Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,554.75 |
1,545.50 |
-9.25 |
-0.6% |
1,563.00 |
High |
1,555.25 |
1,562.75 |
7.50 |
0.5% |
1,568.00 |
Low |
1,533.25 |
1,543.00 |
9.75 |
0.6% |
1,533.25 |
Close |
1,546.00 |
1,559.25 |
13.25 |
0.9% |
1,546.00 |
Range |
22.00 |
19.75 |
-2.25 |
-10.2% |
34.75 |
ATR |
15.82 |
16.10 |
0.28 |
1.8% |
0.00 |
Volume |
2,269,710 |
1,444,510 |
-825,200 |
-36.4% |
9,289,102 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,614.25 |
1,606.50 |
1,570.00 |
|
R3 |
1,594.50 |
1,586.75 |
1,564.75 |
|
R2 |
1,574.75 |
1,574.75 |
1,562.75 |
|
R1 |
1,567.00 |
1,567.00 |
1,561.00 |
1,571.00 |
PP |
1,555.00 |
1,555.00 |
1,555.00 |
1,557.00 |
S1 |
1,547.25 |
1,547.25 |
1,557.50 |
1,551.00 |
S2 |
1,535.25 |
1,535.25 |
1,555.75 |
|
S3 |
1,515.50 |
1,527.50 |
1,553.75 |
|
S4 |
1,495.75 |
1,507.75 |
1,548.50 |
|
|
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% |
18.25 |
1.2% |
75% |
False |
False |
1,919,559 |
10 |
1,568.00 |
1,533.25 |
34.75 |
2.2% |
16.50 |
1.1% |
75% |
False |
False |
1,777,871 |
20 |
1,568.00 |
1,529.50 |
38.50 |
2.5% |
15.50 |
1.0% |
77% |
False |
False |
1,818,908 |
40 |
1,568.00 |
1,476.25 |
91.75 |
5.9% |
15.50 |
1.0% |
90% |
False |
False |
1,008,585 |
60 |
1,568.00 |
1,448.25 |
119.75 |
7.7% |
14.50 |
0.9% |
93% |
False |
False |
673,254 |
80 |
1,568.00 |
1,375.75 |
192.25 |
12.3% |
14.75 |
0.9% |
95% |
False |
False |
505,221 |
100 |
1,568.00 |
1,331.25 |
236.75 |
15.2% |
14.00 |
0.9% |
96% |
False |
False |
404,230 |
120 |
1,568.00 |
1,331.25 |
236.75 |
15.2% |
14.25 |
0.9% |
96% |
False |
False |
336,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,646.75 |
2.618 |
1,614.50 |
1.618 |
1,594.75 |
1.000 |
1,582.50 |
0.618 |
1,575.00 |
HIGH |
1,562.75 |
0.618 |
1,555.25 |
0.500 |
1,553.00 |
0.382 |
1,550.50 |
LOW |
1,543.00 |
0.618 |
1,530.75 |
1.000 |
1,523.25 |
1.618 |
1,511.00 |
2.618 |
1,491.25 |
4.250 |
1,459.00 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,557.00 |
1,555.50 |
PP |
1,555.00 |
1,551.75 |
S1 |
1,553.00 |
1,548.00 |
|