Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,547.50 |
1,539.00 |
-8.50 |
-0.5% |
1,557.25 |
High |
1,547.50 |
1,556.00 |
8.50 |
0.5% |
1,561.50 |
Low |
1,527.00 |
1,536.75 |
9.75 |
0.6% |
1,527.00 |
Close |
1,539.75 |
1,553.00 |
13.25 |
0.9% |
1,539.75 |
Range |
20.50 |
19.25 |
-1.25 |
-6.1% |
34.50 |
ATR |
14.61 |
14.94 |
0.33 |
2.3% |
0.00 |
Volume |
2,673 |
1,641 |
-1,032 |
-38.6% |
9,646 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.25 |
1,599.00 |
1,563.50 |
|
R3 |
1,587.00 |
1,579.75 |
1,558.25 |
|
R2 |
1,567.75 |
1,567.75 |
1,556.50 |
|
R1 |
1,560.50 |
1,560.50 |
1,554.75 |
1,564.00 |
PP |
1,548.50 |
1,548.50 |
1,548.50 |
1,550.50 |
S1 |
1,541.25 |
1,541.25 |
1,551.25 |
1,545.00 |
S2 |
1,529.25 |
1,529.25 |
1,549.50 |
|
S3 |
1,510.00 |
1,522.00 |
1,547.75 |
|
S4 |
1,490.75 |
1,502.75 |
1,542.50 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.25 |
1,627.50 |
1,558.75 |
|
R3 |
1,611.75 |
1,593.00 |
1,549.25 |
|
R2 |
1,577.25 |
1,577.25 |
1,546.00 |
|
R1 |
1,558.50 |
1,558.50 |
1,543.00 |
1,550.50 |
PP |
1,542.75 |
1,542.75 |
1,542.75 |
1,538.75 |
S1 |
1,524.00 |
1,524.00 |
1,536.50 |
1,516.00 |
S2 |
1,508.25 |
1,508.25 |
1,533.50 |
|
S3 |
1,473.75 |
1,489.50 |
1,530.25 |
|
S4 |
1,439.25 |
1,455.00 |
1,520.75 |
|
|
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 |
1,527.00 |
34.50 |
2.2% |
17.00 |
1.1% |
75% |
False |
False |
1,743 |
10 |
1,561.50 |
1,527.00 |
34.50 |
2.2% |
15.75 |
1.0% |
75% |
False |
False |
1,601 |
20 |
1,561.50 |
1,523.50 |
38.00 |
2.4% |
14.25 |
0.9% |
78% |
False |
False |
1,638 |
40 |
1,561.50 |
1,470.25 |
91.25 |
5.9% |
13.75 |
0.9% |
91% |
False |
False |
950 |
60 |
1,561.50 |
1,444.75 |
116.75 |
7.5% |
12.00 |
0.8% |
93% |
False |
False |
705 |
80 |
1,561.50 |
1,370.50 |
191.00 |
12.3% |
11.75 |
0.8% |
96% |
False |
False |
540 |
100 |
1,561.50 |
1,330.50 |
231.00 |
14.9% |
10.25 |
0.7% |
96% |
False |
False |
434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,637.75 |
2.618 |
1,606.50 |
1.618 |
1,587.25 |
1.000 |
1,575.25 |
0.618 |
1,568.00 |
HIGH |
1,556.00 |
0.618 |
1,548.75 |
0.500 |
1,546.50 |
0.382 |
1,544.00 |
LOW |
1,536.75 |
0.618 |
1,524.75 |
1.000 |
1,517.50 |
1.618 |
1,505.50 |
2.618 |
1,486.25 |
4.250 |
1,455.00 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,550.75 |
1,549.25 |
PP |
1,548.50 |
1,545.25 |
S1 |
1,546.50 |
1,541.50 |
|