Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,539.00 |
1,554.75 |
15.75 |
1.0% |
1,557.25 |
High |
1,556.00 |
1,562.75 |
6.75 |
0.4% |
1,561.50 |
Low |
1,536.75 |
1,549.50 |
12.75 |
0.8% |
1,527.00 |
Close |
1,553.00 |
1,557.00 |
4.00 |
0.3% |
1,539.75 |
Range |
19.25 |
13.25 |
-6.00 |
-31.2% |
34.50 |
ATR |
14.94 |
14.82 |
-0.12 |
-0.8% |
0.00 |
Volume |
1,641 |
2,499 |
858 |
52.3% |
9,646 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.25 |
1,589.75 |
1,564.25 |
|
R3 |
1,583.00 |
1,576.50 |
1,560.75 |
|
R2 |
1,569.75 |
1,569.75 |
1,559.50 |
|
R1 |
1,563.25 |
1,563.25 |
1,558.25 |
1,566.50 |
PP |
1,556.50 |
1,556.50 |
1,556.50 |
1,558.00 |
S1 |
1,550.00 |
1,550.00 |
1,555.75 |
1,553.25 |
S2 |
1,543.25 |
1,543.25 |
1,554.50 |
|
S3 |
1,530.00 |
1,536.75 |
1,553.25 |
|
S4 |
1,516.75 |
1,523.50 |
1,549.75 |
|
|
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 |
1,562.75 |
1,527.00 |
35.75 |
2.3% |
17.50 |
1.1% |
84% |
True |
False |
2,074 |
10 |
1,562.75 |
1,527.00 |
35.75 |
2.3% |
15.00 |
1.0% |
84% |
True |
False |
1,756 |
20 |
1,562.75 |
1,523.50 |
39.25 |
2.5% |
14.50 |
0.9% |
85% |
True |
False |
1,719 |
40 |
1,562.75 |
1,470.25 |
92.50 |
5.9% |
13.75 |
0.9% |
94% |
True |
False |
1,010 |
60 |
1,562.75 |
1,446.00 |
116.75 |
7.5% |
12.00 |
0.8% |
95% |
True |
False |
745 |
80 |
1,562.75 |
1,370.50 |
192.25 |
12.3% |
11.75 |
0.8% |
97% |
True |
False |
571 |
100 |
1,562.75 |
1,330.50 |
232.25 |
14.9% |
10.25 |
0.7% |
98% |
True |
False |
459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,619.00 |
2.618 |
1,597.50 |
1.618 |
1,584.25 |
1.000 |
1,576.00 |
0.618 |
1,571.00 |
HIGH |
1,562.75 |
0.618 |
1,557.75 |
0.500 |
1,556.00 |
0.382 |
1,554.50 |
LOW |
1,549.50 |
0.618 |
1,541.25 |
1.000 |
1,536.25 |
1.618 |
1,528.00 |
2.618 |
1,514.75 |
4.250 |
1,493.25 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,556.75 |
1,553.00 |
PP |
1,556.50 |
1,549.00 |
S1 |
1,556.00 |
1,545.00 |
|