Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,559.00 |
1,542.25 |
-16.75 |
-1.1% |
1,545.50 |
High |
1,561.25 |
1,551.25 |
-10.00 |
-0.6% |
1,558.50 |
Low |
1,537.75 |
1,540.50 |
2.75 |
0.2% |
1,533.50 |
Close |
1,542.25 |
1,548.25 |
6.00 |
0.4% |
1,556.50 |
Range |
23.50 |
10.75 |
-12.75 |
-54.3% |
25.00 |
ATR |
14.35 |
14.10 |
-0.26 |
-1.8% |
0.00 |
Volume |
2,493 |
1,067 |
-1,426 |
-57.2% |
4,730 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,579.00 |
1,574.25 |
1,554.25 |
|
R3 |
1,568.25 |
1,563.50 |
1,551.25 |
|
R2 |
1,557.50 |
1,557.50 |
1,550.25 |
|
R1 |
1,552.75 |
1,552.75 |
1,549.25 |
1,555.00 |
PP |
1,546.75 |
1,546.75 |
1,546.75 |
1,547.75 |
S1 |
1,542.00 |
1,542.00 |
1,547.25 |
1,544.50 |
S2 |
1,536.00 |
1,536.00 |
1,546.25 |
|
S3 |
1,525.25 |
1,531.25 |
1,545.25 |
|
S4 |
1,514.50 |
1,520.50 |
1,542.25 |
|
|
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% |
14.25 |
0.9% |
44% |
False |
False |
1,590 |
10 |
1,561.50 |
1,529.00 |
32.50 |
2.1% |
15.00 |
1.0% |
59% |
False |
False |
1,450 |
20 |
1,561.50 |
1,523.50 |
38.00 |
2.5% |
13.25 |
0.9% |
65% |
False |
False |
1,469 |
40 |
1,561.50 |
1,470.25 |
91.25 |
5.9% |
13.25 |
0.9% |
85% |
False |
False |
843 |
60 |
1,561.50 |
1,433.25 |
128.25 |
8.3% |
11.50 |
0.7% |
90% |
False |
False |
634 |
80 |
1,561.50 |
1,370.50 |
191.00 |
12.3% |
11.25 |
0.7% |
93% |
False |
False |
487 |
100 |
1,561.50 |
1,330.50 |
231.00 |
14.9% |
10.00 |
0.6% |
94% |
False |
False |
392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,597.00 |
2.618 |
1,579.50 |
1.618 |
1,568.75 |
1.000 |
1,562.00 |
0.618 |
1,558.00 |
HIGH |
1,551.25 |
0.618 |
1,547.25 |
0.500 |
1,546.00 |
0.382 |
1,544.50 |
LOW |
1,540.50 |
0.618 |
1,533.75 |
1.000 |
1,529.75 |
1.618 |
1,523.00 |
2.618 |
1,512.25 |
4.250 |
1,494.75 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,547.50 |
1,549.50 |
PP |
1,546.75 |
1,549.25 |
S1 |
1,546.00 |
1,548.75 |
|