Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,600.1 |
1,576.4 |
-23.7 |
-1.5% |
1,611.4 |
High |
1,604.3 |
1,577.3 |
-27.0 |
-1.7% |
1,614.5 |
Low |
1,574.0 |
1,549.7 |
-24.3 |
-1.5% |
1,590.4 |
Close |
1,575.9 |
1,553.5 |
-22.4 |
-1.4% |
1,595.7 |
Range |
30.3 |
27.6 |
-2.7 |
-8.9% |
24.1 |
ATR |
17.3 |
18.0 |
0.7 |
4.2% |
0.0 |
Volume |
165,691 |
209,509 |
43,818 |
26.4% |
543,117 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.0 |
1,625.8 |
1,568.7 |
|
R3 |
1,615.4 |
1,598.2 |
1,561.1 |
|
R2 |
1,587.8 |
1,587.8 |
1,558.6 |
|
R1 |
1,570.6 |
1,570.6 |
1,556.0 |
1,565.4 |
PP |
1,560.2 |
1,560.2 |
1,560.2 |
1,557.6 |
S1 |
1,543.0 |
1,543.0 |
1,551.0 |
1,537.8 |
S2 |
1,532.6 |
1,532.6 |
1,548.4 |
|
S3 |
1,505.0 |
1,515.4 |
1,545.9 |
|
S4 |
1,477.4 |
1,487.8 |
1,538.3 |
|
|
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 |
1,549.7 |
59.3 |
3.8% |
19.1 |
1.2% |
6% |
False |
True |
148,158 |
10 |
1,618.3 |
1,549.7 |
68.6 |
4.4% |
17.1 |
1.1% |
6% |
False |
True |
109,491 |
20 |
1,618.3 |
1,549.7 |
68.6 |
4.4% |
16.1 |
1.0% |
6% |
False |
True |
64,851 |
40 |
1,689.1 |
1,549.7 |
139.4 |
9.0% |
19.0 |
1.2% |
3% |
False |
True |
36,605 |
60 |
1,700.0 |
1,549.7 |
150.3 |
9.7% |
18.2 |
1.2% |
3% |
False |
True |
26,009 |
80 |
1,728.8 |
1,549.7 |
179.1 |
11.5% |
18.4 |
1.2% |
2% |
False |
True |
20,148 |
100 |
1,759.5 |
1,549.7 |
209.8 |
13.5% |
18.0 |
1.2% |
2% |
False |
True |
16,531 |
120 |
1,780.7 |
1,549.7 |
231.0 |
14.9% |
17.5 |
1.1% |
2% |
False |
True |
14,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,694.6 |
2.618 |
1,649.6 |
1.618 |
1,622.0 |
1.000 |
1,604.9 |
0.618 |
1,594.4 |
HIGH |
1,577.3 |
0.618 |
1,566.8 |
0.500 |
1,563.5 |
0.382 |
1,560.2 |
LOW |
1,549.7 |
0.618 |
1,532.6 |
1.000 |
1,522.1 |
1.618 |
1,505.0 |
2.618 |
1,477.4 |
4.250 |
1,432.4 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,563.5 |
1,577.0 |
PP |
1,560.2 |
1,569.2 |
S1 |
1,556.8 |
1,561.3 |
|