Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,606.11 |
14,565.25 |
-40.86 |
-0.3% |
14,578.54 |
High |
14,606.11 |
14,613.48 |
7.37 |
0.1% |
14,684.49 |
Low |
14,434.43 |
14,497.80 |
63.37 |
0.4% |
14,434.43 |
Close |
14,565.25 |
14,613.48 |
48.23 |
0.3% |
14,565.25 |
Range |
171.68 |
115.68 |
-56.00 |
-32.6% |
250.06 |
ATR |
111.72 |
112.01 |
0.28 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,921.96 |
14,883.40 |
14,677.10 |
|
R3 |
14,806.28 |
14,767.72 |
14,645.29 |
|
R2 |
14,690.60 |
14,690.60 |
14,634.69 |
|
R1 |
14,652.04 |
14,652.04 |
14,624.08 |
14,671.32 |
PP |
14,574.92 |
14,574.92 |
14,574.92 |
14,584.56 |
S1 |
14,536.36 |
14,536.36 |
14,602.88 |
14,555.64 |
S2 |
14,459.24 |
14,459.24 |
14,592.27 |
|
S3 |
14,343.56 |
14,420.68 |
14,581.67 |
|
S4 |
14,227.88 |
14,305.00 |
14,549.86 |
|
|
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% |
128.66 |
0.9% |
72% |
False |
False |
|
10 |
14,684.49 |
14,395.00 |
289.49 |
2.0% |
118.44 |
0.8% |
75% |
False |
False |
|
20 |
14,684.49 |
14,373.32 |
311.17 |
2.1% |
105.37 |
0.7% |
77% |
False |
False |
|
40 |
14,684.49 |
13,784.01 |
900.48 |
6.2% |
109.16 |
0.7% |
92% |
False |
False |
|
60 |
14,684.49 |
13,382.29 |
1,302.20 |
8.9% |
103.92 |
0.7% |
95% |
False |
False |
|
80 |
14,684.49 |
12,883.89 |
1,800.60 |
12.3% |
109.31 |
0.7% |
96% |
False |
False |
|
100 |
14,684.49 |
12,471.49 |
2,213.00 |
15.1% |
112.12 |
0.8% |
97% |
False |
False |
|
120 |
14,684.49 |
12,471.49 |
2,213.00 |
15.1% |
117.99 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,105.12 |
2.618 |
14,916.33 |
1.618 |
14,800.65 |
1.000 |
14,729.16 |
0.618 |
14,684.97 |
HIGH |
14,613.48 |
0.618 |
14,569.29 |
0.500 |
14,555.64 |
0.382 |
14,541.99 |
LOW |
14,497.80 |
0.618 |
14,426.31 |
1.000 |
14,382.12 |
1.618 |
14,310.63 |
2.618 |
14,194.95 |
4.250 |
14,006.16 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,594.20 |
14,585.60 |
PP |
14,574.92 |
14,557.72 |
S1 |
14,555.64 |
14,529.84 |
|