Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,556.25 |
1,566.00 |
9.75 |
0.6% |
1,550.00 |
High |
1,568.00 |
1,567.75 |
-0.25 |
0.0% |
1,564.50 |
Low |
1,554.25 |
1,544.00 |
-10.25 |
-0.7% |
1,539.00 |
Close |
1,564.50 |
1,548.50 |
-16.00 |
-1.0% |
1,562.75 |
Range |
13.75 |
23.75 |
10.00 |
72.7% |
25.50 |
ATR |
15.02 |
15.64 |
0.62 |
4.2% |
0.00 |
Volume |
1,609,532 |
2,269,317 |
659,785 |
41.0% |
7,045,105 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.75 |
1,610.25 |
1,561.50 |
|
R3 |
1,601.00 |
1,586.50 |
1,555.00 |
|
R2 |
1,577.25 |
1,577.25 |
1,552.75 |
|
R1 |
1,562.75 |
1,562.75 |
1,550.75 |
1,558.00 |
PP |
1,553.50 |
1,553.50 |
1,553.50 |
1,551.00 |
S1 |
1,539.00 |
1,539.00 |
1,546.25 |
1,534.50 |
S2 |
1,529.75 |
1,529.75 |
1,544.25 |
|
S3 |
1,506.00 |
1,515.25 |
1,542.00 |
|
S4 |
1,482.25 |
1,491.50 |
1,535.50 |
|
|
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 |
1,544.00 |
24.00 |
1.5% |
16.00 |
1.0% |
19% |
False |
True |
1,642,200 |
10 |
1,568.00 |
1,535.00 |
33.00 |
2.1% |
16.50 |
1.1% |
41% |
False |
False |
1,734,588 |
20 |
1,568.00 |
1,529.50 |
38.50 |
2.5% |
14.25 |
0.9% |
49% |
False |
False |
1,700,284 |
40 |
1,568.00 |
1,476.25 |
91.75 |
5.9% |
15.25 |
1.0% |
79% |
False |
False |
865,963 |
60 |
1,568.00 |
1,440.00 |
128.00 |
8.3% |
14.00 |
0.9% |
85% |
False |
False |
577,990 |
80 |
1,568.00 |
1,375.75 |
192.25 |
12.4% |
14.50 |
0.9% |
90% |
False |
False |
433,747 |
100 |
1,568.00 |
1,331.25 |
236.75 |
15.3% |
14.50 |
0.9% |
92% |
False |
False |
347,045 |
120 |
1,568.00 |
1,331.25 |
236.75 |
15.3% |
14.00 |
0.9% |
92% |
False |
False |
289,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,668.75 |
2.618 |
1,630.00 |
1.618 |
1,606.25 |
1.000 |
1,591.50 |
0.618 |
1,582.50 |
HIGH |
1,567.75 |
0.618 |
1,558.75 |
0.500 |
1,556.00 |
0.382 |
1,553.00 |
LOW |
1,544.00 |
0.618 |
1,529.25 |
1.000 |
1,520.25 |
1.618 |
1,505.50 |
2.618 |
1,481.75 |
4.250 |
1,443.00 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,556.00 |
1,556.00 |
PP |
1,553.50 |
1,553.50 |
S1 |
1,551.00 |
1,551.00 |
|