Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,555.4 |
1,582.6 |
27.2 |
1.7% |
1,602.6 |
High |
1,582.9 |
1,584.4 |
1.5 |
0.1% |
1,604.0 |
Low |
1,550.8 |
1,568.7 |
17.9 |
1.2% |
1,541.7 |
Close |
1,577.5 |
1,574.1 |
-3.4 |
-0.2% |
1,577.5 |
Range |
32.1 |
15.7 |
-16.4 |
-51.1% |
62.3 |
ATR |
17.7 |
17.5 |
-0.1 |
-0.8% |
0.0 |
Volume |
5,222 |
11,796 |
6,574 |
125.9% |
21,071 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.8 |
1,614.2 |
1,582.7 |
|
R3 |
1,607.1 |
1,598.5 |
1,578.4 |
|
R2 |
1,591.4 |
1,591.4 |
1,577.0 |
|
R1 |
1,582.8 |
1,582.8 |
1,575.5 |
1,579.3 |
PP |
1,575.7 |
1,575.7 |
1,575.7 |
1,574.0 |
S1 |
1,567.1 |
1,567.1 |
1,572.7 |
1,563.6 |
S2 |
1,560.0 |
1,560.0 |
1,571.2 |
|
S3 |
1,544.3 |
1,551.4 |
1,569.8 |
|
S4 |
1,528.6 |
1,535.7 |
1,565.5 |
|
|
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 |
4.0% |
23.9 |
1.5% |
52% |
False |
False |
6,091 |
10 |
1,614.7 |
1,541.7 |
73.0 |
4.6% |
18.5 |
1.2% |
44% |
False |
False |
6,041 |
20 |
1,619.3 |
1,541.7 |
77.6 |
4.9% |
15.3 |
1.0% |
42% |
False |
False |
4,729 |
40 |
1,677.8 |
1,541.7 |
136.1 |
8.6% |
17.8 |
1.1% |
24% |
False |
False |
4,251 |
60 |
1,702.4 |
1,541.7 |
160.7 |
10.2% |
16.7 |
1.1% |
20% |
False |
False |
3,555 |
80 |
1,727.0 |
1,541.7 |
185.3 |
11.8% |
16.5 |
1.0% |
17% |
False |
False |
2,908 |
100 |
1,759.7 |
1,541.7 |
218.0 |
13.8% |
15.5 |
1.0% |
15% |
False |
False |
2,520 |
120 |
1,761.0 |
1,541.7 |
219.3 |
13.9% |
15.1 |
1.0% |
15% |
False |
False |
2,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,651.1 |
2.618 |
1,625.5 |
1.618 |
1,609.8 |
1.000 |
1,600.1 |
0.618 |
1,594.1 |
HIGH |
1,584.4 |
0.618 |
1,578.4 |
0.500 |
1,576.6 |
0.382 |
1,574.7 |
LOW |
1,568.7 |
0.618 |
1,559.0 |
1.000 |
1,553.0 |
1.618 |
1,543.3 |
2.618 |
1,527.6 |
4.250 |
1,502.0 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,576.6 |
1,570.4 |
PP |
1,575.7 |
1,566.7 |
S1 |
1,574.9 |
1,563.1 |
|