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 |
1,421.1 |
1,433.3 |
12.2 |
0.9% |
1,485.0 |
High |
1,436.7 |
1,472.8 |
36.1 |
2.5% |
1,497.4 |
Low |
1,421.0 |
1,432.1 |
11.1 |
0.8% |
1,325.0 |
Close |
1,428.0 |
1,466.4 |
38.4 |
2.7% |
1,399.6 |
Range |
15.7 |
40.7 |
25.0 |
159.2% |
172.4 |
ATR |
36.3 |
36.9 |
0.6 |
1.7% |
0.0 |
Volume |
4,298 |
1,570 |
-2,728 |
-63.5% |
31,013 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,579.2 |
1,563.5 |
1,488.8 |
|
R3 |
1,538.5 |
1,522.8 |
1,477.6 |
|
R2 |
1,497.8 |
1,497.8 |
1,473.9 |
|
R1 |
1,482.1 |
1,482.1 |
1,470.1 |
1,490.0 |
PP |
1,457.1 |
1,457.1 |
1,457.1 |
1,461.0 |
S1 |
1,441.4 |
1,441.4 |
1,462.7 |
1,449.3 |
S2 |
1,416.4 |
1,416.4 |
1,458.9 |
|
S3 |
1,375.7 |
1,400.7 |
1,455.2 |
|
S4 |
1,335.0 |
1,360.0 |
1,444.0 |
|
|
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 |
1,472.8 |
1,390.0 |
82.8 |
5.6% |
30.6 |
2.1% |
92% |
True |
False |
3,008 |
10 |
1,565.6 |
1,325.0 |
240.6 |
16.4% |
56.3 |
3.8% |
59% |
False |
False |
4,352 |
20 |
1,612.5 |
1,325.0 |
287.5 |
19.6% |
38.2 |
2.6% |
49% |
False |
False |
3,850 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.2% |
26.2 |
1.8% |
48% |
False |
False |
2,760 |
60 |
1,694.3 |
1,325.0 |
369.3 |
25.2% |
24.2 |
1.6% |
38% |
False |
False |
2,714 |
80 |
1,705.5 |
1,325.0 |
380.5 |
25.9% |
22.2 |
1.5% |
37% |
False |
False |
2,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,645.8 |
2.618 |
1,579.4 |
1.618 |
1,538.7 |
1.000 |
1,513.5 |
0.618 |
1,498.0 |
HIGH |
1,472.8 |
0.618 |
1,457.3 |
0.500 |
1,452.5 |
0.382 |
1,447.6 |
LOW |
1,432.1 |
0.618 |
1,406.9 |
1.000 |
1,391.4 |
1.618 |
1,366.2 |
2.618 |
1,325.5 |
4.250 |
1,259.1 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,461.8 |
1,458.0 |
PP |
1,457.1 |
1,449.6 |
S1 |
1,452.5 |
1,441.3 |
|