Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,673.46 |
14,802.24 |
128.78 |
0.9% |
14,578.54 |
High |
14,826.66 |
14,887.51 |
60.85 |
0.4% |
14,684.49 |
Low |
14,673.46 |
14,785.36 |
111.90 |
0.8% |
14,434.43 |
Close |
14,802.24 |
14,865.14 |
62.90 |
0.4% |
14,565.25 |
Range |
153.20 |
102.15 |
-51.05 |
-33.3% |
250.06 |
ATR |
115.34 |
114.40 |
-0.94 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,152.45 |
15,110.95 |
14,921.32 |
|
R3 |
15,050.30 |
15,008.80 |
14,893.23 |
|
R2 |
14,948.15 |
14,948.15 |
14,883.87 |
|
R1 |
14,906.65 |
14,906.65 |
14,874.50 |
14,927.40 |
PP |
14,846.00 |
14,846.00 |
14,846.00 |
14,856.38 |
S1 |
14,804.50 |
14,804.50 |
14,855.78 |
14,825.25 |
S2 |
14,743.85 |
14,743.85 |
14,846.41 |
|
S3 |
14,641.70 |
14,702.35 |
14,837.05 |
|
S4 |
14,539.55 |
14,600.20 |
14,808.96 |
|
|
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 |
14,887.51 |
14,434.43 |
453.08 |
3.0% |
132.13 |
0.9% |
95% |
True |
False |
|
10 |
14,887.51 |
14,434.43 |
453.08 |
3.0% |
115.51 |
0.8% |
95% |
True |
False |
|
20 |
14,887.51 |
14,382.09 |
505.42 |
3.4% |
113.91 |
0.8% |
96% |
True |
False |
|
40 |
14,887.51 |
13,784.01 |
1,103.50 |
7.4% |
113.47 |
0.8% |
98% |
True |
False |
|
60 |
14,887.51 |
13,445.80 |
1,441.71 |
9.7% |
106.59 |
0.7% |
98% |
True |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.5% |
109.53 |
0.7% |
99% |
True |
False |
|
100 |
14,887.51 |
12,471.49 |
2,416.02 |
16.3% |
111.02 |
0.7% |
99% |
True |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.3% |
118.20 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,321.65 |
2.618 |
15,154.94 |
1.618 |
15,052.79 |
1.000 |
14,989.66 |
0.618 |
14,950.64 |
HIGH |
14,887.51 |
0.618 |
14,848.49 |
0.500 |
14,836.44 |
0.382 |
14,824.38 |
LOW |
14,785.36 |
0.618 |
14,722.23 |
1.000 |
14,683.21 |
1.618 |
14,620.08 |
2.618 |
14,517.93 |
4.250 |
14,351.22 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,855.57 |
14,824.43 |
PP |
14,846.00 |
14,783.72 |
S1 |
14,836.44 |
14,743.01 |
|