Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,557.7 |
1,554.0 |
-3.7 |
-0.2% |
1,598.1 |
High |
1,559.3 |
1,581.8 |
22.5 |
1.4% |
1,604.3 |
Low |
1,539.4 |
1,549.0 |
9.6 |
0.6% |
1,539.4 |
Close |
1,552.4 |
1,575.9 |
23.5 |
1.5% |
1,575.9 |
Range |
19.9 |
32.8 |
12.9 |
64.8% |
64.9 |
ATR |
18.2 |
19.2 |
1.0 |
5.7% |
0.0 |
Volume |
188,525 |
190,804 |
2,279 |
1.2% |
816,705 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.3 |
1,654.4 |
1,593.9 |
|
R3 |
1,634.5 |
1,621.6 |
1,584.9 |
|
R2 |
1,601.7 |
1,601.7 |
1,581.9 |
|
R1 |
1,588.8 |
1,588.8 |
1,578.9 |
1,595.3 |
PP |
1,568.9 |
1,568.9 |
1,568.9 |
1,572.1 |
S1 |
1,556.0 |
1,556.0 |
1,572.9 |
1,562.5 |
S2 |
1,536.1 |
1,536.1 |
1,569.9 |
|
S3 |
1,503.3 |
1,523.2 |
1,566.9 |
|
S4 |
1,470.5 |
1,490.4 |
1,557.9 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.9 |
1,736.8 |
1,611.6 |
|
R3 |
1,703.0 |
1,671.9 |
1,593.7 |
|
R2 |
1,638.1 |
1,638.1 |
1,587.8 |
|
R1 |
1,607.0 |
1,607.0 |
1,581.8 |
1,590.1 |
PP |
1,573.2 |
1,573.2 |
1,573.2 |
1,564.8 |
S1 |
1,542.1 |
1,542.1 |
1,570.0 |
1,525.2 |
S2 |
1,508.3 |
1,508.3 |
1,564.0 |
|
S3 |
1,443.4 |
1,477.2 |
1,558.1 |
|
S4 |
1,378.5 |
1,412.3 |
1,540.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,604.3 |
1,539.4 |
64.9 |
4.1% |
23.4 |
1.5% |
56% |
False |
False |
163,341 |
10 |
1,617.3 |
1,539.4 |
77.9 |
4.9% |
19.6 |
1.2% |
47% |
False |
False |
140,444 |
20 |
1,618.3 |
1,539.4 |
78.9 |
5.0% |
17.4 |
1.1% |
46% |
False |
False |
82,432 |
40 |
1,685.8 |
1,539.4 |
146.4 |
9.3% |
19.5 |
1.2% |
25% |
False |
False |
45,901 |
60 |
1,700.0 |
1,539.4 |
160.6 |
10.2% |
18.5 |
1.2% |
23% |
False |
False |
32,216 |
80 |
1,728.8 |
1,539.4 |
189.4 |
12.0% |
18.6 |
1.2% |
19% |
False |
False |
24,850 |
100 |
1,759.5 |
1,539.4 |
220.1 |
14.0% |
18.1 |
1.1% |
17% |
False |
False |
20,271 |
120 |
1,778.5 |
1,539.4 |
239.1 |
15.2% |
17.8 |
1.1% |
15% |
False |
False |
17,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.2 |
2.618 |
1,667.7 |
1.618 |
1,634.9 |
1.000 |
1,614.6 |
0.618 |
1,602.1 |
HIGH |
1,581.8 |
0.618 |
1,569.3 |
0.500 |
1,565.4 |
0.382 |
1,561.5 |
LOW |
1,549.0 |
0.618 |
1,528.7 |
1.000 |
1,516.2 |
1.618 |
1,495.9 |
2.618 |
1,463.1 |
4.250 |
1,409.6 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,572.4 |
1,570.8 |
PP |
1,568.9 |
1,565.7 |
S1 |
1,565.4 |
1,560.6 |
|