Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,584.4 |
1,557.1 |
-27.3 |
-1.7% |
1,596.8 |
High |
1,586.0 |
1,566.7 |
-19.3 |
-1.2% |
1,602.6 |
Low |
1,557.0 |
1,554.8 |
-2.2 |
-0.1% |
1,539.1 |
Close |
1,558.3 |
1,564.3 |
6.0 |
0.4% |
1,575.4 |
Range |
29.0 |
11.9 |
-17.1 |
-59.0% |
63.5 |
ATR |
19.4 |
18.9 |
-0.5 |
-2.8% |
0.0 |
Volume |
359 |
1,070 |
711 |
198.1% |
7,161 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,597.6 |
1,592.9 |
1,570.8 |
|
R3 |
1,585.7 |
1,581.0 |
1,567.6 |
|
R2 |
1,573.8 |
1,573.8 |
1,566.5 |
|
R1 |
1,569.1 |
1,569.1 |
1,565.4 |
1,571.5 |
PP |
1,561.9 |
1,561.9 |
1,561.9 |
1,563.1 |
S1 |
1,557.2 |
1,557.2 |
1,563.2 |
1,559.6 |
S2 |
1,550.0 |
1,550.0 |
1,562.1 |
|
S3 |
1,538.1 |
1,545.3 |
1,561.0 |
|
S4 |
1,526.2 |
1,533.4 |
1,557.8 |
|
|
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 |
1,550.1 |
39.2 |
2.5% |
20.7 |
1.3% |
36% |
False |
False |
585 |
10 |
1,606.6 |
1,539.1 |
67.5 |
4.3% |
19.6 |
1.3% |
37% |
False |
False |
1,362 |
20 |
1,616.5 |
1,539.1 |
77.4 |
4.9% |
17.7 |
1.1% |
33% |
False |
False |
72,282 |
40 |
1,655.0 |
1,539.1 |
115.9 |
7.4% |
19.9 |
1.3% |
22% |
False |
False |
125,477 |
60 |
1,699.9 |
1,539.1 |
160.8 |
10.3% |
19.0 |
1.2% |
16% |
False |
False |
115,418 |
80 |
1,706.1 |
1,539.1 |
167.0 |
10.7% |
19.4 |
1.2% |
15% |
False |
False |
89,129 |
100 |
1,757.9 |
1,539.1 |
218.8 |
14.0% |
18.8 |
1.2% |
12% |
False |
False |
71,817 |
120 |
1,757.9 |
1,539.1 |
218.8 |
14.0% |
18.4 |
1.2% |
12% |
False |
False |
60,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,617.3 |
2.618 |
1,597.9 |
1.618 |
1,586.0 |
1.000 |
1,578.6 |
0.618 |
1,574.1 |
HIGH |
1,566.7 |
0.618 |
1,562.2 |
0.500 |
1,560.8 |
0.382 |
1,559.3 |
LOW |
1,554.8 |
0.618 |
1,547.4 |
1.000 |
1,542.9 |
1.618 |
1,535.5 |
2.618 |
1,523.6 |
4.250 |
1,504.2 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,563.1 |
1,572.1 |
PP |
1,561.9 |
1,569.5 |
S1 |
1,560.8 |
1,566.9 |
|