Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,554.75 |
1,556.00 |
1.25 |
0.1% |
1,557.25 |
High |
1,562.75 |
1,579.25 |
16.50 |
1.1% |
1,561.50 |
Low |
1,549.50 |
1,555.00 |
5.50 |
0.4% |
1,527.00 |
Close |
1,557.00 |
1,576.75 |
19.75 |
1.3% |
1,539.75 |
Range |
13.25 |
24.25 |
11.00 |
83.0% |
34.50 |
ATR |
14.82 |
15.49 |
0.67 |
4.5% |
0.00 |
Volume |
2,499 |
1,402 |
-1,097 |
-43.9% |
9,646 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.00 |
1,634.25 |
1,590.00 |
|
R3 |
1,618.75 |
1,610.00 |
1,583.50 |
|
R2 |
1,594.50 |
1,594.50 |
1,581.25 |
|
R1 |
1,585.75 |
1,585.75 |
1,579.00 |
1,590.00 |
PP |
1,570.25 |
1,570.25 |
1,570.25 |
1,572.50 |
S1 |
1,561.50 |
1,561.50 |
1,574.50 |
1,566.00 |
S2 |
1,546.00 |
1,546.00 |
1,572.25 |
|
S3 |
1,521.75 |
1,537.25 |
1,570.00 |
|
S4 |
1,497.50 |
1,513.00 |
1,563.50 |
|
|
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 |
1,579.25 |
1,527.00 |
52.25 |
3.3% |
17.50 |
1.1% |
95% |
True |
False |
1,856 |
10 |
1,579.25 |
1,527.00 |
52.25 |
3.3% |
16.25 |
1.0% |
95% |
True |
False |
1,721 |
20 |
1,579.25 |
1,523.50 |
55.75 |
3.5% |
15.50 |
1.0% |
96% |
True |
False |
1,760 |
40 |
1,579.25 |
1,470.25 |
109.00 |
6.9% |
14.25 |
0.9% |
98% |
True |
False |
1,041 |
60 |
1,579.25 |
1,446.00 |
133.25 |
8.5% |
12.25 |
0.8% |
98% |
True |
False |
768 |
80 |
1,579.25 |
1,370.50 |
208.75 |
13.2% |
12.00 |
0.8% |
99% |
True |
False |
589 |
100 |
1,579.25 |
1,330.50 |
248.75 |
15.8% |
10.25 |
0.7% |
99% |
True |
False |
473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,682.25 |
2.618 |
1,642.75 |
1.618 |
1,618.50 |
1.000 |
1,603.50 |
0.618 |
1,594.25 |
HIGH |
1,579.25 |
0.618 |
1,570.00 |
0.500 |
1,567.00 |
0.382 |
1,564.25 |
LOW |
1,555.00 |
0.618 |
1,540.00 |
1.000 |
1,530.75 |
1.618 |
1,515.75 |
2.618 |
1,491.50 |
4.250 |
1,452.00 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,573.50 |
1,570.50 |
PP |
1,570.25 |
1,564.25 |
S1 |
1,567.00 |
1,558.00 |
|