Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,662.01 |
14,553.35 |
-108.66 |
-0.7% |
14,512.03 |
High |
14,683.13 |
14,625.24 |
-57.89 |
-0.4% |
14,585.10 |
Low |
14,525.36 |
14,538.72 |
13.36 |
0.1% |
14,395.00 |
Close |
14,550.35 |
14,606.11 |
55.76 |
0.4% |
14,578.54 |
Range |
157.77 |
86.52 |
-71.25 |
-45.2% |
190.10 |
ATR |
108.70 |
107.11 |
-1.58 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,849.58 |
14,814.37 |
14,653.70 |
|
R3 |
14,763.06 |
14,727.85 |
14,629.90 |
|
R2 |
14,676.54 |
14,676.54 |
14,621.97 |
|
R1 |
14,641.33 |
14,641.33 |
14,614.04 |
14,658.94 |
PP |
14,590.02 |
14,590.02 |
14,590.02 |
14,598.83 |
S1 |
14,554.81 |
14,554.81 |
14,598.18 |
14,572.42 |
S2 |
14,503.50 |
14,503.50 |
14,590.25 |
|
S3 |
14,416.98 |
14,468.29 |
14,582.32 |
|
S4 |
14,330.46 |
14,381.77 |
14,558.52 |
|
|
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 |
14,520.86 |
163.63 |
1.1% |
98.88 |
0.7% |
52% |
False |
False |
|
10 |
14,684.49 |
14,383.02 |
301.47 |
2.1% |
112.42 |
0.8% |
74% |
False |
False |
|
20 |
14,684.49 |
14,296.24 |
388.25 |
2.7% |
98.11 |
0.7% |
80% |
False |
False |
|
40 |
14,684.49 |
13,784.01 |
900.48 |
6.2% |
107.34 |
0.7% |
91% |
False |
False |
|
60 |
14,684.49 |
13,293.13 |
1,391.36 |
9.5% |
101.99 |
0.7% |
94% |
False |
False |
|
80 |
14,684.49 |
12,883.89 |
1,800.60 |
12.3% |
107.48 |
0.7% |
96% |
False |
False |
|
100 |
14,684.49 |
12,471.49 |
2,213.00 |
15.2% |
112.40 |
0.8% |
96% |
False |
False |
|
120 |
14,684.49 |
12,471.49 |
2,213.00 |
15.2% |
117.71 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,992.95 |
2.618 |
14,851.75 |
1.618 |
14,765.23 |
1.000 |
14,711.76 |
0.618 |
14,678.71 |
HIGH |
14,625.24 |
0.618 |
14,592.19 |
0.500 |
14,581.98 |
0.382 |
14,571.77 |
LOW |
14,538.72 |
0.618 |
14,485.25 |
1.000 |
14,452.20 |
1.618 |
14,398.73 |
2.618 |
14,312.21 |
4.250 |
14,171.01 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,598.07 |
14,605.72 |
PP |
14,590.02 |
14,605.32 |
S1 |
14,581.98 |
14,604.93 |
|