Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,526.16 |
14,578.54 |
52.38 |
0.4% |
14,512.03 |
High |
14,585.10 |
14,605.72 |
20.62 |
0.1% |
14,585.10 |
Low |
14,520.86 |
14,531.48 |
10.62 |
0.1% |
14,395.00 |
Close |
14,578.54 |
14,572.85 |
-5.69 |
0.0% |
14,578.54 |
Range |
64.24 |
74.24 |
10.00 |
15.6% |
190.10 |
ATR |
106.73 |
104.40 |
-2.32 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,792.74 |
14,757.03 |
14,613.68 |
|
R3 |
14,718.50 |
14,682.79 |
14,593.27 |
|
R2 |
14,644.26 |
14,644.26 |
14,586.46 |
|
R1 |
14,608.55 |
14,608.55 |
14,579.66 |
14,589.29 |
PP |
14,570.02 |
14,570.02 |
14,570.02 |
14,560.38 |
S1 |
14,534.31 |
14,534.31 |
14,566.04 |
14,515.05 |
S2 |
14,495.78 |
14,495.78 |
14,559.24 |
|
S3 |
14,421.54 |
14,460.07 |
14,552.43 |
|
S4 |
14,347.30 |
14,385.83 |
14,532.02 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,089.85 |
15,024.29 |
14,683.10 |
|
R3 |
14,899.75 |
14,834.19 |
14,630.82 |
|
R2 |
14,709.65 |
14,709.65 |
14,613.39 |
|
R1 |
14,644.09 |
14,644.09 |
14,595.97 |
14,676.87 |
PP |
14,519.55 |
14,519.55 |
14,519.55 |
14,535.94 |
S1 |
14,453.99 |
14,453.99 |
14,561.11 |
14,486.77 |
S2 |
14,329.45 |
14,329.45 |
14,543.69 |
|
S3 |
14,139.35 |
14,263.89 |
14,526.26 |
|
S4 |
13,949.25 |
14,073.79 |
14,473.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,605.72 |
14,395.00 |
210.72 |
1.4% |
108.22 |
0.7% |
84% |
True |
False |
|
10 |
14,605.72 |
14,382.09 |
223.63 |
1.5% |
110.89 |
0.8% |
85% |
True |
False |
|
20 |
14,605.72 |
14,030.37 |
575.35 |
3.9% |
96.52 |
0.7% |
94% |
True |
False |
|
40 |
14,605.72 |
13,784.01 |
821.71 |
5.6% |
109.33 |
0.8% |
96% |
True |
False |
|
60 |
14,605.72 |
13,293.13 |
1,312.59 |
9.0% |
99.99 |
0.7% |
97% |
True |
False |
|
80 |
14,605.72 |
12,883.89 |
1,721.83 |
11.8% |
106.99 |
0.7% |
98% |
True |
False |
|
100 |
14,605.72 |
12,471.49 |
2,134.23 |
14.6% |
115.16 |
0.8% |
98% |
True |
False |
|
120 |
14,605.72 |
12,471.49 |
2,134.23 |
14.6% |
117.00 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,921.24 |
2.618 |
14,800.08 |
1.618 |
14,725.84 |
1.000 |
14,679.96 |
0.618 |
14,651.60 |
HIGH |
14,605.72 |
0.618 |
14,577.36 |
0.500 |
14,568.60 |
0.382 |
14,559.84 |
LOW |
14,531.48 |
0.618 |
14,485.60 |
1.000 |
14,457.24 |
1.618 |
14,411.36 |
2.618 |
14,337.12 |
4.250 |
14,215.96 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,571.43 |
14,556.11 |
PP |
14,570.02 |
14,539.37 |
S1 |
14,568.60 |
14,522.64 |
|