
1,586.50 |
1,470.25 |
116.25 |
7.5% |
14.25 |
0.9% |
68% |
False |
False |
2,455 |
80 |
1,586.50 |
1,370.50 |
216.00 |
13.9% |
13.25 |
0.8% |
83% |
False |
False |
1,860 |
100 |
1,586.50 |
1,370.50 |
216.00 |
13.9% |
11.75 |
0.8% |
83% |
False |
False |
1,493 |
120 |
1,586.50 |
1,330.50 |
256.00 |
16.5% |
10.50 |
0.7% |
86% |
False |
False |
1,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,629.50 |
2.618 |
1,600.75 |
1.618 |
1,583.25 |
1.000 |
1,572.50 |
0.618 |
1,565.75 |
HIGH |
1,555.00 |
0.618 |
1,548.25 |
0.500 |
1,546.25 |
0.382 |
1,544.25 |
LOW |
1,537.50 |
0.618 |
1,526.75 |
1.000 |
1,520.00 |
1.618 |
1,509.25 |
2.618 |
1,491.75 |
4.250 |
1,463.00 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,548.50 |
1,546.50 |
PP |
1,547.50 |
1,543.25 |
S1 |
1,546.25 |
1,540.00 |
|