Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,557.1 |
1,560.8 |
3.7 |
0.2% |
1,575.8 |
High |
1,566.7 |
1,560.8 |
-5.9 |
-0.4% |
1,589.3 |
Low |
1,554.8 |
1,480.2 |
-74.6 |
-4.8% |
1,480.2 |
Close |
1,564.3 |
1,501.0 |
-63.3 |
-4.0% |
1,501.0 |
Range |
11.9 |
80.6 |
68.7 |
577.3% |
109.1 |
ATR |
18.9 |
23.5 |
4.7 |
24.7% |
0.0 |
Volume |
1,070 |
881 |
-189 |
-17.7% |
2,626 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.8 |
1,709.0 |
1,545.3 |
|
R3 |
1,675.2 |
1,628.4 |
1,523.2 |
|
R2 |
1,594.6 |
1,594.6 |
1,515.8 |
|
R1 |
1,547.8 |
1,547.8 |
1,508.4 |
1,530.9 |
PP |
1,514.0 |
1,514.0 |
1,514.0 |
1,505.6 |
S1 |
1,467.2 |
1,467.2 |
1,493.6 |
1,450.3 |
S2 |
1,433.4 |
1,433.4 |
1,486.2 |
|
S3 |
1,352.8 |
1,386.6 |
1,478.8 |
|
S4 |
1,272.2 |
1,306.0 |
1,456.7 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.8 |
1,785.0 |
1,561.0 |
|
R3 |
1,741.7 |
1,675.9 |
1,531.0 |
|
R2 |
1,632.6 |
1,632.6 |
1,521.0 |
|
R1 |
1,566.8 |
1,566.8 |
1,511.0 |
1,545.2 |
PP |
1,523.5 |
1,523.5 |
1,523.5 |
1,512.7 |
S1 |
1,457.7 |
1,457.7 |
1,491.0 |
1,436.1 |
S2 |
1,414.4 |
1,414.4 |
1,481.0 |
|
S3 |
1,305.3 |
1,348.6 |
1,471.0 |
|
S4 |
1,196.2 |
1,239.5 |
1,441.0 |
|
|
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 |
1,480.2 |
109.1 |
7.3% |
30.8 |
2.0% |
19% |
False |
True |
525 |
10 |
1,602.6 |
1,480.2 |
122.4 |
8.2% |
26.4 |
1.8% |
17% |
False |
True |
978 |
20 |
1,616.5 |
1,480.2 |
136.3 |
9.1% |
20.9 |
1.4% |
15% |
False |
True |
65,118 |
40 |
1,650.0 |
1,480.2 |
169.8 |
11.3% |
21.6 |
1.4% |
12% |
False |
True |
122,228 |
60 |
1,699.9 |
1,480.2 |
219.7 |
14.6% |
20.0 |
1.3% |
9% |
False |
True |
115,188 |
80 |
1,706.1 |
1,480.2 |
225.9 |
15.0% |
20.3 |
1.4% |
9% |
False |
True |
89,094 |
100 |
1,757.9 |
1,480.2 |
277.7 |
18.5% |
19.4 |
1.3% |
7% |
False |
True |
71,803 |
120 |
1,757.9 |
1,480.2 |
277.7 |
18.5% |
19.0 |
1.3% |
7% |
False |
True |
60,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,903.4 |
2.618 |
1,771.8 |
1.618 |
1,691.2 |
1.000 |
1,641.4 |
0.618 |
1,610.6 |
HIGH |
1,560.8 |
0.618 |
1,530.0 |
0.500 |
1,520.5 |
0.382 |
1,511.0 |
LOW |
1,480.2 |
0.618 |
1,430.4 |
1.000 |
1,399.6 |
1.618 |
1,349.8 |
2.618 |
1,269.2 |
4.250 |
1,137.7 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,520.5 |
1,533.1 |
PP |
1,514.0 |
1,522.4 |
S1 |
1,507.5 |
1,511.7 |
|