Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,572.85 |
14,662.01 |
89.16 |
0.6% |
14,512.03 |
High |
14,684.49 |
14,683.13 |
-1.36 |
0.0% |
14,585.10 |
Low |
14,572.85 |
14,525.36 |
-47.49 |
-0.3% |
14,395.00 |
Close |
14,662.01 |
14,550.35 |
-111.66 |
-0.8% |
14,578.54 |
Range |
111.64 |
157.77 |
46.13 |
41.3% |
190.10 |
ATR |
104.92 |
108.70 |
3.77 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,059.59 |
14,962.74 |
14,637.12 |
|
R3 |
14,901.82 |
14,804.97 |
14,593.74 |
|
R2 |
14,744.05 |
14,744.05 |
14,579.27 |
|
R1 |
14,647.20 |
14,647.20 |
14,564.81 |
14,616.74 |
PP |
14,586.28 |
14,586.28 |
14,586.28 |
14,571.05 |
S1 |
14,489.43 |
14,489.43 |
14,535.89 |
14,458.97 |
S2 |
14,428.51 |
14,428.51 |
14,521.43 |
|
S3 |
14,270.74 |
14,331.66 |
14,506.96 |
|
S4 |
14,112.97 |
14,173.89 |
14,463.58 |
|
|
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% |
105.60 |
0.7% |
45% |
False |
False |
|
10 |
14,684.49 |
14,383.02 |
301.47 |
2.1% |
112.87 |
0.8% |
56% |
False |
False |
|
20 |
14,684.49 |
14,253.00 |
431.49 |
3.0% |
97.17 |
0.7% |
69% |
False |
False |
|
40 |
14,684.49 |
13,784.01 |
900.48 |
6.2% |
108.51 |
0.7% |
85% |
False |
False |
|
60 |
14,684.49 |
13,293.13 |
1,391.36 |
9.6% |
102.09 |
0.7% |
90% |
False |
False |
|
80 |
14,684.49 |
12,883.89 |
1,800.60 |
12.4% |
107.26 |
0.7% |
93% |
False |
False |
|
100 |
14,684.49 |
12,471.49 |
2,213.00 |
15.2% |
115.05 |
0.8% |
94% |
False |
False |
|
120 |
14,684.49 |
12,471.49 |
2,213.00 |
15.2% |
117.98 |
0.8% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,353.65 |
2.618 |
15,096.17 |
1.618 |
14,938.40 |
1.000 |
14,840.90 |
0.618 |
14,780.63 |
HIGH |
14,683.13 |
0.618 |
14,622.86 |
0.500 |
14,604.25 |
0.382 |
14,585.63 |
LOW |
14,525.36 |
0.618 |
14,427.86 |
1.000 |
14,367.59 |
1.618 |
14,270.09 |
2.618 |
14,112.32 |
4.250 |
13,854.84 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,604.25 |
14,604.93 |
PP |
14,586.28 |
14,586.73 |
S1 |
14,568.32 |
14,568.54 |
|