Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,559.0 |
1,560.3 |
1.3 |
0.1% |
1,580.8 |
High |
1,568.1 |
1,564.2 |
-3.9 |
-0.2% |
1,590.1 |
Low |
1,553.0 |
1,476.0 |
-77.0 |
-5.0% |
1,476.0 |
Close |
1,564.9 |
1,501.4 |
-63.5 |
-4.1% |
1,501.4 |
Range |
15.1 |
88.2 |
73.1 |
484.1% |
114.1 |
ATR |
19.7 |
24.7 |
4.9 |
25.0% |
0.0 |
Volume |
137,757 |
374,344 |
236,587 |
171.7% |
926,728 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,778.5 |
1,728.1 |
1,549.9 |
|
R3 |
1,690.3 |
1,639.9 |
1,525.7 |
|
R2 |
1,602.1 |
1,602.1 |
1,517.6 |
|
R1 |
1,551.7 |
1,551.7 |
1,509.5 |
1,532.8 |
PP |
1,513.9 |
1,513.9 |
1,513.9 |
1,504.4 |
S1 |
1,463.5 |
1,463.5 |
1,493.3 |
1,444.6 |
S2 |
1,425.7 |
1,425.7 |
1,485.2 |
|
S3 |
1,337.5 |
1,375.3 |
1,477.1 |
|
S4 |
1,249.3 |
1,287.1 |
1,452.9 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.8 |
1,797.2 |
1,564.2 |
|
R3 |
1,750.7 |
1,683.1 |
1,532.8 |
|
R2 |
1,636.6 |
1,636.6 |
1,522.3 |
|
R1 |
1,569.0 |
1,569.0 |
1,511.9 |
1,545.8 |
PP |
1,522.5 |
1,522.5 |
1,522.5 |
1,510.9 |
S1 |
1,454.9 |
1,454.9 |
1,490.9 |
1,431.7 |
S2 |
1,408.4 |
1,408.4 |
1,480.5 |
|
S3 |
1,294.3 |
1,340.8 |
1,470.0 |
|
S4 |
1,180.2 |
1,226.7 |
1,438.6 |
|
|
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 |
1,476.0 |
114.1 |
7.6% |
34.6 |
2.3% |
22% |
False |
True |
185,345 |
10 |
1,604.3 |
1,476.0 |
128.3 |
8.5% |
29.0 |
1.9% |
20% |
False |
True |
174,343 |
20 |
1,618.3 |
1,476.0 |
142.3 |
9.5% |
22.1 |
1.5% |
18% |
False |
True |
123,009 |
40 |
1,651.6 |
1,476.0 |
175.6 |
11.7% |
21.9 |
1.5% |
14% |
False |
True |
68,229 |
60 |
1,700.0 |
1,476.0 |
224.0 |
14.9% |
19.9 |
1.3% |
11% |
False |
True |
47,344 |
80 |
1,708.2 |
1,476.0 |
232.2 |
15.5% |
20.0 |
1.3% |
11% |
False |
True |
36,314 |
100 |
1,759.5 |
1,476.0 |
283.5 |
18.9% |
19.1 |
1.3% |
9% |
False |
True |
29,452 |
120 |
1,759.5 |
1,476.0 |
283.5 |
18.9% |
18.7 |
1.2% |
9% |
False |
True |
24,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,939.1 |
2.618 |
1,795.1 |
1.618 |
1,706.9 |
1.000 |
1,652.4 |
0.618 |
1,618.7 |
HIGH |
1,564.2 |
0.618 |
1,530.5 |
0.500 |
1,520.1 |
0.382 |
1,509.7 |
LOW |
1,476.0 |
0.618 |
1,421.5 |
1.000 |
1,387.8 |
1.618 |
1,333.3 |
2.618 |
1,245.1 |
4.250 |
1,101.2 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,520.1 |
1,532.3 |
PP |
1,513.9 |
1,522.0 |
S1 |
1,507.6 |
1,511.7 |
|