Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,553.2 |
1,575.8 |
22.6 |
1.5% |
1,596.8 |
High |
1,580.6 |
1,580.6 |
0.0 |
0.0% |
1,602.6 |
Low |
1,550.1 |
1,567.6 |
17.5 |
1.1% |
1,539.1 |
Close |
1,575.4 |
1,572.0 |
-3.4 |
-0.2% |
1,575.4 |
Range |
30.5 |
13.0 |
-17.5 |
-57.4% |
63.5 |
ATR |
19.0 |
18.6 |
-0.4 |
-2.3% |
0.0 |
Volume |
1,184 |
101 |
-1,083 |
-91.5% |
7,161 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,612.4 |
1,605.2 |
1,579.2 |
|
R3 |
1,599.4 |
1,592.2 |
1,575.6 |
|
R2 |
1,586.4 |
1,586.4 |
1,574.4 |
|
R1 |
1,579.2 |
1,579.2 |
1,573.2 |
1,576.3 |
PP |
1,573.4 |
1,573.4 |
1,573.4 |
1,572.0 |
S1 |
1,566.2 |
1,566.2 |
1,570.8 |
1,563.3 |
S2 |
1,560.4 |
1,560.4 |
1,569.6 |
|
S3 |
1,547.4 |
1,553.2 |
1,568.4 |
|
S4 |
1,534.4 |
1,540.2 |
1,564.9 |
|
|
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% |
23.5 |
1.5% |
52% |
False |
False |
1,314 |
10 |
1,612.8 |
1,539.1 |
73.7 |
4.7% |
19.0 |
1.2% |
45% |
False |
False |
46,200 |
20 |
1,616.5 |
1,539.1 |
77.4 |
4.9% |
16.8 |
1.1% |
43% |
False |
False |
91,870 |
40 |
1,674.3 |
1,539.1 |
135.2 |
8.6% |
19.7 |
1.3% |
24% |
False |
False |
135,273 |
60 |
1,699.9 |
1,539.1 |
160.8 |
10.2% |
19.0 |
1.2% |
20% |
False |
False |
116,560 |
80 |
1,726.7 |
1,539.1 |
187.6 |
11.9% |
19.2 |
1.2% |
18% |
False |
False |
89,162 |
100 |
1,757.9 |
1,539.1 |
218.8 |
13.9% |
18.6 |
1.2% |
15% |
False |
False |
71,891 |
120 |
1,758.5 |
1,539.1 |
219.4 |
14.0% |
18.2 |
1.2% |
15% |
False |
False |
60,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,635.9 |
2.618 |
1,614.6 |
1.618 |
1,601.6 |
1.000 |
1,593.6 |
0.618 |
1,588.6 |
HIGH |
1,580.6 |
0.618 |
1,575.6 |
0.500 |
1,574.1 |
0.382 |
1,572.6 |
LOW |
1,567.6 |
0.618 |
1,559.6 |
1.000 |
1,554.6 |
1.618 |
1,546.6 |
2.618 |
1,533.6 |
4.250 |
1,512.4 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,574.1 |
1,568.0 |
PP |
1,573.4 |
1,563.9 |
S1 |
1,572.7 |
1,559.9 |
|