Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
6,247.5 |
6,268.0 |
20.5 |
0.3% |
6,233.0 |
High |
6,300.0 |
6,287.5 |
-12.5 |
-0.2% |
6,370.0 |
Low |
6,241.0 |
6,174.0 |
-67.0 |
-1.1% |
6,204.0 |
Close |
6,252.0 |
6,188.0 |
-64.0 |
-1.0% |
6,327.5 |
Range |
59.0 |
113.5 |
54.5 |
92.4% |
166.0 |
ATR |
75.6 |
78.3 |
2.7 |
3.6% |
0.0 |
Volume |
126,363 |
108,192 |
-18,171 |
-14.4% |
436,461 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,557.0 |
6,486.0 |
6,250.5 |
|
R3 |
6,443.5 |
6,372.5 |
6,219.0 |
|
R2 |
6,330.0 |
6,330.0 |
6,209.0 |
|
R1 |
6,259.0 |
6,259.0 |
6,198.5 |
6,238.0 |
PP |
6,216.5 |
6,216.5 |
6,216.5 |
6,206.0 |
S1 |
6,145.5 |
6,145.5 |
6,177.5 |
6,124.0 |
S2 |
6,103.0 |
6,103.0 |
6,167.0 |
|
S3 |
5,989.5 |
6,032.0 |
6,157.0 |
|
S4 |
5,876.0 |
5,918.5 |
6,125.5 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,798.5 |
6,729.0 |
6,419.0 |
|
R3 |
6,632.5 |
6,563.0 |
6,373.0 |
|
R2 |
6,466.5 |
6,466.5 |
6,358.0 |
|
R1 |
6,397.0 |
6,397.0 |
6,342.5 |
6,432.0 |
PP |
6,300.5 |
6,300.5 |
6,300.5 |
6,318.0 |
S1 |
6,231.0 |
6,231.0 |
6,312.5 |
6,266.0 |
S2 |
6,134.5 |
6,134.5 |
6,297.0 |
|
S3 |
5,968.5 |
6,065.0 |
6,282.0 |
|
S4 |
5,802.5 |
5,899.0 |
6,236.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,370.0 |
6,174.0 |
196.0 |
3.2% |
76.0 |
1.2% |
7% |
False |
True |
102,690 |
10 |
6,374.0 |
6,159.5 |
214.5 |
3.5% |
80.5 |
1.3% |
13% |
False |
False |
96,931 |
20 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
79.0 |
1.3% |
10% |
False |
False |
97,237 |
40 |
6,481.5 |
6,157.0 |
324.5 |
5.2% |
69.5 |
1.1% |
10% |
False |
False |
84,727 |
60 |
6,481.5 |
6,065.0 |
416.5 |
6.7% |
59.0 |
1.0% |
30% |
False |
False |
56,605 |
80 |
6,481.5 |
5,793.5 |
688.0 |
11.1% |
50.5 |
0.8% |
57% |
False |
False |
42,490 |
100 |
6,481.5 |
5,671.0 |
810.5 |
13.1% |
41.0 |
0.7% |
64% |
False |
False |
33,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,770.0 |
2.618 |
6,584.5 |
1.618 |
6,471.0 |
1.000 |
6,401.0 |
0.618 |
6,357.5 |
HIGH |
6,287.5 |
0.618 |
6,244.0 |
0.500 |
6,231.0 |
0.382 |
6,217.5 |
LOW |
6,174.0 |
0.618 |
6,104.0 |
1.000 |
6,060.5 |
1.618 |
5,990.5 |
2.618 |
5,877.0 |
4.250 |
5,691.5 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
6,231.0 |
6,264.0 |
PP |
6,216.5 |
6,238.5 |
S1 |
6,202.0 |
6,213.0 |
|