Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,573.5 |
1,587.4 |
13.9 |
0.9% |
1,602.6 |
High |
1,591.6 |
1,589.9 |
-1.7 |
-0.1% |
1,604.0 |
Low |
1,572.0 |
1,558.5 |
-13.5 |
-0.9% |
1,541.7 |
Close |
1,588.3 |
1,560.4 |
-27.9 |
-1.8% |
1,577.5 |
Range |
19.6 |
31.4 |
11.8 |
60.2% |
62.3 |
ATR |
17.7 |
18.7 |
1.0 |
5.5% |
0.0 |
Volume |
3,436 |
3,217 |
-219 |
-6.4% |
21,071 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.8 |
1,643.5 |
1,577.7 |
|
R3 |
1,632.4 |
1,612.1 |
1,569.0 |
|
R2 |
1,601.0 |
1,601.0 |
1,566.2 |
|
R1 |
1,580.7 |
1,580.7 |
1,563.3 |
1,575.2 |
PP |
1,569.6 |
1,569.6 |
1,569.6 |
1,566.8 |
S1 |
1,549.3 |
1,549.3 |
1,557.5 |
1,543.8 |
S2 |
1,538.2 |
1,538.2 |
1,554.6 |
|
S3 |
1,506.8 |
1,517.9 |
1,551.8 |
|
S4 |
1,475.4 |
1,486.5 |
1,543.1 |
|
|
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 |
3.2% |
23.1 |
1.5% |
37% |
False |
False |
6,086 |
10 |
1,610.0 |
1,541.7 |
68.3 |
4.4% |
20.5 |
1.3% |
27% |
False |
False |
5,139 |
20 |
1,619.3 |
1,541.7 |
77.6 |
5.0% |
16.8 |
1.1% |
24% |
False |
False |
4,824 |
40 |
1,657.1 |
1,541.7 |
115.4 |
7.4% |
18.3 |
1.2% |
16% |
False |
False |
4,359 |
60 |
1,702.4 |
1,541.7 |
160.7 |
10.3% |
16.8 |
1.1% |
12% |
False |
False |
3,596 |
80 |
1,710.0 |
1,541.7 |
168.3 |
10.8% |
16.9 |
1.1% |
11% |
False |
False |
2,986 |
100 |
1,759.7 |
1,541.7 |
218.0 |
14.0% |
15.9 |
1.0% |
9% |
False |
False |
2,546 |
120 |
1,761.0 |
1,541.7 |
219.3 |
14.1% |
15.3 |
1.0% |
9% |
False |
False |
2,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.4 |
2.618 |
1,672.1 |
1.618 |
1,640.7 |
1.000 |
1,621.3 |
0.618 |
1,609.3 |
HIGH |
1,589.9 |
0.618 |
1,577.9 |
0.500 |
1,574.2 |
0.382 |
1,570.5 |
LOW |
1,558.5 |
0.618 |
1,539.1 |
1.000 |
1,527.1 |
1.618 |
1,507.7 |
2.618 |
1,476.3 |
4.250 |
1,425.1 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,574.2 |
1,575.1 |
PP |
1,569.6 |
1,570.2 |
S1 |
1,565.0 |
1,565.3 |
|