Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,602.6 |
1,604.0 |
1.4 |
0.1% |
1,609.2 |
High |
1,603.0 |
1,604.0 |
1.0 |
0.1% |
1,614.7 |
Low |
1,597.0 |
1,575.8 |
-21.2 |
-1.3% |
1,592.7 |
Close |
1,602.6 |
1,577.5 |
-25.1 |
-1.6% |
1,597.4 |
Range |
6.0 |
28.2 |
22.2 |
370.0% |
22.0 |
ATR |
14.8 |
15.8 |
1.0 |
6.4% |
0.0 |
Volume |
2,408 |
942 |
-1,466 |
-60.9% |
27,552 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.4 |
1,652.1 |
1,593.0 |
|
R3 |
1,642.2 |
1,623.9 |
1,585.3 |
|
R2 |
1,614.0 |
1,614.0 |
1,582.7 |
|
R1 |
1,595.7 |
1,595.7 |
1,580.1 |
1,590.8 |
PP |
1,585.8 |
1,585.8 |
1,585.8 |
1,583.3 |
S1 |
1,567.5 |
1,567.5 |
1,574.9 |
1,562.6 |
S2 |
1,557.6 |
1,557.6 |
1,572.3 |
|
S3 |
1,529.4 |
1,539.3 |
1,569.7 |
|
S4 |
1,501.2 |
1,511.1 |
1,562.0 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.6 |
1,654.5 |
1,609.5 |
|
R3 |
1,645.6 |
1,632.5 |
1,603.5 |
|
R2 |
1,623.6 |
1,623.6 |
1,601.4 |
|
R1 |
1,610.5 |
1,610.5 |
1,599.4 |
1,606.1 |
PP |
1,601.6 |
1,601.6 |
1,601.6 |
1,599.4 |
S1 |
1,588.5 |
1,588.5 |
1,595.4 |
1,584.1 |
S2 |
1,579.6 |
1,579.6 |
1,593.4 |
|
S3 |
1,557.6 |
1,566.5 |
1,591.4 |
|
S4 |
1,535.6 |
1,544.5 |
1,585.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,610.0 |
1,575.8 |
34.2 |
2.2% |
14.4 |
0.9% |
5% |
False |
True |
5,029 |
10 |
1,619.3 |
1,575.8 |
43.5 |
2.8% |
14.3 |
0.9% |
4% |
False |
True |
4,532 |
20 |
1,619.3 |
1,564.9 |
54.4 |
3.4% |
13.7 |
0.9% |
23% |
False |
False |
4,291 |
40 |
1,686.4 |
1,560.0 |
126.4 |
8.0% |
16.9 |
1.1% |
14% |
False |
False |
3,695 |
60 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
16.3 |
1.0% |
12% |
False |
False |
3,149 |
80 |
1,727.0 |
1,560.0 |
167.0 |
10.6% |
16.0 |
1.0% |
10% |
False |
False |
2,598 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.7% |
15.3 |
1.0% |
9% |
False |
False |
2,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.9 |
2.618 |
1,677.8 |
1.618 |
1,649.6 |
1.000 |
1,632.2 |
0.618 |
1,621.4 |
HIGH |
1,604.0 |
0.618 |
1,593.2 |
0.500 |
1,589.9 |
0.382 |
1,586.6 |
LOW |
1,575.8 |
0.618 |
1,558.4 |
1.000 |
1,547.6 |
1.618 |
1,530.2 |
2.618 |
1,502.0 |
4.250 |
1,456.0 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,589.9 |
1,592.2 |
PP |
1,585.8 |
1,587.3 |
S1 |
1,581.6 |
1,582.4 |
|