Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,571.6 |
1,584.4 |
12.8 |
0.8% |
1,596.8 |
High |
1,589.3 |
1,586.0 |
-3.3 |
-0.2% |
1,602.6 |
Low |
1,570.0 |
1,557.0 |
-13.0 |
-0.8% |
1,539.1 |
Close |
1,586.2 |
1,558.3 |
-27.9 |
-1.8% |
1,575.4 |
Range |
19.3 |
29.0 |
9.7 |
50.3% |
63.5 |
ATR |
18.6 |
19.4 |
0.8 |
4.0% |
0.0 |
Volume |
215 |
359 |
144 |
67.0% |
7,161 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.1 |
1,635.2 |
1,574.3 |
|
R3 |
1,625.1 |
1,606.2 |
1,566.3 |
|
R2 |
1,596.1 |
1,596.1 |
1,563.6 |
|
R1 |
1,577.2 |
1,577.2 |
1,561.0 |
1,572.2 |
PP |
1,567.1 |
1,567.1 |
1,567.1 |
1,564.6 |
S1 |
1,548.2 |
1,548.2 |
1,555.6 |
1,543.2 |
S2 |
1,538.1 |
1,538.1 |
1,553.0 |
|
S3 |
1,509.1 |
1,519.2 |
1,550.3 |
|
S4 |
1,480.1 |
1,490.2 |
1,542.4 |
|
|
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% |
22.0 |
1.4% |
38% |
False |
False |
537 |
10 |
1,608.1 |
1,539.1 |
69.0 |
4.4% |
20.2 |
1.3% |
28% |
False |
False |
6,300 |
20 |
1,616.5 |
1,539.1 |
77.4 |
5.0% |
17.8 |
1.1% |
25% |
False |
False |
79,318 |
40 |
1,655.0 |
1,539.1 |
115.9 |
7.4% |
20.0 |
1.3% |
17% |
False |
False |
128,877 |
60 |
1,699.9 |
1,539.1 |
160.8 |
10.3% |
19.0 |
1.2% |
12% |
False |
False |
115,816 |
80 |
1,713.3 |
1,539.1 |
174.2 |
11.2% |
19.5 |
1.3% |
11% |
False |
False |
89,134 |
100 |
1,757.9 |
1,539.1 |
218.8 |
14.0% |
18.8 |
1.2% |
9% |
False |
False |
71,850 |
120 |
1,758.5 |
1,539.1 |
219.4 |
14.1% |
18.4 |
1.2% |
9% |
False |
False |
60,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,709.3 |
2.618 |
1,661.9 |
1.618 |
1,632.9 |
1.000 |
1,615.0 |
0.618 |
1,603.9 |
HIGH |
1,586.0 |
0.618 |
1,574.9 |
0.500 |
1,571.5 |
0.382 |
1,568.1 |
LOW |
1,557.0 |
0.618 |
1,539.1 |
1.000 |
1,528.0 |
1.618 |
1,510.1 |
2.618 |
1,481.1 |
4.250 |
1,433.8 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,571.5 |
1,573.2 |
PP |
1,567.1 |
1,568.2 |
S1 |
1,562.7 |
1,563.3 |
|