Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,563.75 |
1,583.50 |
19.75 |
1.3% |
1,563.00 |
High |
1,584.50 |
1,593.00 |
8.50 |
0.5% |
1,568.00 |
Low |
1,561.00 |
1,580.75 |
19.75 |
1.3% |
1,533.25 |
Close |
1,582.75 |
1,587.75 |
5.00 |
0.3% |
1,546.00 |
Range |
23.50 |
12.25 |
-11.25 |
-47.9% |
34.75 |
ATR |
16.46 |
16.16 |
-0.30 |
-1.8% |
0.00 |
Volume |
2,034,329 |
1,723,235 |
-311,094 |
-15.3% |
9,289,102 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.00 |
1,618.00 |
1,594.50 |
|
R3 |
1,611.75 |
1,605.75 |
1,591.00 |
|
R2 |
1,599.50 |
1,599.50 |
1,590.00 |
|
R1 |
1,593.50 |
1,593.50 |
1,588.75 |
1,596.50 |
PP |
1,587.25 |
1,587.25 |
1,587.25 |
1,588.50 |
S1 |
1,581.25 |
1,581.25 |
1,586.75 |
1,584.25 |
S2 |
1,575.00 |
1,575.00 |
1,585.50 |
|
S3 |
1,562.75 |
1,569.00 |
1,584.50 |
|
S4 |
1,550.50 |
1,556.75 |
1,581.00 |
|
|
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 |
1,593.00 |
1,533.25 |
59.75 |
3.8% |
18.25 |
1.1% |
91% |
True |
False |
1,820,832 |
10 |
1,593.00 |
1,533.25 |
59.75 |
3.8% |
16.75 |
1.1% |
91% |
True |
False |
1,775,086 |
20 |
1,593.00 |
1,529.50 |
63.50 |
4.0% |
16.50 |
1.0% |
92% |
True |
False |
1,821,138 |
40 |
1,593.00 |
1,476.25 |
116.75 |
7.4% |
16.00 |
1.0% |
96% |
True |
False |
1,142,859 |
60 |
1,593.00 |
1,450.50 |
142.50 |
9.0% |
14.75 |
0.9% |
96% |
True |
False |
762,989 |
80 |
1,593.00 |
1,375.75 |
217.25 |
13.7% |
15.00 |
0.9% |
98% |
True |
False |
572,572 |
100 |
1,593.00 |
1,331.25 |
261.75 |
16.5% |
14.25 |
0.9% |
98% |
True |
False |
458,129 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.5% |
14.25 |
0.9% |
98% |
True |
False |
381,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,645.00 |
2.618 |
1,625.00 |
1.618 |
1,612.75 |
1.000 |
1,605.25 |
0.618 |
1,600.50 |
HIGH |
1,593.00 |
0.618 |
1,588.25 |
0.500 |
1,587.00 |
0.382 |
1,585.50 |
LOW |
1,580.75 |
0.618 |
1,573.25 |
1.000 |
1,568.50 |
1.618 |
1,561.00 |
2.618 |
1,548.75 |
4.250 |
1,528.75 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,587.50 |
1,583.25 |
PP |
1,587.25 |
1,578.75 |
S1 |
1,587.00 |
1,574.25 |
|