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 |
1,581.7 |
1,561.8 |
-19.9 |
-1.3% |
1,609.0 |
High |
1,581.8 |
1,561.8 |
-20.0 |
-1.3% |
1,618.0 |
Low |
1,555.1 |
1,545.1 |
-10.0 |
-0.6% |
1,595.0 |
Close |
1,558.1 |
1,556.9 |
-1.2 |
-0.1% |
1,600.4 |
Range |
26.7 |
16.7 |
-10.0 |
-37.5% |
23.0 |
ATR |
16.7 |
16.7 |
0.0 |
0.0% |
0.0 |
Volume |
1,445 |
1,917 |
472 |
32.7% |
10,651 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.7 |
1,597.5 |
1,566.1 |
|
R3 |
1,588.0 |
1,580.8 |
1,561.5 |
|
R2 |
1,571.3 |
1,571.3 |
1,560.0 |
|
R1 |
1,564.1 |
1,564.1 |
1,558.4 |
1,559.4 |
PP |
1,554.6 |
1,554.6 |
1,554.6 |
1,552.2 |
S1 |
1,547.4 |
1,547.4 |
1,555.4 |
1,542.7 |
S2 |
1,537.9 |
1,537.9 |
1,553.8 |
|
S3 |
1,521.2 |
1,530.7 |
1,552.3 |
|
S4 |
1,504.5 |
1,514.0 |
1,547.7 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.5 |
1,659.9 |
1,613.1 |
|
R3 |
1,650.5 |
1,636.9 |
1,606.7 |
|
R2 |
1,627.5 |
1,627.5 |
1,604.6 |
|
R1 |
1,613.9 |
1,613.9 |
1,602.5 |
1,609.2 |
PP |
1,604.5 |
1,604.5 |
1,604.5 |
1,602.1 |
S1 |
1,590.9 |
1,590.9 |
1,598.3 |
1,586.2 |
S2 |
1,581.5 |
1,581.5 |
1,596.2 |
|
S3 |
1,558.5 |
1,567.9 |
1,594.1 |
|
S4 |
1,535.5 |
1,544.9 |
1,587.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,612.5 |
1,545.1 |
67.4 |
4.3% |
18.4 |
1.2% |
18% |
False |
True |
1,402 |
10 |
1,621.8 |
1,545.1 |
76.7 |
4.9% |
16.3 |
1.0% |
15% |
False |
True |
1,840 |
20 |
1,621.8 |
1,545.1 |
76.7 |
4.9% |
14.7 |
0.9% |
15% |
False |
True |
1,565 |
40 |
1,691.0 |
1,545.1 |
145.9 |
9.4% |
17.2 |
1.1% |
8% |
False |
True |
2,079 |
60 |
1,705.5 |
1,545.1 |
160.4 |
10.3% |
16.4 |
1.1% |
7% |
False |
True |
1,900 |
80 |
1,733.5 |
1,545.1 |
188.4 |
12.1% |
16.5 |
1.1% |
6% |
False |
True |
1,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,632.8 |
2.618 |
1,605.5 |
1.618 |
1,588.8 |
1.000 |
1,578.5 |
0.618 |
1,572.1 |
HIGH |
1,561.8 |
0.618 |
1,555.4 |
0.500 |
1,553.5 |
0.382 |
1,551.5 |
LOW |
1,545.1 |
0.618 |
1,534.8 |
1.000 |
1,528.4 |
1.618 |
1,518.1 |
2.618 |
1,501.4 |
4.250 |
1,474.1 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,555.8 |
1,576.8 |
PP |
1,554.6 |
1,570.2 |
S1 |
1,553.5 |
1,563.5 |
|