Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1,558.5 |
1,583.8 |
25.3 |
1.6% |
1,606.2 |
High |
1,585.3 |
1,584.3 |
-1.0 |
-0.1% |
1,608.5 |
Low |
1,554.2 |
1,571.6 |
17.4 |
1.1% |
1,545.1 |
Close |
1,580.5 |
1,577.1 |
-3.4 |
-0.2% |
1,580.5 |
Range |
31.1 |
12.7 |
-18.4 |
-59.2% |
63.4 |
ATR |
17.7 |
17.4 |
-0.4 |
-2.0% |
0.0 |
Volume |
4,727 |
6,141 |
1,414 |
29.9% |
9,929 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.8 |
1,609.1 |
1,584.1 |
|
R3 |
1,603.1 |
1,596.4 |
1,580.6 |
|
R2 |
1,590.4 |
1,590.4 |
1,579.4 |
|
R1 |
1,583.7 |
1,583.7 |
1,578.3 |
1,580.7 |
PP |
1,577.7 |
1,577.7 |
1,577.7 |
1,576.2 |
S1 |
1,571.0 |
1,571.0 |
1,575.9 |
1,568.0 |
S2 |
1,565.0 |
1,565.0 |
1,574.8 |
|
S3 |
1,552.3 |
1,558.3 |
1,573.6 |
|
S4 |
1,539.6 |
1,545.6 |
1,570.1 |
|
|
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% |
23.3 |
1.5% |
50% |
False |
False |
2,965 |
10 |
1,618.0 |
1,545.1 |
72.9 |
4.6% |
18.4 |
1.2% |
44% |
False |
False |
2,672 |
20 |
1,621.8 |
1,545.1 |
76.7 |
4.9% |
15.4 |
1.0% |
42% |
False |
False |
2,026 |
40 |
1,681.0 |
1,545.1 |
135.9 |
8.6% |
17.6 |
1.1% |
24% |
False |
False |
2,247 |
60 |
1,705.5 |
1,545.1 |
160.4 |
10.2% |
16.8 |
1.1% |
20% |
False |
False |
2,019 |
80 |
1,733.5 |
1,545.1 |
188.4 |
11.9% |
16.7 |
1.1% |
17% |
False |
False |
1,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,638.3 |
2.618 |
1,617.5 |
1.618 |
1,604.8 |
1.000 |
1,597.0 |
0.618 |
1,592.1 |
HIGH |
1,584.3 |
0.618 |
1,579.4 |
0.500 |
1,578.0 |
0.382 |
1,576.5 |
LOW |
1,571.6 |
0.618 |
1,563.8 |
1.000 |
1,558.9 |
1.618 |
1,551.1 |
2.618 |
1,538.4 |
4.250 |
1,517.6 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1,578.0 |
1,573.1 |
PP |
1,577.7 |
1,569.2 |
S1 |
1,577.4 |
1,565.2 |
|