Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,561.8 |
1,558.5 |
-3.3 |
-0.2% |
1,606.2 |
High |
1,561.8 |
1,585.3 |
23.5 |
1.5% |
1,608.5 |
Low |
1,545.1 |
1,554.2 |
9.1 |
0.6% |
1,545.1 |
Close |
1,556.9 |
1,580.5 |
23.6 |
1.5% |
1,580.5 |
Range |
16.7 |
31.1 |
14.4 |
86.2% |
63.4 |
ATR |
16.7 |
17.7 |
1.0 |
6.2% |
0.0 |
Volume |
1,917 |
4,727 |
2,810 |
146.6% |
9,929 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,666.6 |
1,654.7 |
1,597.6 |
|
R3 |
1,635.5 |
1,623.6 |
1,589.1 |
|
R2 |
1,604.4 |
1,604.4 |
1,586.2 |
|
R1 |
1,592.5 |
1,592.5 |
1,583.4 |
1,598.5 |
PP |
1,573.3 |
1,573.3 |
1,573.3 |
1,576.3 |
S1 |
1,561.4 |
1,561.4 |
1,577.6 |
1,567.4 |
S2 |
1,542.2 |
1,542.2 |
1,574.8 |
|
S3 |
1,511.1 |
1,530.3 |
1,571.9 |
|
S4 |
1,480.0 |
1,499.2 |
1,563.4 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.2 |
1,737.8 |
1,615.4 |
|
R3 |
1,704.8 |
1,674.4 |
1,597.9 |
|
R2 |
1,641.4 |
1,641.4 |
1,592.1 |
|
R1 |
1,611.0 |
1,611.0 |
1,586.3 |
1,594.5 |
PP |
1,578.0 |
1,578.0 |
1,578.0 |
1,569.8 |
S1 |
1,547.6 |
1,547.6 |
1,574.7 |
1,531.1 |
S2 |
1,514.6 |
1,514.6 |
1,568.9 |
|
S3 |
1,451.2 |
1,484.2 |
1,563.1 |
|
S4 |
1,387.8 |
1,420.8 |
1,545.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,608.5 |
1,545.1 |
63.4 |
4.0% |
22.0 |
1.4% |
56% |
False |
False |
1,985 |
10 |
1,621.8 |
1,545.1 |
76.7 |
4.9% |
18.3 |
1.2% |
46% |
False |
False |
2,162 |
20 |
1,621.8 |
1,545.1 |
76.7 |
4.9% |
15.8 |
1.0% |
46% |
False |
False |
1,769 |
40 |
1,691.0 |
1,545.1 |
145.9 |
9.2% |
17.7 |
1.1% |
24% |
False |
False |
2,145 |
60 |
1,705.5 |
1,545.1 |
160.4 |
10.1% |
16.8 |
1.1% |
22% |
False |
False |
1,956 |
80 |
1,733.5 |
1,545.1 |
188.4 |
11.9% |
16.7 |
1.1% |
19% |
False |
False |
1,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,717.5 |
2.618 |
1,666.7 |
1.618 |
1,635.6 |
1.000 |
1,616.4 |
0.618 |
1,604.5 |
HIGH |
1,585.3 |
0.618 |
1,573.4 |
0.500 |
1,569.8 |
0.382 |
1,566.1 |
LOW |
1,554.2 |
0.618 |
1,535.0 |
1.000 |
1,523.1 |
1.618 |
1,503.9 |
2.618 |
1,472.8 |
4.250 |
1,422.0 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,576.9 |
1,575.4 |
PP |
1,573.3 |
1,570.3 |
S1 |
1,569.8 |
1,565.2 |
|