Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,557.25 |
1,550.75 |
-6.50 |
-0.4% |
1,545.50 |
High |
1,558.00 |
1,561.50 |
3.50 |
0.2% |
1,558.50 |
Low |
1,546.25 |
1,550.00 |
3.75 |
0.2% |
1,533.50 |
Close |
1,549.75 |
1,558.25 |
8.50 |
0.5% |
1,556.50 |
Range |
11.75 |
11.50 |
-0.25 |
-2.1% |
25.00 |
ATR |
13.80 |
13.65 |
-0.15 |
-1.1% |
0.00 |
Volume |
2,568 |
845 |
-1,723 |
-67.1% |
4,730 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,591.00 |
1,586.25 |
1,564.50 |
|
R3 |
1,579.50 |
1,574.75 |
1,561.50 |
|
R2 |
1,568.00 |
1,568.00 |
1,560.25 |
|
R1 |
1,563.25 |
1,563.25 |
1,559.25 |
1,565.50 |
PP |
1,556.50 |
1,556.50 |
1,556.50 |
1,557.75 |
S1 |
1,551.75 |
1,551.75 |
1,557.25 |
1,554.00 |
S2 |
1,545.00 |
1,545.00 |
1,556.25 |
|
S3 |
1,533.50 |
1,540.25 |
1,555.00 |
|
S4 |
1,522.00 |
1,528.75 |
1,552.00 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.50 |
1,615.50 |
1,570.25 |
|
R3 |
1,599.50 |
1,590.50 |
1,563.50 |
|
R2 |
1,574.50 |
1,574.50 |
1,561.00 |
|
R1 |
1,565.50 |
1,565.50 |
1,558.75 |
1,570.00 |
PP |
1,549.50 |
1,549.50 |
1,549.50 |
1,551.75 |
S1 |
1,540.50 |
1,540.50 |
1,554.25 |
1,545.00 |
S2 |
1,524.50 |
1,524.50 |
1,552.00 |
|
S3 |
1,499.50 |
1,515.50 |
1,549.50 |
|
S4 |
1,474.50 |
1,490.50 |
1,542.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,561.50 |
1,540.00 |
21.50 |
1.4% |
12.50 |
0.8% |
85% |
True |
False |
1,438 |
10 |
1,561.50 |
1,526.00 |
35.50 |
2.3% |
15.25 |
1.0% |
91% |
True |
False |
1,330 |
20 |
1,561.50 |
1,513.25 |
48.25 |
3.1% |
12.75 |
0.8% |
93% |
True |
False |
1,337 |
40 |
1,561.50 |
1,470.25 |
91.25 |
5.9% |
13.00 |
0.8% |
96% |
True |
False |
757 |
60 |
1,561.50 |
1,433.25 |
128.25 |
8.2% |
11.00 |
0.7% |
97% |
True |
False |
574 |
80 |
1,561.50 |
1,370.50 |
191.00 |
12.3% |
11.00 |
0.7% |
98% |
True |
False |
443 |
100 |
1,561.50 |
1,330.50 |
231.00 |
14.8% |
9.75 |
0.6% |
99% |
True |
False |
357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.50 |
2.618 |
1,591.50 |
1.618 |
1,580.00 |
1.000 |
1,573.00 |
0.618 |
1,568.50 |
HIGH |
1,561.50 |
0.618 |
1,557.00 |
0.500 |
1,555.75 |
0.382 |
1,554.50 |
LOW |
1,550.00 |
0.618 |
1,543.00 |
1.000 |
1,538.50 |
1.618 |
1,531.50 |
2.618 |
1,520.00 |
4.250 |
1,501.00 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,557.50 |
1,556.50 |
PP |
1,556.50 |
1,554.75 |
S1 |
1,555.75 |
1,553.00 |
|