Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,558.2 |
1,555.4 |
-2.8 |
-0.2% |
1,602.6 |
High |
1,558.2 |
1,582.9 |
24.7 |
1.6% |
1,604.0 |
Low |
1,541.7 |
1,550.8 |
9.1 |
0.6% |
1,541.7 |
Close |
1,553.9 |
1,577.5 |
23.6 |
1.5% |
1,577.5 |
Range |
16.5 |
32.1 |
15.6 |
94.5% |
62.3 |
ATR |
16.6 |
17.7 |
1.1 |
6.7% |
0.0 |
Volume |
6,763 |
5,222 |
-1,541 |
-22.8% |
21,071 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,666.7 |
1,654.2 |
1,595.2 |
|
R3 |
1,634.6 |
1,622.1 |
1,586.3 |
|
R2 |
1,602.5 |
1,602.5 |
1,583.4 |
|
R1 |
1,590.0 |
1,590.0 |
1,580.4 |
1,596.3 |
PP |
1,570.4 |
1,570.4 |
1,570.4 |
1,573.5 |
S1 |
1,557.9 |
1,557.9 |
1,574.6 |
1,564.2 |
S2 |
1,538.3 |
1,538.3 |
1,571.6 |
|
S3 |
1,506.2 |
1,525.8 |
1,568.7 |
|
S4 |
1,474.1 |
1,493.7 |
1,559.8 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.3 |
1,731.7 |
1,611.8 |
|
R3 |
1,699.0 |
1,669.4 |
1,594.6 |
|
R2 |
1,636.7 |
1,636.7 |
1,588.9 |
|
R1 |
1,607.1 |
1,607.1 |
1,583.2 |
1,590.8 |
PP |
1,574.4 |
1,574.4 |
1,574.4 |
1,566.2 |
S1 |
1,544.8 |
1,544.8 |
1,571.8 |
1,528.5 |
S2 |
1,512.1 |
1,512.1 |
1,566.1 |
|
S3 |
1,449.8 |
1,482.5 |
1,560.4 |
|
S4 |
1,387.5 |
1,420.2 |
1,543.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,604.0 |
1,541.7 |
62.3 |
3.9% |
21.9 |
1.4% |
57% |
False |
False |
4,214 |
10 |
1,617.8 |
1,541.7 |
76.1 |
4.8% |
18.1 |
1.1% |
47% |
False |
False |
5,368 |
20 |
1,619.3 |
1,541.7 |
77.6 |
4.9% |
15.5 |
1.0% |
46% |
False |
False |
4,528 |
40 |
1,686.4 |
1,541.7 |
144.7 |
9.2% |
17.9 |
1.1% |
25% |
False |
False |
3,980 |
60 |
1,702.4 |
1,541.7 |
160.7 |
10.2% |
16.6 |
1.1% |
22% |
False |
False |
3,397 |
80 |
1,727.0 |
1,541.7 |
185.3 |
11.7% |
16.4 |
1.0% |
19% |
False |
False |
2,768 |
100 |
1,759.7 |
1,541.7 |
218.0 |
13.8% |
15.5 |
1.0% |
16% |
False |
False |
2,441 |
120 |
1,779.2 |
1,541.7 |
237.5 |
15.1% |
15.1 |
1.0% |
15% |
False |
False |
2,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.3 |
2.618 |
1,666.9 |
1.618 |
1,634.8 |
1.000 |
1,615.0 |
0.618 |
1,602.7 |
HIGH |
1,582.9 |
0.618 |
1,570.6 |
0.500 |
1,566.9 |
0.382 |
1,563.1 |
LOW |
1,550.8 |
0.618 |
1,531.0 |
1.000 |
1,518.7 |
1.618 |
1,498.9 |
2.618 |
1,466.8 |
4.250 |
1,414.4 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,574.0 |
1,572.4 |
PP |
1,570.4 |
1,567.4 |
S1 |
1,566.9 |
1,562.3 |
|