Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,560.0 |
1,561.6 |
1.6 |
0.1% |
1,582.6 |
High |
1,569.6 |
1,564.6 |
-5.0 |
-0.3% |
1,591.6 |
Low |
1,555.6 |
1,478.8 |
-76.8 |
-4.9% |
1,478.8 |
Close |
1,566.5 |
1,502.9 |
-63.6 |
-4.1% |
1,502.9 |
Range |
14.0 |
85.8 |
71.8 |
512.9% |
112.8 |
ATR |
18.3 |
23.3 |
5.0 |
27.0% |
0.0 |
Volume |
3,411 |
10,711 |
7,300 |
214.0% |
32,571 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.8 |
1,723.7 |
1,550.1 |
|
R3 |
1,687.0 |
1,637.9 |
1,526.5 |
|
R2 |
1,601.2 |
1,601.2 |
1,518.6 |
|
R1 |
1,552.1 |
1,552.1 |
1,510.8 |
1,533.8 |
PP |
1,515.4 |
1,515.4 |
1,515.4 |
1,506.3 |
S1 |
1,466.3 |
1,466.3 |
1,495.0 |
1,448.0 |
S2 |
1,429.6 |
1,429.6 |
1,487.2 |
|
S3 |
1,343.8 |
1,380.5 |
1,479.3 |
|
S4 |
1,258.0 |
1,294.7 |
1,455.7 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.8 |
1,795.7 |
1,564.9 |
|
R3 |
1,750.0 |
1,682.9 |
1,533.9 |
|
R2 |
1,637.2 |
1,637.2 |
1,523.6 |
|
R1 |
1,570.1 |
1,570.1 |
1,513.2 |
1,547.3 |
PP |
1,524.4 |
1,524.4 |
1,524.4 |
1,513.0 |
S1 |
1,457.3 |
1,457.3 |
1,492.6 |
1,434.5 |
S2 |
1,411.6 |
1,411.6 |
1,482.2 |
|
S3 |
1,298.8 |
1,344.5 |
1,471.9 |
|
S4 |
1,186.0 |
1,231.7 |
1,440.9 |
|
|
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 |
1,478.8 |
112.8 |
7.5% |
33.3 |
2.2% |
21% |
False |
True |
6,514 |
10 |
1,604.0 |
1,478.8 |
125.2 |
8.3% |
27.6 |
1.8% |
19% |
False |
True |
5,364 |
20 |
1,619.3 |
1,478.8 |
140.5 |
9.3% |
20.3 |
1.4% |
17% |
False |
True |
5,090 |
40 |
1,653.3 |
1,478.8 |
174.5 |
11.6% |
20.2 |
1.3% |
14% |
False |
True |
4,407 |
60 |
1,702.4 |
1,478.8 |
223.6 |
14.9% |
18.0 |
1.2% |
11% |
False |
True |
3,714 |
80 |
1,710.0 |
1,478.8 |
231.2 |
15.4% |
18.0 |
1.2% |
10% |
False |
True |
3,148 |
100 |
1,759.7 |
1,478.8 |
280.9 |
18.7% |
16.7 |
1.1% |
9% |
False |
True |
2,670 |
120 |
1,759.7 |
1,478.8 |
280.9 |
18.7% |
16.1 |
1.1% |
9% |
False |
True |
2,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,929.3 |
2.618 |
1,789.2 |
1.618 |
1,703.4 |
1.000 |
1,650.4 |
0.618 |
1,617.6 |
HIGH |
1,564.6 |
0.618 |
1,531.8 |
0.500 |
1,521.7 |
0.382 |
1,511.6 |
LOW |
1,478.8 |
0.618 |
1,425.8 |
1.000 |
1,393.0 |
1.618 |
1,340.0 |
2.618 |
1,254.2 |
4.250 |
1,114.2 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,521.7 |
1,534.4 |
PP |
1,515.4 |
1,523.9 |
S1 |
1,509.2 |
1,513.4 |
|