Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,429.5 |
1,421.1 |
-8.4 |
-0.6% |
1,485.0 |
High |
1,434.8 |
1,436.7 |
1.9 |
0.1% |
1,497.4 |
Low |
1,409.7 |
1,421.0 |
11.3 |
0.8% |
1,325.0 |
Close |
1,413.1 |
1,428.0 |
14.9 |
1.1% |
1,399.6 |
Range |
25.1 |
15.7 |
-9.4 |
-37.5% |
172.4 |
ATR |
37.2 |
36.3 |
-1.0 |
-2.6% |
0.0 |
Volume |
2,802 |
4,298 |
1,496 |
53.4% |
31,013 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.7 |
1,467.5 |
1,436.6 |
|
R3 |
1,460.0 |
1,451.8 |
1,432.3 |
|
R2 |
1,444.3 |
1,444.3 |
1,430.9 |
|
R1 |
1,436.1 |
1,436.1 |
1,429.4 |
1,440.2 |
PP |
1,428.6 |
1,428.6 |
1,428.6 |
1,430.6 |
S1 |
1,420.4 |
1,420.4 |
1,426.6 |
1,424.5 |
S2 |
1,412.9 |
1,412.9 |
1,425.1 |
|
S3 |
1,397.2 |
1,404.7 |
1,423.7 |
|
S4 |
1,381.5 |
1,389.0 |
1,419.4 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.5 |
1,834.5 |
1,494.4 |
|
R3 |
1,752.1 |
1,662.1 |
1,447.0 |
|
R2 |
1,579.7 |
1,579.7 |
1,431.2 |
|
R1 |
1,489.7 |
1,489.7 |
1,415.4 |
1,448.5 |
PP |
1,407.3 |
1,407.3 |
1,407.3 |
1,386.8 |
S1 |
1,317.3 |
1,317.3 |
1,383.8 |
1,276.1 |
S2 |
1,234.9 |
1,234.9 |
1,368.0 |
|
S3 |
1,062.5 |
1,144.9 |
1,352.2 |
|
S4 |
890.1 |
972.5 |
1,304.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,442.8 |
1,344.8 |
98.0 |
6.9% |
34.5 |
2.4% |
85% |
False |
False |
3,378 |
10 |
1,570.5 |
1,325.0 |
245.5 |
17.2% |
53.5 |
3.7% |
42% |
False |
False |
4,541 |
20 |
1,612.6 |
1,325.0 |
287.6 |
20.1% |
36.9 |
2.6% |
36% |
False |
False |
3,849 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.8% |
25.7 |
1.8% |
35% |
False |
False |
2,739 |
60 |
1,694.3 |
1,325.0 |
369.3 |
25.9% |
23.6 |
1.7% |
28% |
False |
False |
2,710 |
80 |
1,705.5 |
1,325.0 |
380.5 |
26.6% |
21.8 |
1.5% |
27% |
False |
False |
2,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,503.4 |
2.618 |
1,477.8 |
1.618 |
1,462.1 |
1.000 |
1,452.4 |
0.618 |
1,446.4 |
HIGH |
1,436.7 |
0.618 |
1,430.7 |
0.500 |
1,428.9 |
0.382 |
1,427.0 |
LOW |
1,421.0 |
0.618 |
1,411.3 |
1.000 |
1,405.3 |
1.618 |
1,395.6 |
2.618 |
1,379.9 |
4.250 |
1,354.3 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,428.9 |
1,427.3 |
PP |
1,428.6 |
1,426.6 |
S1 |
1,428.3 |
1,426.0 |
|