Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,557.3 |
1,553.2 |
-4.1 |
-0.3% |
1,596.8 |
High |
1,557.3 |
1,580.6 |
23.3 |
1.5% |
1,602.6 |
Low |
1,539.1 |
1,550.1 |
11.0 |
0.7% |
1,539.1 |
Close |
1,551.8 |
1,575.4 |
23.6 |
1.5% |
1,575.4 |
Range |
18.2 |
30.5 |
12.3 |
67.6% |
63.5 |
ATR |
18.1 |
19.0 |
0.9 |
4.9% |
0.0 |
Volume |
829 |
1,184 |
355 |
42.8% |
7,161 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,660.2 |
1,648.3 |
1,592.2 |
|
R3 |
1,629.7 |
1,617.8 |
1,583.8 |
|
R2 |
1,599.2 |
1,599.2 |
1,581.0 |
|
R1 |
1,587.3 |
1,587.3 |
1,578.2 |
1,593.3 |
PP |
1,568.7 |
1,568.7 |
1,568.7 |
1,571.7 |
S1 |
1,556.8 |
1,556.8 |
1,572.6 |
1,562.8 |
S2 |
1,538.2 |
1,538.2 |
1,569.8 |
|
S3 |
1,507.7 |
1,526.3 |
1,567.0 |
|
S4 |
1,477.2 |
1,495.8 |
1,558.6 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.9 |
1,732.6 |
1,610.3 |
|
R3 |
1,699.4 |
1,669.1 |
1,592.9 |
|
R2 |
1,635.9 |
1,635.9 |
1,587.0 |
|
R1 |
1,605.6 |
1,605.6 |
1,581.2 |
1,589.0 |
PP |
1,572.4 |
1,572.4 |
1,572.4 |
1,564.1 |
S1 |
1,542.1 |
1,542.1 |
1,569.6 |
1,525.5 |
S2 |
1,508.9 |
1,508.9 |
1,563.8 |
|
S3 |
1,445.4 |
1,478.6 |
1,557.9 |
|
S4 |
1,381.9 |
1,415.1 |
1,540.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,602.6 |
1,539.1 |
63.5 |
4.0% |
22.0 |
1.4% |
57% |
False |
False |
1,432 |
10 |
1,615.3 |
1,539.1 |
76.2 |
4.8% |
19.0 |
1.2% |
48% |
False |
False |
60,062 |
20 |
1,616.5 |
1,539.1 |
77.4 |
4.9% |
17.3 |
1.1% |
47% |
False |
False |
102,563 |
40 |
1,683.9 |
1,539.1 |
144.8 |
9.2% |
19.9 |
1.3% |
25% |
False |
False |
139,858 |
60 |
1,699.9 |
1,539.1 |
160.8 |
10.2% |
19.0 |
1.2% |
23% |
False |
False |
116,867 |
80 |
1,726.7 |
1,539.1 |
187.6 |
11.9% |
19.2 |
1.2% |
19% |
False |
False |
89,179 |
100 |
1,757.9 |
1,539.1 |
218.8 |
13.9% |
18.5 |
1.2% |
17% |
False |
False |
71,916 |
120 |
1,776.6 |
1,539.1 |
237.5 |
15.1% |
18.3 |
1.2% |
15% |
False |
False |
60,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,710.2 |
2.618 |
1,660.4 |
1.618 |
1,629.9 |
1.000 |
1,611.1 |
0.618 |
1,599.4 |
HIGH |
1,580.6 |
0.618 |
1,568.9 |
0.500 |
1,565.4 |
0.382 |
1,561.8 |
LOW |
1,550.1 |
0.618 |
1,531.3 |
1.000 |
1,519.6 |
1.618 |
1,500.8 |
2.618 |
1,470.3 |
4.250 |
1,420.5 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,572.1 |
1,570.2 |
PP |
1,568.7 |
1,565.0 |
S1 |
1,565.4 |
1,559.9 |
|