Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,575.7 |
1,557.3 |
-18.4 |
-1.2% |
1,608.8 |
High |
1,576.4 |
1,557.3 |
-19.1 |
-1.2% |
1,612.8 |
Low |
1,549.2 |
1,539.1 |
-10.1 |
-0.7% |
1,588.4 |
Close |
1,552.8 |
1,551.8 |
-1.0 |
-0.1% |
1,594.8 |
Range |
27.2 |
18.2 |
-9.0 |
-33.1% |
24.4 |
ATR |
18.1 |
18.1 |
0.0 |
0.0% |
0.0 |
Volume |
2,171 |
829 |
-1,342 |
-61.8% |
454,741 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.0 |
1,596.1 |
1,561.8 |
|
R3 |
1,585.8 |
1,577.9 |
1,556.8 |
|
R2 |
1,567.6 |
1,567.6 |
1,555.1 |
|
R1 |
1,559.7 |
1,559.7 |
1,553.5 |
1,554.6 |
PP |
1,549.4 |
1,549.4 |
1,549.4 |
1,546.8 |
S1 |
1,541.5 |
1,541.5 |
1,550.1 |
1,536.4 |
S2 |
1,531.2 |
1,531.2 |
1,548.5 |
|
S3 |
1,513.0 |
1,523.3 |
1,546.8 |
|
S4 |
1,494.8 |
1,505.1 |
1,541.8 |
|
|
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 |
1,606.6 |
1,539.1 |
67.5 |
4.3% |
18.5 |
1.2% |
19% |
False |
True |
2,138 |
10 |
1,616.5 |
1,539.1 |
77.4 |
5.0% |
17.2 |
1.1% |
16% |
False |
True |
73,003 |
20 |
1,616.5 |
1,539.1 |
77.4 |
5.0% |
16.3 |
1.0% |
16% |
False |
True |
109,582 |
40 |
1,683.9 |
1,539.1 |
144.8 |
9.3% |
19.4 |
1.2% |
9% |
False |
True |
142,258 |
60 |
1,699.9 |
1,539.1 |
160.8 |
10.4% |
18.8 |
1.2% |
8% |
False |
True |
117,076 |
80 |
1,726.7 |
1,539.1 |
187.6 |
12.1% |
19.1 |
1.2% |
7% |
False |
True |
89,187 |
100 |
1,757.9 |
1,539.1 |
218.8 |
14.1% |
18.4 |
1.2% |
6% |
False |
True |
71,954 |
120 |
1,779.3 |
1,539.1 |
240.2 |
15.5% |
18.1 |
1.2% |
5% |
False |
True |
60,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,634.7 |
2.618 |
1,604.9 |
1.618 |
1,586.7 |
1.000 |
1,575.5 |
0.618 |
1,568.5 |
HIGH |
1,557.3 |
0.618 |
1,550.3 |
0.500 |
1,548.2 |
0.382 |
1,546.1 |
LOW |
1,539.1 |
0.618 |
1,527.9 |
1.000 |
1,520.9 |
1.618 |
1,509.7 |
2.618 |
1,491.5 |
4.250 |
1,461.8 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,550.6 |
1,570.9 |
PP |
1,549.4 |
1,564.5 |
S1 |
1,548.2 |
1,558.2 |
|