Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,575.8 |
1,571.6 |
-4.2 |
-0.3% |
1,596.8 |
High |
1,580.6 |
1,589.3 |
8.7 |
0.6% |
1,602.6 |
Low |
1,567.6 |
1,570.0 |
2.4 |
0.2% |
1,539.1 |
Close |
1,572.0 |
1,586.2 |
14.2 |
0.9% |
1,575.4 |
Range |
13.0 |
19.3 |
6.3 |
48.5% |
63.5 |
ATR |
18.6 |
18.6 |
0.1 |
0.3% |
0.0 |
Volume |
101 |
215 |
114 |
112.9% |
7,161 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,639.7 |
1,632.3 |
1,596.8 |
|
R3 |
1,620.4 |
1,613.0 |
1,591.5 |
|
R2 |
1,601.1 |
1,601.1 |
1,589.7 |
|
R1 |
1,593.7 |
1,593.7 |
1,588.0 |
1,597.4 |
PP |
1,581.8 |
1,581.8 |
1,581.8 |
1,583.7 |
S1 |
1,574.4 |
1,574.4 |
1,584.4 |
1,578.1 |
S2 |
1,562.5 |
1,562.5 |
1,582.7 |
|
S3 |
1,543.2 |
1,555.1 |
1,580.9 |
|
S4 |
1,523.9 |
1,535.8 |
1,575.6 |
|
|
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 |
1,589.3 |
1,539.1 |
50.2 |
3.2% |
21.6 |
1.4% |
94% |
True |
False |
900 |
10 |
1,608.1 |
1,539.1 |
69.0 |
4.4% |
18.5 |
1.2% |
68% |
False |
False |
22,812 |
20 |
1,616.5 |
1,539.1 |
77.4 |
4.9% |
17.3 |
1.1% |
61% |
False |
False |
86,820 |
40 |
1,670.3 |
1,539.1 |
131.2 |
8.3% |
19.9 |
1.3% |
36% |
False |
False |
132,910 |
60 |
1,699.9 |
1,539.1 |
160.8 |
10.1% |
18.9 |
1.2% |
29% |
False |
False |
116,169 |
80 |
1,726.7 |
1,539.1 |
187.6 |
11.8% |
19.3 |
1.2% |
25% |
False |
False |
89,149 |
100 |
1,757.9 |
1,539.1 |
218.8 |
13.8% |
18.7 |
1.2% |
22% |
False |
False |
71,865 |
120 |
1,758.5 |
1,539.1 |
219.4 |
13.8% |
18.2 |
1.1% |
21% |
False |
False |
60,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.3 |
2.618 |
1,639.8 |
1.618 |
1,620.5 |
1.000 |
1,608.6 |
0.618 |
1,601.2 |
HIGH |
1,589.3 |
0.618 |
1,581.9 |
0.500 |
1,579.7 |
0.382 |
1,577.4 |
LOW |
1,570.0 |
0.618 |
1,558.1 |
1.000 |
1,550.7 |
1.618 |
1,538.8 |
2.618 |
1,519.5 |
4.250 |
1,488.0 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,584.0 |
1,580.7 |
PP |
1,581.8 |
1,575.2 |
S1 |
1,579.7 |
1,569.7 |
|