Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,556.75 |
1,563.00 |
6.25 |
0.4% |
1,550.00 |
High |
1,564.50 |
1,565.00 |
0.50 |
0.0% |
1,564.50 |
Low |
1,549.75 |
1,552.50 |
2.75 |
0.2% |
1,539.00 |
Close |
1,562.75 |
1,556.00 |
-6.75 |
-0.4% |
1,562.75 |
Range |
14.75 |
12.50 |
-2.25 |
-15.3% |
25.50 |
ATR |
15.32 |
15.11 |
-0.20 |
-1.3% |
0.00 |
Volume |
1,627,305 |
1,135,817 |
-491,488 |
-30.2% |
7,045,105 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,595.25 |
1,588.25 |
1,563.00 |
|
R3 |
1,582.75 |
1,575.75 |
1,559.50 |
|
R2 |
1,570.25 |
1,570.25 |
1,558.25 |
|
R1 |
1,563.25 |
1,563.25 |
1,557.25 |
1,560.50 |
PP |
1,557.75 |
1,557.75 |
1,557.75 |
1,556.50 |
S1 |
1,550.75 |
1,550.75 |
1,554.75 |
1,548.00 |
S2 |
1,545.25 |
1,545.25 |
1,553.75 |
|
S3 |
1,532.75 |
1,538.25 |
1,552.50 |
|
S4 |
1,520.25 |
1,525.75 |
1,549.00 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,632.00 |
1,622.75 |
1,576.75 |
|
R3 |
1,606.50 |
1,597.25 |
1,569.75 |
|
R2 |
1,581.00 |
1,581.00 |
1,567.50 |
|
R1 |
1,571.75 |
1,571.75 |
1,565.00 |
1,576.50 |
PP |
1,555.50 |
1,555.50 |
1,555.50 |
1,557.75 |
S1 |
1,546.25 |
1,546.25 |
1,560.50 |
1,551.00 |
S2 |
1,530.00 |
1,530.00 |
1,558.00 |
|
S3 |
1,504.50 |
1,520.75 |
1,555.75 |
|
S4 |
1,479.00 |
1,495.25 |
1,548.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,565.00 |
1,539.00 |
26.00 |
1.7% |
15.00 |
1.0% |
65% |
True |
False |
1,636,184 |
10 |
1,565.00 |
1,529.50 |
35.50 |
2.3% |
17.00 |
1.1% |
75% |
True |
False |
1,820,630 |
20 |
1,565.00 |
1,501.50 |
63.50 |
4.1% |
14.25 |
0.9% |
86% |
True |
False |
1,527,128 |
40 |
1,565.00 |
1,476.25 |
88.75 |
5.7% |
15.00 |
1.0% |
90% |
True |
False |
769,103 |
60 |
1,565.00 |
1,440.00 |
125.00 |
8.0% |
13.75 |
0.9% |
93% |
True |
False |
513,405 |
80 |
1,565.00 |
1,375.75 |
189.25 |
12.2% |
14.25 |
0.9% |
95% |
True |
False |
385,275 |
100 |
1,565.00 |
1,331.25 |
233.75 |
15.0% |
14.25 |
0.9% |
96% |
True |
False |
308,257 |
120 |
1,565.00 |
1,331.25 |
233.75 |
15.0% |
13.75 |
0.9% |
96% |
True |
False |
256,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,618.00 |
2.618 |
1,597.75 |
1.618 |
1,585.25 |
1.000 |
1,577.50 |
0.618 |
1,572.75 |
HIGH |
1,565.00 |
0.618 |
1,560.25 |
0.500 |
1,558.75 |
0.382 |
1,557.25 |
LOW |
1,552.50 |
0.618 |
1,544.75 |
1.000 |
1,540.00 |
1.618 |
1,532.25 |
2.618 |
1,519.75 |
4.250 |
1,499.50 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,558.75 |
1,555.75 |
PP |
1,557.75 |
1,555.50 |
S1 |
1,557.00 |
1,555.50 |
|