Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,578.0 |
1,558.2 |
-19.8 |
-1.3% |
1,609.2 |
High |
1,578.5 |
1,558.2 |
-20.3 |
-1.3% |
1,614.7 |
Low |
1,551.7 |
1,541.7 |
-10.0 |
-0.6% |
1,592.7 |
Close |
1,555.1 |
1,553.9 |
-1.2 |
-0.1% |
1,597.4 |
Range |
26.8 |
16.5 |
-10.3 |
-38.4% |
22.0 |
ATR |
16.6 |
16.6 |
0.0 |
0.0% |
0.0 |
Volume |
5,736 |
6,763 |
1,027 |
17.9% |
27,552 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.8 |
1,593.8 |
1,563.0 |
|
R3 |
1,584.3 |
1,577.3 |
1,558.4 |
|
R2 |
1,567.8 |
1,567.8 |
1,556.9 |
|
R1 |
1,560.8 |
1,560.8 |
1,555.4 |
1,556.1 |
PP |
1,551.3 |
1,551.3 |
1,551.3 |
1,548.9 |
S1 |
1,544.3 |
1,544.3 |
1,552.4 |
1,539.6 |
S2 |
1,534.8 |
1,534.8 |
1,550.9 |
|
S3 |
1,518.3 |
1,527.8 |
1,549.4 |
|
S4 |
1,501.8 |
1,511.3 |
1,544.8 |
|
|
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 |
1,608.6 |
1,541.7 |
66.9 |
4.3% |
17.9 |
1.2% |
18% |
False |
True |
4,079 |
10 |
1,619.3 |
1,541.7 |
77.6 |
5.0% |
16.0 |
1.0% |
16% |
False |
True |
5,149 |
20 |
1,619.3 |
1,541.7 |
77.6 |
5.0% |
14.3 |
0.9% |
16% |
False |
True |
4,399 |
40 |
1,686.4 |
1,541.7 |
144.7 |
9.3% |
17.3 |
1.1% |
8% |
False |
True |
3,918 |
60 |
1,702.4 |
1,541.7 |
160.7 |
10.3% |
16.3 |
1.0% |
8% |
False |
True |
3,334 |
80 |
1,727.0 |
1,541.7 |
185.3 |
11.9% |
16.2 |
1.0% |
7% |
False |
True |
2,711 |
100 |
1,759.7 |
1,541.7 |
218.0 |
14.0% |
15.3 |
1.0% |
6% |
False |
True |
2,445 |
120 |
1,779.2 |
1,541.7 |
237.5 |
15.3% |
14.9 |
1.0% |
5% |
False |
True |
2,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,628.3 |
2.618 |
1,601.4 |
1.618 |
1,584.9 |
1.000 |
1,574.7 |
0.618 |
1,568.4 |
HIGH |
1,558.2 |
0.618 |
1,551.9 |
0.500 |
1,550.0 |
0.382 |
1,548.0 |
LOW |
1,541.7 |
0.618 |
1,531.5 |
1.000 |
1,525.2 |
1.618 |
1,515.0 |
2.618 |
1,498.5 |
4.250 |
1,471.6 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,552.6 |
1,572.9 |
PP |
1,551.3 |
1,566.5 |
S1 |
1,550.0 |
1,560.2 |
|