Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,582.6 |
1,573.5 |
-9.1 |
-0.6% |
1,602.6 |
High |
1,584.4 |
1,591.6 |
7.2 |
0.5% |
1,604.0 |
Low |
1,568.7 |
1,572.0 |
3.3 |
0.2% |
1,541.7 |
Close |
1,574.1 |
1,588.3 |
14.2 |
0.9% |
1,577.5 |
Range |
15.7 |
19.6 |
3.9 |
24.8% |
62.3 |
ATR |
17.5 |
17.7 |
0.1 |
0.8% |
0.0 |
Volume |
11,796 |
3,436 |
-8,360 |
-70.9% |
21,071 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.8 |
1,635.1 |
1,599.1 |
|
R3 |
1,623.2 |
1,615.5 |
1,593.7 |
|
R2 |
1,603.6 |
1,603.6 |
1,591.9 |
|
R1 |
1,595.9 |
1,595.9 |
1,590.1 |
1,599.8 |
PP |
1,584.0 |
1,584.0 |
1,584.0 |
1,585.9 |
S1 |
1,576.3 |
1,576.3 |
1,586.5 |
1,580.2 |
S2 |
1,564.4 |
1,564.4 |
1,584.7 |
|
S3 |
1,544.8 |
1,556.7 |
1,582.9 |
|
S4 |
1,525.2 |
1,537.1 |
1,577.5 |
|
|
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 |
1,591.6 |
1,541.7 |
49.9 |
3.1% |
22.1 |
1.4% |
93% |
True |
False |
6,590 |
10 |
1,610.0 |
1,541.7 |
68.3 |
4.3% |
18.3 |
1.2% |
68% |
False |
False |
5,809 |
20 |
1,619.3 |
1,541.7 |
77.6 |
4.9% |
16.0 |
1.0% |
60% |
False |
False |
4,787 |
40 |
1,673.0 |
1,541.7 |
131.3 |
8.3% |
18.1 |
1.1% |
35% |
False |
False |
4,312 |
60 |
1,702.4 |
1,541.7 |
160.7 |
10.1% |
16.6 |
1.0% |
29% |
False |
False |
3,566 |
80 |
1,727.0 |
1,541.7 |
185.3 |
11.7% |
16.7 |
1.0% |
25% |
False |
False |
2,949 |
100 |
1,759.7 |
1,541.7 |
218.0 |
13.7% |
15.7 |
1.0% |
21% |
False |
False |
2,530 |
120 |
1,761.0 |
1,541.7 |
219.3 |
13.8% |
15.1 |
1.0% |
21% |
False |
False |
2,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,674.9 |
2.618 |
1,642.9 |
1.618 |
1,623.3 |
1.000 |
1,611.2 |
0.618 |
1,603.7 |
HIGH |
1,591.6 |
0.618 |
1,584.1 |
0.500 |
1,581.8 |
0.382 |
1,579.5 |
LOW |
1,572.0 |
0.618 |
1,559.9 |
1.000 |
1,552.4 |
1.618 |
1,540.3 |
2.618 |
1,520.7 |
4.250 |
1,488.7 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,586.1 |
1,582.6 |
PP |
1,584.0 |
1,576.9 |
S1 |
1,581.8 |
1,571.2 |
|