Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,560.75 |
1,563.75 |
3.00 |
0.2% |
1,563.00 |
High |
1,569.00 |
1,584.50 |
15.50 |
1.0% |
1,568.00 |
Low |
1,555.50 |
1,561.00 |
5.50 |
0.4% |
1,533.25 |
Close |
1,563.25 |
1,582.75 |
19.50 |
1.2% |
1,546.00 |
Range |
13.50 |
23.50 |
10.00 |
74.1% |
34.75 |
ATR |
15.92 |
16.46 |
0.54 |
3.4% |
0.00 |
Volume |
1,632,380 |
2,034,329 |
401,949 |
24.6% |
9,289,102 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.50 |
1,638.25 |
1,595.75 |
|
R3 |
1,623.00 |
1,614.75 |
1,589.25 |
|
R2 |
1,599.50 |
1,599.50 |
1,587.00 |
|
R1 |
1,591.25 |
1,591.25 |
1,585.00 |
1,595.50 |
PP |
1,576.00 |
1,576.00 |
1,576.00 |
1,578.25 |
S1 |
1,567.75 |
1,567.75 |
1,580.50 |
1,572.00 |
S2 |
1,552.50 |
1,552.50 |
1,578.50 |
|
S3 |
1,529.00 |
1,544.25 |
1,576.25 |
|
S4 |
1,505.50 |
1,520.75 |
1,569.75 |
|
|
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 |
1,584.50 |
1,533.25 |
51.25 |
3.2% |
18.00 |
1.1% |
97% |
True |
False |
1,877,131 |
10 |
1,584.50 |
1,533.25 |
51.25 |
3.2% |
17.00 |
1.1% |
97% |
True |
False |
1,759,665 |
20 |
1,584.50 |
1,529.50 |
55.00 |
3.5% |
16.25 |
1.0% |
97% |
True |
False |
1,817,657 |
40 |
1,584.50 |
1,476.25 |
108.25 |
6.8% |
16.00 |
1.0% |
98% |
True |
False |
1,099,909 |
60 |
1,584.50 |
1,450.50 |
134.00 |
8.5% |
14.75 |
0.9% |
99% |
True |
False |
734,286 |
80 |
1,584.50 |
1,375.75 |
208.75 |
13.2% |
15.00 |
0.9% |
99% |
True |
False |
551,032 |
100 |
1,584.50 |
1,331.25 |
253.25 |
16.0% |
14.25 |
0.9% |
99% |
True |
False |
440,897 |
120 |
1,584.50 |
1,331.25 |
253.25 |
16.0% |
14.25 |
0.9% |
99% |
True |
False |
367,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.50 |
2.618 |
1,646.00 |
1.618 |
1,622.50 |
1.000 |
1,608.00 |
0.618 |
1,599.00 |
HIGH |
1,584.50 |
0.618 |
1,575.50 |
0.500 |
1,572.75 |
0.382 |
1,570.00 |
LOW |
1,561.00 |
0.618 |
1,546.50 |
1.000 |
1,537.50 |
1.618 |
1,523.00 |
2.618 |
1,499.50 |
4.250 |
1,461.00 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,579.50 |
1,576.50 |
PP |
1,576.00 |
1,570.00 |
S1 |
1,572.75 |
1,563.75 |
|