Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,585.0 |
1,559.0 |
-26.0 |
-1.6% |
1,598.1 |
High |
1,588.5 |
1,568.1 |
-20.4 |
-1.3% |
1,604.3 |
Low |
1,555.3 |
1,553.0 |
-2.3 |
-0.1% |
1,539.4 |
Close |
1,558.8 |
1,564.9 |
6.1 |
0.4% |
1,575.9 |
Range |
33.2 |
15.1 |
-18.1 |
-54.5% |
64.9 |
ATR |
20.1 |
19.7 |
-0.4 |
-1.8% |
0.0 |
Volume |
176,373 |
137,757 |
-38,616 |
-21.9% |
816,705 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.3 |
1,601.2 |
1,573.2 |
|
R3 |
1,592.2 |
1,586.1 |
1,569.1 |
|
R2 |
1,577.1 |
1,577.1 |
1,567.7 |
|
R1 |
1,571.0 |
1,571.0 |
1,566.3 |
1,574.1 |
PP |
1,562.0 |
1,562.0 |
1,562.0 |
1,563.5 |
S1 |
1,555.9 |
1,555.9 |
1,563.5 |
1,559.0 |
S2 |
1,546.9 |
1,546.9 |
1,562.1 |
|
S3 |
1,531.8 |
1,540.8 |
1,560.7 |
|
S4 |
1,516.7 |
1,525.7 |
1,556.6 |
|
|
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 |
1,590.1 |
1,549.0 |
41.1 |
2.6% |
23.5 |
1.5% |
39% |
False |
False |
148,637 |
10 |
1,608.3 |
1,539.4 |
68.9 |
4.4% |
21.6 |
1.4% |
37% |
False |
False |
149,261 |
20 |
1,618.3 |
1,539.4 |
78.9 |
5.0% |
18.5 |
1.2% |
32% |
False |
False |
105,231 |
40 |
1,655.8 |
1,539.4 |
116.4 |
7.4% |
20.0 |
1.3% |
22% |
False |
False |
58,975 |
60 |
1,700.0 |
1,539.4 |
160.6 |
10.3% |
18.7 |
1.2% |
16% |
False |
False |
41,170 |
80 |
1,708.2 |
1,539.4 |
168.8 |
10.8% |
19.0 |
1.2% |
15% |
False |
False |
31,681 |
100 |
1,759.5 |
1,539.4 |
220.1 |
14.1% |
18.5 |
1.2% |
12% |
False |
False |
25,722 |
120 |
1,759.5 |
1,539.4 |
220.1 |
14.1% |
18.0 |
1.2% |
12% |
False |
False |
21,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,632.3 |
2.618 |
1,607.6 |
1.618 |
1,592.5 |
1.000 |
1,583.2 |
0.618 |
1,577.4 |
HIGH |
1,568.1 |
0.618 |
1,562.3 |
0.500 |
1,560.6 |
0.382 |
1,558.8 |
LOW |
1,553.0 |
0.618 |
1,543.7 |
1.000 |
1,537.9 |
1.618 |
1,528.6 |
2.618 |
1,513.5 |
4.250 |
1,488.8 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,563.5 |
1,571.6 |
PP |
1,562.0 |
1,569.3 |
S1 |
1,560.6 |
1,567.1 |
|