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 |
1,604.7 |
1,596.8 |
-7.9 |
-0.5% |
1,608.8 |
High |
1,606.6 |
1,600.5 |
-6.1 |
-0.4% |
1,612.8 |
Low |
1,593.6 |
1,594.8 |
1.2 |
0.1% |
1,588.4 |
Close |
1,594.8 |
1,600.0 |
5.2 |
0.3% |
1,594.8 |
Range |
13.0 |
5.7 |
-7.3 |
-56.2% |
24.4 |
ATR |
17.4 |
16.6 |
-0.8 |
-4.8% |
0.0 |
Volume |
4,717 |
688 |
-4,029 |
-85.4% |
454,741 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.5 |
1,613.5 |
1,603.1 |
|
R3 |
1,609.8 |
1,607.8 |
1,601.6 |
|
R2 |
1,604.1 |
1,604.1 |
1,601.0 |
|
R1 |
1,602.1 |
1,602.1 |
1,600.5 |
1,603.1 |
PP |
1,598.4 |
1,598.4 |
1,598.4 |
1,599.0 |
S1 |
1,596.4 |
1,596.4 |
1,599.5 |
1,597.4 |
S2 |
1,592.7 |
1,592.7 |
1,599.0 |
|
S3 |
1,587.0 |
1,590.7 |
1,598.4 |
|
S4 |
1,581.3 |
1,585.0 |
1,596.9 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.9 |
1,657.7 |
1,608.2 |
|
R3 |
1,647.5 |
1,633.3 |
1,601.5 |
|
R2 |
1,623.1 |
1,623.1 |
1,599.3 |
|
R1 |
1,608.9 |
1,608.9 |
1,597.0 |
1,603.8 |
PP |
1,598.7 |
1,598.7 |
1,598.7 |
1,596.1 |
S1 |
1,584.5 |
1,584.5 |
1,592.6 |
1,579.4 |
S2 |
1,574.3 |
1,574.3 |
1,590.3 |
|
S3 |
1,549.9 |
1,560.1 |
1,588.1 |
|
S4 |
1,525.5 |
1,535.7 |
1,581.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,612.8 |
1,588.4 |
24.4 |
1.5% |
14.5 |
0.9% |
48% |
False |
False |
91,085 |
10 |
1,616.5 |
1,588.4 |
28.1 |
1.8% |
14.9 |
0.9% |
41% |
False |
False |
119,427 |
20 |
1,616.5 |
1,560.4 |
56.1 |
3.5% |
15.0 |
0.9% |
71% |
False |
False |
131,293 |
40 |
1,687.0 |
1,554.3 |
132.7 |
8.3% |
19.0 |
1.2% |
34% |
False |
False |
153,219 |
60 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.0 |
1.2% |
31% |
False |
False |
117,761 |
80 |
1,726.7 |
1,554.3 |
172.4 |
10.8% |
19.0 |
1.2% |
27% |
False |
False |
89,269 |
100 |
1,757.9 |
1,554.3 |
203.6 |
12.7% |
18.4 |
1.2% |
22% |
False |
False |
71,951 |
120 |
1,784.5 |
1,554.3 |
230.2 |
14.4% |
17.8 |
1.1% |
20% |
False |
False |
60,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,624.7 |
2.618 |
1,615.4 |
1.618 |
1,609.7 |
1.000 |
1,606.2 |
0.618 |
1,604.0 |
HIGH |
1,600.5 |
0.618 |
1,598.3 |
0.500 |
1,597.7 |
0.382 |
1,597.0 |
LOW |
1,594.8 |
0.618 |
1,591.3 |
1.000 |
1,589.1 |
1.618 |
1,585.6 |
2.618 |
1,579.9 |
4.250 |
1,570.6 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,599.2 |
1,599.7 |
PP |
1,598.4 |
1,599.5 |
S1 |
1,597.7 |
1,599.2 |
|