Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,583.50 |
1,588.25 |
4.75 |
0.3% |
1,545.50 |
High |
1,593.00 |
1,589.75 |
-3.25 |
-0.2% |
1,593.00 |
Low |
1,580.75 |
1,575.00 |
-5.75 |
-0.4% |
1,543.00 |
Close |
1,587.75 |
1,582.00 |
-5.75 |
-0.4% |
1,582.00 |
Range |
12.25 |
14.75 |
2.50 |
20.4% |
50.00 |
ATR |
16.16 |
16.06 |
-0.10 |
-0.6% |
0.00 |
Volume |
1,723,235 |
1,809,731 |
86,496 |
5.0% |
8,644,185 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,626.50 |
1,619.00 |
1,590.00 |
|
R3 |
1,611.75 |
1,604.25 |
1,586.00 |
|
R2 |
1,597.00 |
1,597.00 |
1,584.75 |
|
R1 |
1,589.50 |
1,589.50 |
1,583.25 |
1,586.00 |
PP |
1,582.25 |
1,582.25 |
1,582.25 |
1,580.50 |
S1 |
1,574.75 |
1,574.75 |
1,580.75 |
1,571.00 |
S2 |
1,567.50 |
1,567.50 |
1,579.25 |
|
S3 |
1,552.75 |
1,560.00 |
1,578.00 |
|
S4 |
1,538.00 |
1,545.25 |
1,574.00 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.75 |
1,702.25 |
1,609.50 |
|
R3 |
1,672.75 |
1,652.25 |
1,595.75 |
|
R2 |
1,622.75 |
1,622.75 |
1,591.25 |
|
R1 |
1,602.25 |
1,602.25 |
1,586.50 |
1,612.50 |
PP |
1,572.75 |
1,572.75 |
1,572.75 |
1,577.75 |
S1 |
1,552.25 |
1,552.25 |
1,577.50 |
1,562.50 |
S2 |
1,522.75 |
1,522.75 |
1,572.75 |
|
S3 |
1,472.75 |
1,502.25 |
1,568.25 |
|
S4 |
1,422.75 |
1,452.25 |
1,554.50 |
|
|
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 |
1,543.00 |
50.00 |
3.2% |
16.75 |
1.1% |
78% |
False |
False |
1,728,837 |
10 |
1,593.00 |
1,533.25 |
59.75 |
3.8% |
16.75 |
1.1% |
82% |
False |
False |
1,793,328 |
20 |
1,593.00 |
1,529.50 |
63.50 |
4.0% |
16.75 |
1.1% |
83% |
False |
False |
1,835,179 |
40 |
1,593.00 |
1,476.25 |
116.75 |
7.4% |
16.00 |
1.0% |
91% |
False |
False |
1,188,013 |
60 |
1,593.00 |
1,453.75 |
139.25 |
8.8% |
14.75 |
0.9% |
92% |
False |
False |
793,145 |
80 |
1,593.00 |
1,375.75 |
217.25 |
13.7% |
15.00 |
0.9% |
95% |
False |
False |
595,191 |
100 |
1,593.00 |
1,334.00 |
259.00 |
16.4% |
14.25 |
0.9% |
96% |
False |
False |
476,224 |
120 |
1,593.00 |
1,331.25 |
261.75 |
16.5% |
14.25 |
0.9% |
96% |
False |
False |
396,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,652.50 |
2.618 |
1,628.25 |
1.618 |
1,613.50 |
1.000 |
1,604.50 |
0.618 |
1,598.75 |
HIGH |
1,589.75 |
0.618 |
1,584.00 |
0.500 |
1,582.50 |
0.382 |
1,580.75 |
LOW |
1,575.00 |
0.618 |
1,566.00 |
1.000 |
1,560.25 |
1.618 |
1,551.25 |
2.618 |
1,536.50 |
4.250 |
1,512.25 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,582.50 |
1,580.25 |
PP |
1,582.25 |
1,578.75 |
S1 |
1,582.00 |
1,577.00 |
|