Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,548.50 |
1,554.75 |
6.25 |
0.4% |
1,563.00 |
High |
1,557.50 |
1,555.25 |
-2.25 |
-0.1% |
1,568.00 |
Low |
1,546.00 |
1,533.25 |
-12.75 |
-0.8% |
1,533.25 |
Close |
1,554.50 |
1,546.00 |
-8.50 |
-0.5% |
1,546.00 |
Range |
11.50 |
22.00 |
10.50 |
91.3% |
34.75 |
ATR |
15.35 |
15.82 |
0.48 |
3.1% |
0.00 |
Volume |
2,004,726 |
2,269,710 |
264,984 |
13.2% |
9,289,102 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,610.75 |
1,600.50 |
1,558.00 |
|
R3 |
1,588.75 |
1,578.50 |
1,552.00 |
|
R2 |
1,566.75 |
1,566.75 |
1,550.00 |
|
R1 |
1,556.50 |
1,556.50 |
1,548.00 |
1,550.50 |
PP |
1,544.75 |
1,544.75 |
1,544.75 |
1,542.00 |
S1 |
1,534.50 |
1,534.50 |
1,544.00 |
1,528.50 |
S2 |
1,522.75 |
1,522.75 |
1,542.00 |
|
S3 |
1,500.75 |
1,512.50 |
1,540.00 |
|
S4 |
1,478.75 |
1,490.50 |
1,534.00 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,653.25 |
1,634.50 |
1,565.00 |
|
R3 |
1,618.50 |
1,599.75 |
1,555.50 |
|
R2 |
1,583.75 |
1,583.75 |
1,552.25 |
|
R1 |
1,565.00 |
1,565.00 |
1,549.25 |
1,557.00 |
PP |
1,549.00 |
1,549.00 |
1,549.00 |
1,545.00 |
S1 |
1,530.25 |
1,530.25 |
1,542.75 |
1,522.25 |
S2 |
1,514.25 |
1,514.25 |
1,539.75 |
|
S3 |
1,479.50 |
1,495.50 |
1,536.50 |
|
S4 |
1,444.75 |
1,460.75 |
1,527.00 |
|
|
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 |
1,533.25 |
34.75 |
2.2% |
16.75 |
1.1% |
37% |
False |
True |
1,857,820 |
10 |
1,568.00 |
1,533.25 |
34.75 |
2.2% |
16.50 |
1.1% |
37% |
False |
True |
1,791,395 |
20 |
1,568.00 |
1,529.50 |
38.50 |
2.5% |
15.00 |
1.0% |
43% |
False |
False |
1,842,442 |
40 |
1,568.00 |
1,476.25 |
91.75 |
5.9% |
15.25 |
1.0% |
76% |
False |
False |
972,569 |
60 |
1,568.00 |
1,445.00 |
123.00 |
8.0% |
14.25 |
0.9% |
82% |
False |
False |
649,188 |
80 |
1,568.00 |
1,375.75 |
192.25 |
12.4% |
14.50 |
0.9% |
89% |
False |
False |
487,165 |
100 |
1,568.00 |
1,331.25 |
236.75 |
15.3% |
14.00 |
0.9% |
91% |
False |
False |
389,786 |
120 |
1,568.00 |
1,331.25 |
236.75 |
15.3% |
14.00 |
0.9% |
91% |
False |
False |
324,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.75 |
2.618 |
1,612.75 |
1.618 |
1,590.75 |
1.000 |
1,577.25 |
0.618 |
1,568.75 |
HIGH |
1,555.25 |
0.618 |
1,546.75 |
0.500 |
1,544.25 |
0.382 |
1,541.75 |
LOW |
1,533.25 |
0.618 |
1,519.75 |
1.000 |
1,511.25 |
1.618 |
1,497.75 |
2.618 |
1,475.75 |
4.250 |
1,439.75 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,545.50 |
1,550.50 |
PP |
1,544.75 |
1,549.00 |
S1 |
1,544.25 |
1,547.50 |
|