Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,599.2 |
1,575.7 |
-23.5 |
-1.5% |
1,608.8 |
High |
1,602.6 |
1,576.4 |
-26.2 |
-1.6% |
1,612.8 |
Low |
1,574.1 |
1,549.2 |
-24.9 |
-1.6% |
1,588.4 |
Close |
1,575.1 |
1,552.8 |
-22.3 |
-1.4% |
1,594.8 |
Range |
28.5 |
27.2 |
-1.3 |
-4.6% |
24.4 |
ATR |
17.4 |
18.1 |
0.7 |
4.0% |
0.0 |
Volume |
2,289 |
2,171 |
-118 |
-5.2% |
454,741 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.1 |
1,624.1 |
1,567.8 |
|
R3 |
1,613.9 |
1,596.9 |
1,560.3 |
|
R2 |
1,586.7 |
1,586.7 |
1,557.8 |
|
R1 |
1,569.7 |
1,569.7 |
1,555.3 |
1,564.6 |
PP |
1,559.5 |
1,559.5 |
1,559.5 |
1,556.9 |
S1 |
1,542.5 |
1,542.5 |
1,550.3 |
1,537.4 |
S2 |
1,532.3 |
1,532.3 |
1,547.8 |
|
S3 |
1,505.1 |
1,515.3 |
1,545.3 |
|
S4 |
1,477.9 |
1,488.1 |
1,537.8 |
|
|
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 |
1,608.1 |
1,549.2 |
58.9 |
3.8% |
18.4 |
1.2% |
6% |
False |
True |
12,063 |
10 |
1,616.5 |
1,549.2 |
67.3 |
4.3% |
16.8 |
1.1% |
5% |
False |
True |
85,677 |
20 |
1,616.5 |
1,549.2 |
67.3 |
4.3% |
16.3 |
1.0% |
5% |
False |
True |
118,034 |
40 |
1,687.0 |
1,549.2 |
137.8 |
8.9% |
19.4 |
1.3% |
3% |
False |
True |
146,091 |
60 |
1,699.9 |
1,549.2 |
150.7 |
9.7% |
18.8 |
1.2% |
2% |
False |
True |
117,332 |
80 |
1,726.7 |
1,549.2 |
177.5 |
11.4% |
19.1 |
1.2% |
2% |
False |
True |
89,242 |
100 |
1,757.9 |
1,549.2 |
208.7 |
13.4% |
18.5 |
1.2% |
2% |
False |
True |
71,970 |
120 |
1,779.3 |
1,549.2 |
230.1 |
14.8% |
18.0 |
1.2% |
2% |
False |
True |
60,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,692.0 |
2.618 |
1,647.6 |
1.618 |
1,620.4 |
1.000 |
1,603.6 |
0.618 |
1,593.2 |
HIGH |
1,576.4 |
0.618 |
1,566.0 |
0.500 |
1,562.8 |
0.382 |
1,559.6 |
LOW |
1,549.2 |
0.618 |
1,532.4 |
1.000 |
1,522.0 |
1.618 |
1,505.2 |
2.618 |
1,478.0 |
4.250 |
1,433.6 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,562.8 |
1,575.9 |
PP |
1,559.5 |
1,568.2 |
S1 |
1,556.1 |
1,560.5 |
|