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 |
14,567.17 |
14,718.69 |
151.52 |
1.0% |
14,865.06 |
High |
14,721.42 |
14,747.42 |
26.00 |
0.2% |
14,865.06 |
Low |
14,554.29 |
14,666.54 |
112.25 |
0.8% |
14,444.03 |
Close |
14,719.46 |
14,676.30 |
-43.16 |
-0.3% |
14,547.51 |
Range |
167.13 |
80.88 |
-86.25 |
-51.6% |
421.03 |
ATR |
133.29 |
129.55 |
-3.74 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,939.39 |
14,888.73 |
14,720.78 |
|
R3 |
14,858.51 |
14,807.85 |
14,698.54 |
|
R2 |
14,777.63 |
14,777.63 |
14,691.13 |
|
R1 |
14,726.97 |
14,726.97 |
14,683.71 |
14,711.86 |
PP |
14,696.75 |
14,696.75 |
14,696.75 |
14,689.20 |
S1 |
14,646.09 |
14,646.09 |
14,668.89 |
14,630.98 |
S2 |
14,615.87 |
14,615.87 |
14,661.47 |
|
S3 |
14,534.99 |
14,565.21 |
14,654.06 |
|
S4 |
14,454.11 |
14,484.33 |
14,631.82 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,881.96 |
15,635.76 |
14,779.08 |
|
R3 |
15,460.93 |
15,214.73 |
14,663.29 |
|
R2 |
15,039.90 |
15,039.90 |
14,624.70 |
|
R1 |
14,793.70 |
14,793.70 |
14,586.10 |
14,706.29 |
PP |
14,618.87 |
14,618.87 |
14,618.87 |
14,575.16 |
S1 |
14,372.67 |
14,372.67 |
14,508.92 |
14,285.26 |
S2 |
14,197.84 |
14,197.84 |
14,470.32 |
|
S3 |
13,776.81 |
13,951.64 |
14,431.73 |
|
S4 |
13,355.78 |
13,530.61 |
14,315.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,747.42 |
14,444.03 |
303.39 |
2.1% |
128.78 |
0.9% |
77% |
True |
False |
|
10 |
14,887.51 |
14,444.03 |
443.48 |
3.0% |
144.57 |
1.0% |
52% |
False |
False |
|
20 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
130.94 |
0.9% |
53% |
False |
False |
|
40 |
14,887.51 |
13,880.19 |
1,007.32 |
6.9% |
119.59 |
0.8% |
79% |
False |
False |
|
60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.5% |
116.22 |
0.8% |
81% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.7% |
113.27 |
0.8% |
89% |
False |
False |
|
100 |
14,887.51 |
12,883.89 |
2,003.62 |
13.7% |
112.13 |
0.8% |
89% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.5% |
120.00 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,091.16 |
2.618 |
14,959.16 |
1.618 |
14,878.28 |
1.000 |
14,828.30 |
0.618 |
14,797.40 |
HIGH |
14,747.42 |
0.618 |
14,716.52 |
0.500 |
14,706.98 |
0.382 |
14,697.44 |
LOW |
14,666.54 |
0.618 |
14,616.56 |
1.000 |
14,585.66 |
1.618 |
14,535.68 |
2.618 |
14,454.80 |
4.250 |
14,322.80 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,706.98 |
14,651.70 |
PP |
14,696.75 |
14,627.11 |
S1 |
14,686.53 |
14,602.51 |
|