Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,576.75 |
1,582.00 |
5.25 |
0.3% |
1,539.00 |
High |
1,586.50 |
1,583.25 |
-3.25 |
-0.2% |
1,586.50 |
Low |
1,574.75 |
1,568.75 |
-6.00 |
-0.4% |
1,536.75 |
Close |
1,581.75 |
1,576.00 |
-5.75 |
-0.4% |
1,576.00 |
Range |
11.75 |
14.50 |
2.75 |
23.4% |
49.75 |
ATR |
15.22 |
15.17 |
-0.05 |
-0.3% |
0.00 |
Volume |
9,920 |
10,646 |
726 |
7.3% |
26,108 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,619.50 |
1,612.25 |
1,584.00 |
|
R3 |
1,605.00 |
1,597.75 |
1,580.00 |
|
R2 |
1,590.50 |
1,590.50 |
1,578.75 |
|
R1 |
1,583.25 |
1,583.25 |
1,577.25 |
1,579.50 |
PP |
1,576.00 |
1,576.00 |
1,576.00 |
1,574.25 |
S1 |
1,568.75 |
1,568.75 |
1,574.75 |
1,565.00 |
S2 |
1,561.50 |
1,561.50 |
1,573.25 |
|
S3 |
1,547.00 |
1,554.25 |
1,572.00 |
|
S4 |
1,532.50 |
1,539.75 |
1,568.00 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.75 |
1,695.50 |
1,603.25 |
|
R3 |
1,666.00 |
1,645.75 |
1,589.75 |
|
R2 |
1,616.25 |
1,616.25 |
1,585.00 |
|
R1 |
1,596.00 |
1,596.00 |
1,580.50 |
1,606.00 |
PP |
1,566.50 |
1,566.50 |
1,566.50 |
1,571.50 |
S1 |
1,546.25 |
1,546.25 |
1,571.50 |
1,556.50 |
S2 |
1,516.75 |
1,516.75 |
1,567.00 |
|
S3 |
1,467.00 |
1,496.50 |
1,562.25 |
|
S4 |
1,417.25 |
1,446.75 |
1,548.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,586.50 |
1,536.75 |
49.75 |
3.2% |
16.50 |
1.1% |
79% |
False |
False |
5,221 |
10 |
1,586.50 |
1,527.00 |
59.50 |
3.8% |
16.00 |
1.0% |
82% |
False |
False |
3,575 |
20 |
1,586.50 |
1,523.50 |
63.00 |
4.0% |
16.00 |
1.0% |
83% |
False |
False |
2,584 |
40 |
1,586.50 |
1,470.25 |
116.25 |
7.4% |
14.75 |
0.9% |
91% |
False |
False |
1,555 |
60 |
1,586.50 |
1,447.50 |
139.00 |
8.8% |
12.75 |
0.8% |
92% |
False |
False |
1,110 |
80 |
1,586.50 |
1,370.50 |
216.00 |
13.7% |
12.00 |
0.8% |
95% |
False |
False |
845 |
100 |
1,586.50 |
1,330.50 |
256.00 |
16.2% |
10.50 |
0.7% |
96% |
False |
False |
678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,645.00 |
2.618 |
1,621.25 |
1.618 |
1,606.75 |
1.000 |
1,597.75 |
0.618 |
1,592.25 |
HIGH |
1,583.25 |
0.618 |
1,577.75 |
0.500 |
1,576.00 |
0.382 |
1,574.25 |
LOW |
1,568.75 |
0.618 |
1,559.75 |
1.000 |
1,554.25 |
1.618 |
1,545.25 |
2.618 |
1,530.75 |
4.250 |
1,507.00 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,576.00 |
1,574.25 |
PP |
1,576.00 |
1,572.50 |
S1 |
1,576.00 |
1,570.75 |
|