Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,433.3 |
1,470.7 |
37.4 |
2.6% |
1,411.3 |
High |
1,472.8 |
1,488.3 |
15.5 |
1.1% |
1,488.3 |
Low |
1,432.1 |
1,452.4 |
20.3 |
1.4% |
1,409.1 |
Close |
1,466.4 |
1,457.5 |
-8.9 |
-0.6% |
1,457.5 |
Range |
40.7 |
35.9 |
-4.8 |
-11.8% |
79.2 |
ATR |
36.9 |
36.8 |
-0.1 |
-0.2% |
0.0 |
Volume |
1,570 |
4,803 |
3,233 |
205.9% |
15,425 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,573.8 |
1,551.5 |
1,477.2 |
|
R3 |
1,537.9 |
1,515.6 |
1,467.4 |
|
R2 |
1,502.0 |
1,502.0 |
1,464.1 |
|
R1 |
1,479.7 |
1,479.7 |
1,460.8 |
1,472.9 |
PP |
1,466.1 |
1,466.1 |
1,466.1 |
1,462.7 |
S1 |
1,443.8 |
1,443.8 |
1,454.2 |
1,437.0 |
S2 |
1,430.2 |
1,430.2 |
1,450.9 |
|
S3 |
1,394.3 |
1,407.9 |
1,447.6 |
|
S4 |
1,358.4 |
1,372.0 |
1,437.8 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.2 |
1,652.6 |
1,501.1 |
|
R3 |
1,610.0 |
1,573.4 |
1,479.3 |
|
R2 |
1,530.8 |
1,530.8 |
1,472.0 |
|
R1 |
1,494.2 |
1,494.2 |
1,464.8 |
1,512.5 |
PP |
1,451.6 |
1,451.6 |
1,451.6 |
1,460.8 |
S1 |
1,415.0 |
1,415.0 |
1,450.2 |
1,433.3 |
S2 |
1,372.4 |
1,372.4 |
1,443.0 |
|
S3 |
1,293.2 |
1,335.8 |
1,435.7 |
|
S4 |
1,214.0 |
1,256.6 |
1,413.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,488.3 |
1,409.1 |
79.2 |
5.4% |
30.2 |
2.1% |
61% |
True |
False |
3,085 |
10 |
1,497.4 |
1,325.0 |
172.4 |
11.8% |
51.3 |
3.5% |
77% |
False |
False |
4,643 |
20 |
1,608.5 |
1,325.0 |
283.5 |
19.5% |
39.3 |
2.7% |
47% |
False |
False |
4,000 |
40 |
1,621.8 |
1,325.0 |
296.8 |
20.4% |
26.5 |
1.8% |
45% |
False |
False |
2,833 |
60 |
1,694.3 |
1,325.0 |
369.3 |
25.3% |
24.5 |
1.7% |
36% |
False |
False |
2,766 |
80 |
1,705.5 |
1,325.0 |
380.5 |
26.1% |
22.4 |
1.5% |
35% |
False |
False |
2,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,640.9 |
2.618 |
1,582.3 |
1.618 |
1,546.4 |
1.000 |
1,524.2 |
0.618 |
1,510.5 |
HIGH |
1,488.3 |
0.618 |
1,474.6 |
0.500 |
1,470.4 |
0.382 |
1,466.1 |
LOW |
1,452.4 |
0.618 |
1,430.2 |
1.000 |
1,416.5 |
1.618 |
1,394.3 |
2.618 |
1,358.4 |
4.250 |
1,299.8 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,470.4 |
1,456.6 |
PP |
1,466.1 |
1,455.6 |
S1 |
1,461.8 |
1,454.7 |
|