Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,550.75 |
1,559.00 |
8.25 |
0.5% |
1,545.50 |
High |
1,561.50 |
1,561.25 |
-0.25 |
0.0% |
1,558.50 |
Low |
1,550.00 |
1,537.75 |
-12.25 |
-0.8% |
1,533.50 |
Close |
1,558.25 |
1,542.25 |
-16.00 |
-1.0% |
1,556.50 |
Range |
11.50 |
23.50 |
12.00 |
104.3% |
25.00 |
ATR |
13.65 |
14.35 |
0.70 |
5.2% |
0.00 |
Volume |
845 |
2,493 |
1,648 |
195.0% |
4,730 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,617.50 |
1,603.50 |
1,555.25 |
|
R3 |
1,594.00 |
1,580.00 |
1,548.75 |
|
R2 |
1,570.50 |
1,570.50 |
1,546.50 |
|
R1 |
1,556.50 |
1,556.50 |
1,544.50 |
1,551.75 |
PP |
1,547.00 |
1,547.00 |
1,547.00 |
1,544.75 |
S1 |
1,533.00 |
1,533.00 |
1,540.00 |
1,528.25 |
S2 |
1,523.50 |
1,523.50 |
1,538.00 |
|
S3 |
1,500.00 |
1,509.50 |
1,535.75 |
|
S4 |
1,476.50 |
1,486.00 |
1,529.25 |
|
|
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 |
1,537.75 |
23.75 |
1.5% |
15.00 |
1.0% |
19% |
False |
True |
1,585 |
10 |
1,561.50 |
1,529.00 |
32.50 |
2.1% |
15.75 |
1.0% |
41% |
False |
False |
1,461 |
20 |
1,561.50 |
1,523.50 |
38.00 |
2.5% |
13.00 |
0.8% |
49% |
False |
False |
1,431 |
40 |
1,561.50 |
1,470.25 |
91.25 |
5.9% |
13.25 |
0.9% |
79% |
False |
False |
817 |
60 |
1,561.50 |
1,433.25 |
128.25 |
8.3% |
11.25 |
0.7% |
85% |
False |
False |
616 |
80 |
1,561.50 |
1,370.50 |
191.00 |
12.4% |
11.25 |
0.7% |
90% |
False |
False |
473 |
100 |
1,561.50 |
1,330.50 |
231.00 |
15.0% |
10.00 |
0.6% |
92% |
False |
False |
381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,661.00 |
2.618 |
1,622.75 |
1.618 |
1,599.25 |
1.000 |
1,584.75 |
0.618 |
1,575.75 |
HIGH |
1,561.25 |
0.618 |
1,552.25 |
0.500 |
1,549.50 |
0.382 |
1,546.75 |
LOW |
1,537.75 |
0.618 |
1,523.25 |
1.000 |
1,514.25 |
1.618 |
1,499.75 |
2.618 |
1,476.25 |
4.250 |
1,438.00 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,549.50 |
1,549.50 |
PP |
1,547.00 |
1,547.25 |
S1 |
1,544.75 |
1,544.75 |
|