Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
156.09 |
156.59 |
0.50 |
0.3% |
156.01 |
High |
156.85 |
156.91 |
0.06 |
0.0% |
156.85 |
Low |
155.75 |
155.67 |
-0.08 |
-0.1% |
154.35 |
Close |
156.67 |
156.05 |
-0.62 |
-0.4% |
156.67 |
Range |
1.10 |
1.24 |
0.14 |
12.7% |
2.50 |
ATR |
1.35 |
1.34 |
-0.01 |
-0.6% |
0.00 |
Volume |
102,932,703 |
99,194,000 |
-3,738,703 |
-3.6% |
441,061,906 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.93 |
159.23 |
156.73 |
|
R3 |
158.69 |
157.99 |
156.39 |
|
R2 |
157.45 |
157.45 |
156.28 |
|
R1 |
156.75 |
156.75 |
156.16 |
156.48 |
PP |
156.21 |
156.21 |
156.21 |
156.08 |
S1 |
155.51 |
155.51 |
155.94 |
155.24 |
S2 |
154.97 |
154.97 |
155.82 |
|
S3 |
153.73 |
154.27 |
155.71 |
|
S4 |
152.49 |
153.03 |
155.37 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.46 |
162.56 |
158.05 |
|
R3 |
160.96 |
160.06 |
157.36 |
|
R2 |
158.46 |
158.46 |
157.13 |
|
R1 |
157.56 |
157.56 |
156.90 |
158.01 |
PP |
155.96 |
155.96 |
155.96 |
156.18 |
S1 |
155.06 |
155.06 |
156.44 |
155.51 |
S2 |
153.46 |
153.46 |
156.21 |
|
S3 |
150.96 |
152.56 |
155.98 |
|
S4 |
148.46 |
150.06 |
155.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.91 |
154.35 |
2.56 |
1.6% |
1.26 |
0.8% |
66% |
True |
False |
108,051,181 |
10 |
156.91 |
153.59 |
3.32 |
2.1% |
1.28 |
0.8% |
74% |
True |
False |
118,805,412 |
20 |
156.91 |
151.52 |
5.39 |
3.5% |
1.09 |
0.7% |
84% |
True |
False |
112,988,476 |
40 |
156.91 |
148.73 |
8.18 |
5.2% |
1.25 |
0.8% |
89% |
True |
False |
125,296,545 |
60 |
156.91 |
144.98 |
11.93 |
7.6% |
1.14 |
0.7% |
93% |
True |
False |
123,449,095 |
80 |
156.91 |
139.54 |
17.37 |
11.1% |
1.20 |
0.8% |
95% |
True |
False |
129,560,594 |
100 |
156.91 |
134.70 |
22.21 |
14.2% |
1.29 |
0.8% |
96% |
True |
False |
132,835,732 |
120 |
156.91 |
134.70 |
22.21 |
14.2% |
1.31 |
0.8% |
96% |
True |
False |
132,263,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.18 |
2.618 |
160.16 |
1.618 |
158.92 |
1.000 |
158.15 |
0.618 |
157.68 |
HIGH |
156.91 |
0.618 |
156.44 |
0.500 |
156.29 |
0.382 |
156.14 |
LOW |
155.67 |
0.618 |
154.90 |
1.000 |
154.43 |
1.618 |
153.66 |
2.618 |
152.42 |
4.250 |
150.40 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
156.29 |
156.02 |
PP |
156.21 |
155.99 |
S1 |
156.13 |
155.96 |
|