Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,598.1 |
1,600.1 |
2.0 |
0.1% |
1,611.4 |
High |
1,601.6 |
1,604.3 |
2.7 |
0.2% |
1,614.5 |
Low |
1,595.2 |
1,574.0 |
-21.2 |
-1.3% |
1,590.4 |
Close |
1,600.9 |
1,575.9 |
-25.0 |
-1.6% |
1,595.7 |
Range |
6.4 |
30.3 |
23.9 |
373.4% |
24.1 |
ATR |
16.3 |
17.3 |
1.0 |
6.1% |
0.0 |
Volume |
62,176 |
165,691 |
103,515 |
166.5% |
543,117 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,675.6 |
1,656.1 |
1,592.6 |
|
R3 |
1,645.3 |
1,625.8 |
1,584.2 |
|
R2 |
1,615.0 |
1,615.0 |
1,581.5 |
|
R1 |
1,595.5 |
1,595.5 |
1,578.7 |
1,590.1 |
PP |
1,584.7 |
1,584.7 |
1,584.7 |
1,582.1 |
S1 |
1,565.2 |
1,565.2 |
1,573.1 |
1,559.8 |
S2 |
1,554.4 |
1,554.4 |
1,570.3 |
|
S3 |
1,524.1 |
1,534.9 |
1,567.6 |
|
S4 |
1,493.8 |
1,504.6 |
1,559.2 |
|
|
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 |
1,609.0 |
1,574.0 |
35.0 |
2.2% |
15.9 |
1.0% |
5% |
False |
True |
134,468 |
10 |
1,618.3 |
1,574.0 |
44.3 |
2.8% |
15.9 |
1.0% |
4% |
False |
True |
91,281 |
20 |
1,618.3 |
1,562.5 |
55.8 |
3.5% |
15.4 |
1.0% |
24% |
False |
False |
54,864 |
40 |
1,689.1 |
1,556.4 |
132.7 |
8.4% |
18.7 |
1.2% |
15% |
False |
False |
31,451 |
60 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
18.3 |
1.2% |
14% |
False |
False |
22,646 |
80 |
1,728.8 |
1,556.4 |
172.4 |
10.9% |
18.3 |
1.2% |
11% |
False |
False |
17,588 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.1 |
1.1% |
10% |
False |
False |
14,445 |
120 |
1,785.9 |
1,556.4 |
229.5 |
14.6% |
17.4 |
1.1% |
8% |
False |
False |
12,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,733.1 |
2.618 |
1,683.6 |
1.618 |
1,653.3 |
1.000 |
1,634.6 |
0.618 |
1,623.0 |
HIGH |
1,604.3 |
0.618 |
1,592.7 |
0.500 |
1,589.2 |
0.382 |
1,585.6 |
LOW |
1,574.0 |
0.618 |
1,555.3 |
1.000 |
1,543.7 |
1.618 |
1,525.0 |
2.618 |
1,494.7 |
4.250 |
1,445.2 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,589.2 |
1,591.2 |
PP |
1,584.7 |
1,586.1 |
S1 |
1,580.3 |
1,581.0 |
|