Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,545.50 |
1,560.75 |
15.25 |
1.0% |
1,563.00 |
High |
1,562.75 |
1,569.00 |
6.25 |
0.4% |
1,568.00 |
Low |
1,543.00 |
1,555.50 |
12.50 |
0.8% |
1,533.25 |
Close |
1,559.25 |
1,563.25 |
4.00 |
0.3% |
1,546.00 |
Range |
19.75 |
13.50 |
-6.25 |
-31.6% |
34.75 |
ATR |
16.10 |
15.92 |
-0.19 |
-1.2% |
0.00 |
Volume |
1,444,510 |
1,632,380 |
187,870 |
13.0% |
9,289,102 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.00 |
1,596.75 |
1,570.75 |
|
R3 |
1,589.50 |
1,583.25 |
1,567.00 |
|
R2 |
1,576.00 |
1,576.00 |
1,565.75 |
|
R1 |
1,569.75 |
1,569.75 |
1,564.50 |
1,573.00 |
PP |
1,562.50 |
1,562.50 |
1,562.50 |
1,564.25 |
S1 |
1,556.25 |
1,556.25 |
1,562.00 |
1,559.50 |
S2 |
1,549.00 |
1,549.00 |
1,560.75 |
|
S3 |
1,535.50 |
1,542.75 |
1,559.50 |
|
S4 |
1,522.00 |
1,529.25 |
1,555.75 |
|
|
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 |
1,569.00 |
1,533.25 |
35.75 |
2.3% |
18.00 |
1.2% |
84% |
True |
False |
1,924,128 |
10 |
1,569.00 |
1,533.25 |
35.75 |
2.3% |
15.75 |
1.0% |
84% |
True |
False |
1,715,636 |
20 |
1,569.00 |
1,529.50 |
39.50 |
2.5% |
15.50 |
1.0% |
85% |
True |
False |
1,820,277 |
40 |
1,569.00 |
1,476.25 |
92.75 |
5.9% |
15.50 |
1.0% |
94% |
True |
False |
1,049,128 |
60 |
1,569.00 |
1,450.50 |
118.50 |
7.6% |
14.50 |
0.9% |
95% |
True |
False |
700,396 |
80 |
1,569.00 |
1,375.75 |
193.25 |
12.4% |
14.75 |
0.9% |
97% |
True |
False |
525,625 |
100 |
1,569.00 |
1,331.25 |
237.75 |
15.2% |
14.25 |
0.9% |
98% |
True |
False |
420,554 |
120 |
1,569.00 |
1,331.25 |
237.75 |
15.2% |
14.25 |
0.9% |
98% |
True |
False |
350,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,626.50 |
2.618 |
1,604.25 |
1.618 |
1,590.75 |
1.000 |
1,582.50 |
0.618 |
1,577.25 |
HIGH |
1,569.00 |
0.618 |
1,563.75 |
0.500 |
1,562.25 |
0.382 |
1,560.75 |
LOW |
1,555.50 |
0.618 |
1,547.25 |
1.000 |
1,542.00 |
1.618 |
1,533.75 |
2.618 |
1,520.25 |
4.250 |
1,498.00 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,563.00 |
1,559.25 |
PP |
1,562.50 |
1,555.25 |
S1 |
1,562.25 |
1,551.00 |
|