Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,605.6 |
1,598.1 |
-7.5 |
-0.5% |
1,611.4 |
High |
1,608.3 |
1,601.6 |
-6.7 |
-0.4% |
1,614.5 |
Low |
1,594.3 |
1,595.2 |
0.9 |
0.1% |
1,590.4 |
Close |
1,595.7 |
1,600.9 |
5.2 |
0.3% |
1,595.7 |
Range |
14.0 |
6.4 |
-7.6 |
-54.3% |
24.1 |
ATR |
17.1 |
16.3 |
-0.8 |
-4.5% |
0.0 |
Volume |
123,526 |
62,176 |
-61,350 |
-49.7% |
543,117 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,618.4 |
1,616.1 |
1,604.4 |
|
R3 |
1,612.0 |
1,609.7 |
1,602.7 |
|
R2 |
1,605.6 |
1,605.6 |
1,602.1 |
|
R1 |
1,603.3 |
1,603.3 |
1,601.5 |
1,604.5 |
PP |
1,599.2 |
1,599.2 |
1,599.2 |
1,599.8 |
S1 |
1,596.9 |
1,596.9 |
1,600.3 |
1,598.1 |
S2 |
1,592.8 |
1,592.8 |
1,599.7 |
|
S3 |
1,586.4 |
1,590.5 |
1,599.1 |
|
S4 |
1,580.0 |
1,584.1 |
1,597.4 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.5 |
1,658.2 |
1,609.0 |
|
R3 |
1,648.4 |
1,634.1 |
1,602.3 |
|
R2 |
1,624.3 |
1,624.3 |
1,600.1 |
|
R1 |
1,610.0 |
1,610.0 |
1,597.9 |
1,605.1 |
PP |
1,600.2 |
1,600.2 |
1,600.2 |
1,597.8 |
S1 |
1,585.9 |
1,585.9 |
1,593.5 |
1,581.0 |
S2 |
1,576.1 |
1,576.1 |
1,591.3 |
|
S3 |
1,552.0 |
1,561.8 |
1,589.1 |
|
S4 |
1,527.9 |
1,537.7 |
1,582.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,614.5 |
1,590.4 |
24.1 |
1.5% |
14.7 |
0.9% |
44% |
False |
False |
121,058 |
10 |
1,618.3 |
1,590.4 |
27.9 |
1.7% |
14.9 |
0.9% |
38% |
False |
False |
77,123 |
20 |
1,618.3 |
1,562.5 |
55.8 |
3.5% |
14.7 |
0.9% |
69% |
False |
False |
47,101 |
40 |
1,689.1 |
1,556.4 |
132.7 |
8.3% |
18.5 |
1.2% |
34% |
False |
False |
27,482 |
60 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
18.3 |
1.1% |
31% |
False |
False |
19,963 |
80 |
1,728.8 |
1,556.4 |
172.4 |
10.8% |
18.3 |
1.1% |
26% |
False |
False |
15,527 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.7% |
17.9 |
1.1% |
22% |
False |
False |
12,803 |
120 |
1,787.0 |
1,556.4 |
230.6 |
14.4% |
17.3 |
1.1% |
19% |
False |
False |
10,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,628.8 |
2.618 |
1,618.4 |
1.618 |
1,612.0 |
1.000 |
1,608.0 |
0.618 |
1,605.6 |
HIGH |
1,601.6 |
0.618 |
1,599.2 |
0.500 |
1,598.4 |
0.382 |
1,597.6 |
LOW |
1,595.2 |
0.618 |
1,591.2 |
1.000 |
1,588.8 |
1.618 |
1,584.8 |
2.618 |
1,578.4 |
4.250 |
1,568.0 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,600.1 |
1,600.8 |
PP |
1,599.2 |
1,600.6 |
S1 |
1,598.4 |
1,600.5 |
|