Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,553.35 |
14,606.11 |
52.76 |
0.4% |
14,578.54 |
High |
14,625.24 |
14,606.11 |
-19.13 |
-0.1% |
14,684.49 |
Low |
14,538.72 |
14,434.43 |
-104.29 |
-0.7% |
14,434.43 |
Close |
14,606.11 |
14,565.25 |
-40.86 |
-0.3% |
14,565.25 |
Range |
86.52 |
171.68 |
85.16 |
98.4% |
250.06 |
ATR |
107.11 |
111.72 |
4.61 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,050.30 |
14,979.46 |
14,659.67 |
|
R3 |
14,878.62 |
14,807.78 |
14,612.46 |
|
R2 |
14,706.94 |
14,706.94 |
14,596.72 |
|
R1 |
14,636.10 |
14,636.10 |
14,580.99 |
14,585.68 |
PP |
14,535.26 |
14,535.26 |
14,535.26 |
14,510.06 |
S1 |
14,464.42 |
14,464.42 |
14,549.51 |
14,414.00 |
S2 |
14,363.58 |
14,363.58 |
14,533.78 |
|
S3 |
14,191.90 |
14,292.74 |
14,518.04 |
|
S4 |
14,020.22 |
14,121.06 |
14,470.83 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,311.57 |
15,188.47 |
14,702.78 |
|
R3 |
15,061.51 |
14,938.41 |
14,634.02 |
|
R2 |
14,811.45 |
14,811.45 |
14,611.09 |
|
R1 |
14,688.35 |
14,688.35 |
14,588.17 |
14,624.87 |
PP |
14,561.39 |
14,561.39 |
14,561.39 |
14,529.65 |
S1 |
14,438.29 |
14,438.29 |
14,542.33 |
14,374.81 |
S2 |
14,311.33 |
14,311.33 |
14,519.41 |
|
S3 |
14,061.27 |
14,188.23 |
14,496.48 |
|
S4 |
13,811.21 |
13,938.17 |
14,427.72 |
|
|
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 |
14,434.43 |
250.06 |
1.7% |
120.37 |
0.8% |
52% |
False |
True |
|
10 |
14,684.49 |
14,395.00 |
289.49 |
2.0% |
116.72 |
0.8% |
59% |
False |
False |
|
20 |
14,684.49 |
14,329.49 |
355.00 |
2.4% |
103.77 |
0.7% |
66% |
False |
False |
|
40 |
14,684.49 |
13,784.01 |
900.48 |
6.2% |
109.67 |
0.8% |
87% |
False |
False |
|
60 |
14,684.49 |
13,329.08 |
1,355.41 |
9.3% |
103.45 |
0.7% |
91% |
False |
False |
|
80 |
14,684.49 |
12,883.89 |
1,800.60 |
12.4% |
108.57 |
0.7% |
93% |
False |
False |
|
100 |
14,684.49 |
12,471.49 |
2,213.00 |
15.2% |
112.43 |
0.8% |
95% |
False |
False |
|
120 |
14,684.49 |
12,471.49 |
2,213.00 |
15.2% |
117.88 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,335.75 |
2.618 |
15,055.57 |
1.618 |
14,883.89 |
1.000 |
14,777.79 |
0.618 |
14,712.21 |
HIGH |
14,606.11 |
0.618 |
14,540.53 |
0.500 |
14,520.27 |
0.382 |
14,500.01 |
LOW |
14,434.43 |
0.618 |
14,328.33 |
1.000 |
14,262.75 |
1.618 |
14,156.65 |
2.618 |
13,984.97 |
4.250 |
13,704.79 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,550.26 |
14,563.09 |
PP |
14,535.26 |
14,560.94 |
S1 |
14,520.27 |
14,558.78 |
|