Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
14,802.24 |
14,865.14 |
62.90 |
0.4% |
14,565.25 |
High |
14,887.51 |
14,865.21 |
-22.30 |
-0.1% |
14,887.51 |
Low |
14,785.36 |
14,790.57 |
5.21 |
0.0% |
14,497.80 |
Close |
14,865.14 |
14,865.06 |
-0.08 |
0.0% |
14,865.06 |
Range |
102.15 |
74.64 |
-27.51 |
-26.9% |
389.71 |
ATR |
114.40 |
111.56 |
-2.84 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,064.20 |
15,039.27 |
14,906.11 |
|
R3 |
14,989.56 |
14,964.63 |
14,885.59 |
|
R2 |
14,914.92 |
14,914.92 |
14,878.74 |
|
R1 |
14,889.99 |
14,889.99 |
14,871.90 |
14,865.14 |
PP |
14,840.28 |
14,840.28 |
14,840.28 |
14,827.85 |
S1 |
14,815.35 |
14,815.35 |
14,858.22 |
14,790.50 |
S2 |
14,765.64 |
14,765.64 |
14,851.38 |
|
S3 |
14,691.00 |
14,740.71 |
14,844.53 |
|
S4 |
14,616.36 |
14,666.07 |
14,824.01 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,919.25 |
15,781.87 |
15,079.40 |
|
R3 |
15,529.54 |
15,392.16 |
14,972.23 |
|
R2 |
15,139.83 |
15,139.83 |
14,936.51 |
|
R1 |
15,002.45 |
15,002.45 |
14,900.78 |
15,071.14 |
PP |
14,750.12 |
14,750.12 |
14,750.12 |
14,784.47 |
S1 |
14,612.74 |
14,612.74 |
14,829.34 |
14,681.43 |
S2 |
14,360.41 |
14,360.41 |
14,793.61 |
|
S3 |
13,970.70 |
14,223.03 |
14,757.89 |
|
S4 |
13,580.99 |
13,833.32 |
14,650.72 |
|
|
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 |
14,497.80 |
389.71 |
2.6% |
112.73 |
0.8% |
94% |
False |
False |
|
10 |
14,887.51 |
14,434.43 |
453.08 |
3.0% |
116.55 |
0.8% |
95% |
False |
False |
|
20 |
14,887.51 |
14,382.09 |
505.42 |
3.4% |
113.44 |
0.8% |
96% |
False |
False |
|
40 |
14,887.51 |
13,784.01 |
1,103.50 |
7.4% |
113.25 |
0.8% |
98% |
False |
False |
|
60 |
14,887.51 |
13,468.96 |
1,418.55 |
9.5% |
106.16 |
0.7% |
98% |
False |
False |
|
80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.5% |
109.57 |
0.7% |
99% |
False |
False |
|
100 |
14,887.51 |
12,471.49 |
2,416.02 |
16.3% |
110.73 |
0.7% |
99% |
False |
False |
|
120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.3% |
118.04 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,182.43 |
2.618 |
15,060.62 |
1.618 |
14,985.98 |
1.000 |
14,939.85 |
0.618 |
14,911.34 |
HIGH |
14,865.21 |
0.618 |
14,836.70 |
0.500 |
14,827.89 |
0.382 |
14,819.08 |
LOW |
14,790.57 |
0.618 |
14,744.44 |
1.000 |
14,715.93 |
1.618 |
14,669.80 |
2.618 |
14,595.16 |
4.250 |
14,473.35 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
14,852.67 |
14,836.87 |
PP |
14,840.28 |
14,808.68 |
S1 |
14,827.89 |
14,780.49 |
|