Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,567.75 |
1,567.00 |
-0.75 |
0.0% |
1,576.25 |
High |
1,574.00 |
1,582.00 |
8.00 |
0.5% |
1,576.50 |
Low |
1,564.75 |
1,564.50 |
-0.25 |
0.0% |
1,524.75 |
Close |
1,568.00 |
1,575.75 |
7.75 |
0.5% |
1,541.50 |
Range |
9.25 |
17.50 |
8.25 |
89.2% |
51.75 |
ATR |
18.65 |
18.57 |
-0.08 |
-0.4% |
0.00 |
Volume |
14,452 |
15,157 |
705 |
4.9% |
68,979 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,626.50 |
1,618.75 |
1,585.50 |
|
R3 |
1,609.00 |
1,601.25 |
1,580.50 |
|
R2 |
1,591.50 |
1,591.50 |
1,579.00 |
|
R1 |
1,583.75 |
1,583.75 |
1,577.25 |
1,587.50 |
PP |
1,574.00 |
1,574.00 |
1,574.00 |
1,576.00 |
S1 |
1,566.25 |
1,566.25 |
1,574.25 |
1,570.00 |
S2 |
1,556.50 |
1,556.50 |
1,572.50 |
|
S3 |
1,539.00 |
1,548.75 |
1,571.00 |
|
S4 |
1,521.50 |
1,531.25 |
1,566.00 |
|
|
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 |
1,582.00 |
1,530.25 |
51.75 |
3.3% |
17.25 |
1.1% |
88% |
True |
False |
11,755 |
10 |
1,583.25 |
1,524.75 |
58.50 |
3.7% |
22.25 |
1.4% |
87% |
False |
False |
13,077 |
20 |
1,586.50 |
1,524.75 |
61.75 |
3.9% |
19.25 |
1.2% |
83% |
False |
False |
7,843 |
40 |
1,586.50 |
1,488.25 |
98.25 |
6.2% |
16.25 |
1.0% |
89% |
False |
False |
4,515 |
60 |
1,586.50 |
1,470.25 |
116.25 |
7.4% |
14.75 |
0.9% |
91% |
False |
False |
3,090 |
80 |
1,586.50 |
1,372.25 |
214.25 |
13.6% |
13.50 |
0.9% |
95% |
False |
False |
2,342 |
100 |
1,586.50 |
1,370.50 |
216.00 |
13.7% |
12.25 |
0.8% |
95% |
False |
False |
1,879 |
120 |
1,586.50 |
1,330.50 |
256.00 |
16.2% |
11.00 |
0.7% |
96% |
False |
False |
1,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,656.50 |
2.618 |
1,627.75 |
1.618 |
1,610.25 |
1.000 |
1,599.50 |
0.618 |
1,592.75 |
HIGH |
1,582.00 |
0.618 |
1,575.25 |
0.500 |
1,573.25 |
0.382 |
1,571.25 |
LOW |
1,564.50 |
0.618 |
1,553.75 |
1.000 |
1,547.00 |
1.618 |
1,536.25 |
2.618 |
1,518.75 |
4.250 |
1,490.00 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,575.00 |
1,571.25 |
PP |
1,574.00 |
1,567.00 |
S1 |
1,573.25 |
1,562.50 |
|