Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,604.0 |
1,578.0 |
-26.0 |
-1.6% |
1,609.2 |
High |
1,604.0 |
1,578.5 |
-25.5 |
-1.6% |
1,614.7 |
Low |
1,575.8 |
1,551.7 |
-24.1 |
-1.5% |
1,592.7 |
Close |
1,577.5 |
1,555.1 |
-22.4 |
-1.4% |
1,597.4 |
Range |
28.2 |
26.8 |
-1.4 |
-5.0% |
22.0 |
ATR |
15.8 |
16.6 |
0.8 |
5.0% |
0.0 |
Volume |
942 |
5,736 |
4,794 |
508.9% |
27,552 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.2 |
1,625.4 |
1,569.8 |
|
R3 |
1,615.4 |
1,598.6 |
1,562.5 |
|
R2 |
1,588.6 |
1,588.6 |
1,560.0 |
|
R1 |
1,571.8 |
1,571.8 |
1,557.6 |
1,566.8 |
PP |
1,561.8 |
1,561.8 |
1,561.8 |
1,559.3 |
S1 |
1,545.0 |
1,545.0 |
1,552.6 |
1,540.0 |
S2 |
1,535.0 |
1,535.0 |
1,550.2 |
|
S3 |
1,508.2 |
1,518.2 |
1,547.7 |
|
S4 |
1,481.4 |
1,491.4 |
1,540.4 |
|
|
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 |
1,551.7 |
58.3 |
3.7% |
17.9 |
1.1% |
6% |
False |
True |
4,191 |
10 |
1,619.3 |
1,551.7 |
67.6 |
4.3% |
15.4 |
1.0% |
5% |
False |
True |
4,934 |
20 |
1,619.3 |
1,551.7 |
67.6 |
4.3% |
14.3 |
0.9% |
5% |
False |
True |
4,435 |
40 |
1,686.4 |
1,551.7 |
134.7 |
8.7% |
17.2 |
1.1% |
3% |
False |
True |
3,795 |
60 |
1,702.4 |
1,551.7 |
150.7 |
9.7% |
16.3 |
1.0% |
2% |
False |
True |
3,232 |
80 |
1,727.0 |
1,551.7 |
175.3 |
11.3% |
16.1 |
1.0% |
2% |
False |
True |
2,630 |
100 |
1,759.7 |
1,551.7 |
208.0 |
13.4% |
15.3 |
1.0% |
2% |
False |
True |
2,420 |
120 |
1,779.2 |
1,551.7 |
227.5 |
14.6% |
14.8 |
1.0% |
1% |
False |
True |
2,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,692.4 |
2.618 |
1,648.7 |
1.618 |
1,621.9 |
1.000 |
1,605.3 |
0.618 |
1,595.1 |
HIGH |
1,578.5 |
0.618 |
1,568.3 |
0.500 |
1,565.1 |
0.382 |
1,561.9 |
LOW |
1,551.7 |
0.618 |
1,535.1 |
1.000 |
1,524.9 |
1.618 |
1,508.3 |
2.618 |
1,481.5 |
4.250 |
1,437.8 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,565.1 |
1,577.9 |
PP |
1,561.8 |
1,570.3 |
S1 |
1,558.4 |
1,562.7 |
|