Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,565.25 |
14,613.48 |
48.23 |
0.3% |
14,578.54 |
High |
14,613.48 |
14,716.46 |
102.98 |
0.7% |
14,684.49 |
Low |
14,497.80 |
14,598.50 |
100.70 |
0.7% |
14,434.43 |
Close |
14,613.48 |
14,673.46 |
59.98 |
0.4% |
14,565.25 |
Range |
115.68 |
117.96 |
2.28 |
2.0% |
250.06 |
ATR |
112.01 |
112.43 |
0.43 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,016.69 |
14,963.03 |
14,738.34 |
|
R3 |
14,898.73 |
14,845.07 |
14,705.90 |
|
R2 |
14,780.77 |
14,780.77 |
14,695.09 |
|
R1 |
14,727.11 |
14,727.11 |
14,684.27 |
14,753.94 |
PP |
14,662.81 |
14,662.81 |
14,662.81 |
14,676.22 |
S1 |
14,609.15 |
14,609.15 |
14,662.65 |
14,635.98 |
S2 |
14,544.85 |
14,544.85 |
14,651.83 |
|
S3 |
14,426.89 |
14,491.19 |
14,641.02 |
|
S4 |
14,308.93 |
14,373.23 |
14,608.58 |
|
|
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 |
14,716.46 |
14,434.43 |
282.03 |
1.9% |
129.92 |
0.9% |
85% |
True |
False |
|
10 |
14,716.46 |
14,434.43 |
282.03 |
1.9% |
113.36 |
0.8% |
85% |
True |
False |
|
20 |
14,716.46 |
14,382.09 |
334.37 |
2.3% |
107.54 |
0.7% |
87% |
True |
False |
|
40 |
14,716.46 |
13,784.01 |
932.45 |
6.4% |
110.15 |
0.8% |
95% |
True |
False |
|
60 |
14,716.46 |
13,439.97 |
1,276.49 |
8.7% |
104.28 |
0.7% |
97% |
True |
False |
|
80 |
14,716.46 |
12,883.89 |
1,832.57 |
12.5% |
109.08 |
0.7% |
98% |
True |
False |
|
100 |
14,716.46 |
12,471.49 |
2,244.97 |
15.3% |
112.51 |
0.8% |
98% |
True |
False |
|
120 |
14,716.46 |
12,471.49 |
2,244.97 |
15.3% |
118.10 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,217.79 |
2.618 |
15,025.28 |
1.618 |
14,907.32 |
1.000 |
14,834.42 |
0.618 |
14,789.36 |
HIGH |
14,716.46 |
0.618 |
14,671.40 |
0.500 |
14,657.48 |
0.382 |
14,643.56 |
LOW |
14,598.50 |
0.618 |
14,525.60 |
1.000 |
14,480.54 |
1.618 |
14,407.64 |
2.618 |
14,289.68 |
4.250 |
14,097.17 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,668.13 |
14,640.79 |
PP |
14,662.81 |
14,608.12 |
S1 |
14,657.48 |
14,575.45 |
|