Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,485.0 |
1,359.6 |
-125.4 |
-8.4% |
1,583.8 |
High |
1,497.4 |
1,404.0 |
-93.4 |
-6.2% |
1,594.6 |
Low |
1,340.9 |
1,325.0 |
-15.9 |
-1.2% |
1,480.0 |
Close |
1,364.2 |
1,390.7 |
26.5 |
1.9% |
1,505.6 |
Range |
156.5 |
79.0 |
-77.5 |
-49.5% |
114.6 |
ATR |
33.3 |
36.6 |
3.3 |
9.8% |
0.0 |
Volume |
5,183 |
11,501 |
6,318 |
121.9% |
23,636 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,610.2 |
1,579.5 |
1,434.2 |
|
R3 |
1,531.2 |
1,500.5 |
1,412.4 |
|
R2 |
1,452.2 |
1,452.2 |
1,405.2 |
|
R1 |
1,421.5 |
1,421.5 |
1,397.9 |
1,436.9 |
PP |
1,373.2 |
1,373.2 |
1,373.2 |
1,380.9 |
S1 |
1,342.5 |
1,342.5 |
1,383.5 |
1,357.9 |
S2 |
1,294.2 |
1,294.2 |
1,376.2 |
|
S3 |
1,215.2 |
1,263.5 |
1,369.0 |
|
S4 |
1,136.2 |
1,184.5 |
1,347.3 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.5 |
1,802.7 |
1,568.6 |
|
R3 |
1,755.9 |
1,688.1 |
1,537.1 |
|
R2 |
1,641.3 |
1,641.3 |
1,526.6 |
|
R1 |
1,573.5 |
1,573.5 |
1,516.1 |
1,550.1 |
PP |
1,526.7 |
1,526.7 |
1,526.7 |
1,515.1 |
S1 |
1,458.9 |
1,458.9 |
1,495.1 |
1,435.5 |
S2 |
1,412.1 |
1,412.1 |
1,484.6 |
|
S3 |
1,297.5 |
1,344.3 |
1,474.1 |
|
S4 |
1,182.9 |
1,229.7 |
1,442.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,592.1 |
1,325.0 |
267.1 |
19.2% |
73.2 |
5.3% |
25% |
False |
True |
6,001 |
10 |
1,594.6 |
1,325.0 |
269.6 |
19.4% |
47.3 |
3.4% |
24% |
False |
True |
4,840 |
20 |
1,621.8 |
1,325.0 |
296.8 |
21.3% |
30.8 |
2.2% |
22% |
False |
True |
3,359 |
40 |
1,625.2 |
1,325.0 |
300.2 |
21.6% |
24.6 |
1.8% |
22% |
False |
True |
2,674 |
60 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
21.5 |
1.5% |
17% |
False |
True |
2,488 |
80 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
20.4 |
1.5% |
17% |
False |
True |
2,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.8 |
2.618 |
1,610.8 |
1.618 |
1,531.8 |
1.000 |
1,483.0 |
0.618 |
1,452.8 |
HIGH |
1,404.0 |
0.618 |
1,373.8 |
0.500 |
1,364.5 |
0.382 |
1,355.2 |
LOW |
1,325.0 |
0.618 |
1,276.2 |
1.000 |
1,246.0 |
1.618 |
1,197.2 |
2.618 |
1,118.2 |
4.250 |
989.3 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,382.0 |
1,445.3 |
PP |
1,373.2 |
1,427.1 |
S1 |
1,364.5 |
1,408.9 |
|