Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,576.4 |
1,557.7 |
-18.7 |
-1.2% |
1,611.4 |
High |
1,577.3 |
1,559.3 |
-18.0 |
-1.1% |
1,614.5 |
Low |
1,549.7 |
1,539.4 |
-10.3 |
-0.7% |
1,590.4 |
Close |
1,553.5 |
1,552.4 |
-1.1 |
-0.1% |
1,595.7 |
Range |
27.6 |
19.9 |
-7.7 |
-27.9% |
24.1 |
ATR |
18.0 |
18.2 |
0.1 |
0.7% |
0.0 |
Volume |
209,509 |
188,525 |
-20,984 |
-10.0% |
543,117 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,610.1 |
1,601.1 |
1,563.3 |
|
R3 |
1,590.2 |
1,581.2 |
1,557.9 |
|
R2 |
1,570.3 |
1,570.3 |
1,556.0 |
|
R1 |
1,561.3 |
1,561.3 |
1,554.2 |
1,555.9 |
PP |
1,550.4 |
1,550.4 |
1,550.4 |
1,547.6 |
S1 |
1,541.4 |
1,541.4 |
1,550.6 |
1,536.0 |
S2 |
1,530.5 |
1,530.5 |
1,548.8 |
|
S3 |
1,510.6 |
1,521.5 |
1,546.9 |
|
S4 |
1,490.7 |
1,501.6 |
1,541.5 |
|
|
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 |
1,608.3 |
1,539.4 |
68.9 |
4.4% |
19.6 |
1.3% |
19% |
False |
True |
149,885 |
10 |
1,618.3 |
1,539.4 |
78.9 |
5.1% |
17.6 |
1.1% |
16% |
False |
True |
125,271 |
20 |
1,618.3 |
1,539.4 |
78.9 |
5.1% |
16.2 |
1.0% |
16% |
False |
True |
73,558 |
40 |
1,685.8 |
1,539.4 |
146.4 |
9.4% |
19.0 |
1.2% |
9% |
False |
True |
41,264 |
60 |
1,700.0 |
1,539.4 |
160.6 |
10.3% |
18.2 |
1.2% |
8% |
False |
True |
29,078 |
80 |
1,728.8 |
1,539.4 |
189.4 |
12.2% |
18.5 |
1.2% |
7% |
False |
True |
22,479 |
100 |
1,759.5 |
1,539.4 |
220.1 |
14.2% |
17.9 |
1.2% |
6% |
False |
True |
18,393 |
120 |
1,780.7 |
1,539.4 |
241.3 |
15.5% |
17.6 |
1.1% |
5% |
False |
True |
15,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,643.9 |
2.618 |
1,611.4 |
1.618 |
1,591.5 |
1.000 |
1,579.2 |
0.618 |
1,571.6 |
HIGH |
1,559.3 |
0.618 |
1,551.7 |
0.500 |
1,549.4 |
0.382 |
1,547.0 |
LOW |
1,539.4 |
0.618 |
1,527.1 |
1.000 |
1,519.5 |
1.618 |
1,507.2 |
2.618 |
1,487.3 |
4.250 |
1,454.8 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,551.4 |
1,571.9 |
PP |
1,550.4 |
1,565.4 |
S1 |
1,549.4 |
1,558.9 |
|