Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,563.00 |
1,556.25 |
-6.75 |
-0.4% |
1,550.00 |
High |
1,565.00 |
1,568.00 |
3.00 |
0.2% |
1,564.50 |
Low |
1,552.50 |
1,554.25 |
1.75 |
0.1% |
1,539.00 |
Close |
1,556.00 |
1,564.50 |
8.50 |
0.5% |
1,562.75 |
Range |
12.50 |
13.75 |
1.25 |
10.0% |
25.50 |
ATR |
15.11 |
15.02 |
-0.10 |
-0.6% |
0.00 |
Volume |
1,135,817 |
1,609,532 |
473,715 |
41.7% |
7,045,105 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.50 |
1,597.75 |
1,572.00 |
|
R3 |
1,589.75 |
1,584.00 |
1,568.25 |
|
R2 |
1,576.00 |
1,576.00 |
1,567.00 |
|
R1 |
1,570.25 |
1,570.25 |
1,565.75 |
1,573.00 |
PP |
1,562.25 |
1,562.25 |
1,562.25 |
1,563.75 |
S1 |
1,556.50 |
1,556.50 |
1,563.25 |
1,559.50 |
S2 |
1,548.50 |
1,548.50 |
1,562.00 |
|
S3 |
1,534.75 |
1,542.75 |
1,560.75 |
|
S4 |
1,521.00 |
1,529.00 |
1,557.00 |
|
|
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 |
1,568.00 |
1,545.75 |
22.25 |
1.4% |
13.50 |
0.9% |
84% |
True |
False |
1,507,143 |
10 |
1,568.00 |
1,531.75 |
36.25 |
2.3% |
16.00 |
1.0% |
90% |
True |
False |
1,762,273 |
20 |
1,568.00 |
1,519.25 |
48.75 |
3.1% |
14.00 |
0.9% |
93% |
True |
False |
1,602,265 |
40 |
1,568.00 |
1,476.25 |
91.75 |
5.9% |
15.00 |
1.0% |
96% |
True |
False |
809,296 |
60 |
1,568.00 |
1,440.00 |
128.00 |
8.2% |
13.75 |
0.9% |
97% |
True |
False |
540,176 |
80 |
1,568.00 |
1,375.75 |
192.25 |
12.3% |
14.25 |
0.9% |
98% |
True |
False |
405,387 |
100 |
1,568.00 |
1,331.25 |
236.75 |
15.1% |
14.25 |
0.9% |
99% |
True |
False |
324,352 |
120 |
1,568.00 |
1,331.25 |
236.75 |
15.1% |
14.00 |
0.9% |
99% |
True |
False |
270,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,626.50 |
2.618 |
1,604.00 |
1.618 |
1,590.25 |
1.000 |
1,581.75 |
0.618 |
1,576.50 |
HIGH |
1,568.00 |
0.618 |
1,562.75 |
0.500 |
1,561.00 |
0.382 |
1,559.50 |
LOW |
1,554.25 |
0.618 |
1,545.75 |
1.000 |
1,540.50 |
1.618 |
1,532.00 |
2.618 |
1,518.25 |
4.250 |
1,495.75 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,563.50 |
1,562.50 |
PP |
1,562.25 |
1,560.75 |
S1 |
1,561.00 |
1,559.00 |
|