Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,545.00 |
1,550.25 |
5.25 |
0.3% |
1,576.25 |
High |
1,555.00 |
1,570.50 |
15.50 |
1.0% |
1,576.50 |
Low |
1,537.50 |
1,543.00 |
5.50 |
0.4% |
1,524.75 |
Close |
1,549.75 |
1,567.50 |
17.75 |
1.1% |
1,541.50 |
Range |
17.50 |
27.50 |
10.00 |
57.1% |
51.75 |
ATR |
18.75 |
19.38 |
0.62 |
3.3% |
0.00 |
Volume |
12,501 |
9,038 |
-3,463 |
-27.7% |
68,979 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.75 |
1,632.75 |
1,582.50 |
|
R3 |
1,615.25 |
1,605.25 |
1,575.00 |
|
R2 |
1,587.75 |
1,587.75 |
1,572.50 |
|
R1 |
1,577.75 |
1,577.75 |
1,570.00 |
1,582.75 |
PP |
1,560.25 |
1,560.25 |
1,560.25 |
1,563.00 |
S1 |
1,550.25 |
1,550.25 |
1,565.00 |
1,555.25 |
S2 |
1,532.75 |
1,532.75 |
1,562.50 |
|
S3 |
1,505.25 |
1,522.75 |
1,560.00 |
|
S4 |
1,477.75 |
1,495.25 |
1,552.50 |
|
|
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 |
1,570.50 |
1,524.75 |
45.75 |
2.9% |
22.50 |
1.4% |
93% |
True |
False |
13,055 |
10 |
1,586.50 |
1,524.75 |
61.75 |
3.9% |
23.25 |
1.5% |
69% |
False |
False |
11,248 |
20 |
1,586.50 |
1,524.75 |
61.75 |
3.9% |
19.00 |
1.2% |
69% |
False |
False |
6,502 |
40 |
1,586.50 |
1,473.50 |
113.00 |
7.2% |
16.50 |
1.0% |
83% |
False |
False |
3,782 |
60 |
1,586.50 |
1,470.25 |
116.25 |
7.4% |
14.50 |
0.9% |
84% |
False |
False |
2,604 |
80 |
1,586.50 |
1,370.50 |
216.00 |
13.8% |
13.50 |
0.9% |
91% |
False |
False |
1,973 |
100 |
1,586.50 |
1,370.50 |
216.00 |
13.8% |
12.00 |
0.8% |
91% |
False |
False |
1,583 |
120 |
1,586.50 |
1,330.50 |
256.00 |
16.3% |
10.75 |
0.7% |
93% |
False |
False |
1,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,687.50 |
2.618 |
1,642.50 |
1.618 |
1,615.00 |
1.000 |
1,598.00 |
0.618 |
1,587.50 |
HIGH |
1,570.50 |
0.618 |
1,560.00 |
0.500 |
1,556.75 |
0.382 |
1,553.50 |
LOW |
1,543.00 |
0.618 |
1,526.00 |
1.000 |
1,515.50 |
1.618 |
1,498.50 |
2.618 |
1,471.00 |
4.250 |
1,426.00 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,564.00 |
1,561.75 |
PP |
1,560.25 |
1,556.00 |
S1 |
1,556.75 |
1,550.50 |
|