Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,578.54 |
14,572.85 |
-5.69 |
0.0% |
14,512.03 |
High |
14,605.72 |
14,684.49 |
78.77 |
0.5% |
14,585.10 |
Low |
14,531.48 |
14,572.85 |
41.37 |
0.3% |
14,395.00 |
Close |
14,572.85 |
14,662.01 |
89.16 |
0.6% |
14,578.54 |
Range |
74.24 |
111.64 |
37.40 |
50.4% |
190.10 |
ATR |
104.40 |
104.92 |
0.52 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,974.70 |
14,930.00 |
14,723.41 |
|
R3 |
14,863.06 |
14,818.36 |
14,692.71 |
|
R2 |
14,751.42 |
14,751.42 |
14,682.48 |
|
R1 |
14,706.72 |
14,706.72 |
14,672.24 |
14,729.07 |
PP |
14,639.78 |
14,639.78 |
14,639.78 |
14,650.96 |
S1 |
14,595.08 |
14,595.08 |
14,651.78 |
14,617.43 |
S2 |
14,528.14 |
14,528.14 |
14,641.54 |
|
S3 |
14,416.50 |
14,483.44 |
14,631.31 |
|
S4 |
14,304.86 |
14,371.80 |
14,600.61 |
|
|
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 |
14,684.49 |
14,439.55 |
244.94 |
1.7% |
96.80 |
0.7% |
91% |
True |
False |
|
10 |
14,684.49 |
14,382.09 |
302.40 |
2.1% |
110.32 |
0.8% |
93% |
True |
False |
|
20 |
14,684.49 |
14,127.82 |
556.67 |
3.8% |
97.21 |
0.7% |
96% |
True |
False |
|
40 |
14,684.49 |
13,784.01 |
900.48 |
6.1% |
108.14 |
0.7% |
98% |
True |
False |
|
60 |
14,684.49 |
13,293.13 |
1,391.36 |
9.5% |
100.65 |
0.7% |
98% |
True |
False |
|
80 |
14,684.49 |
12,883.89 |
1,800.60 |
12.3% |
107.36 |
0.7% |
99% |
True |
False |
|
100 |
14,684.49 |
12,471.49 |
2,213.00 |
15.1% |
115.25 |
0.8% |
99% |
True |
False |
|
120 |
14,684.49 |
12,471.49 |
2,213.00 |
15.1% |
117.15 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,158.96 |
2.618 |
14,976.76 |
1.618 |
14,865.12 |
1.000 |
14,796.13 |
0.618 |
14,753.48 |
HIGH |
14,684.49 |
0.618 |
14,641.84 |
0.500 |
14,628.67 |
0.382 |
14,615.50 |
LOW |
14,572.85 |
0.618 |
14,503.86 |
1.000 |
14,461.21 |
1.618 |
14,392.22 |
2.618 |
14,280.58 |
4.250 |
14,098.38 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,650.90 |
14,642.23 |
PP |
14,639.78 |
14,622.45 |
S1 |
14,628.67 |
14,602.68 |
|