Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4,988.0 |
4,925.0 |
-63.0 |
-1.3% |
4,975.0 |
High |
5,018.0 |
4,947.0 |
-71.0 |
-1.4% |
5,036.0 |
Low |
4,934.0 |
4,900.0 |
-34.0 |
-0.7% |
4,947.0 |
Close |
4,954.0 |
4,912.0 |
-42.0 |
-0.8% |
4,967.0 |
Range |
84.0 |
47.0 |
-37.0 |
-44.0% |
89.0 |
ATR |
56.7 |
56.5 |
-0.2 |
-0.3% |
0.0 |
Volume |
35,705 |
26,771 |
-8,934 |
-25.0% |
94,695 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,060.7 |
5,033.3 |
4,937.9 |
|
R3 |
5,013.7 |
4,986.3 |
4,924.9 |
|
R2 |
4,966.7 |
4,966.7 |
4,920.6 |
|
R1 |
4,939.3 |
4,939.3 |
4,916.3 |
4,929.5 |
PP |
4,919.7 |
4,919.7 |
4,919.7 |
4,914.8 |
S1 |
4,892.3 |
4,892.3 |
4,907.7 |
4,882.5 |
S2 |
4,872.7 |
4,872.7 |
4,903.4 |
|
S3 |
4,825.7 |
4,845.3 |
4,899.1 |
|
S4 |
4,778.7 |
4,798.3 |
4,886.2 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,250.3 |
5,197.7 |
5,016.0 |
|
R3 |
5,161.3 |
5,108.7 |
4,991.5 |
|
R2 |
5,072.3 |
5,072.3 |
4,983.3 |
|
R1 |
5,019.7 |
5,019.7 |
4,975.2 |
5,001.5 |
PP |
4,983.3 |
4,983.3 |
4,983.3 |
4,974.3 |
S1 |
4,930.7 |
4,930.7 |
4,958.8 |
4,912.5 |
S2 |
4,894.3 |
4,894.3 |
4,950.7 |
|
S3 |
4,805.3 |
4,841.7 |
4,942.5 |
|
S4 |
4,716.3 |
4,752.7 |
4,918.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,018.0 |
4,900.0 |
118.0 |
2.4% |
52.4 |
1.1% |
10% |
False |
True |
27,376 |
10 |
5,036.0 |
4,900.0 |
136.0 |
2.8% |
51.7 |
1.1% |
9% |
False |
True |
31,713 |
20 |
5,177.0 |
4,900.0 |
277.0 |
5.6% |
53.3 |
1.1% |
4% |
False |
True |
29,167 |
40 |
5,177.0 |
4,868.0 |
309.0 |
6.3% |
37.9 |
0.8% |
14% |
False |
False |
14,681 |
60 |
5,177.0 |
4,682.0 |
495.0 |
10.1% |
27.3 |
0.6% |
46% |
False |
False |
9,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,146.8 |
2.618 |
5,070.0 |
1.618 |
5,023.0 |
1.000 |
4,994.0 |
0.618 |
4,976.0 |
HIGH |
4,947.0 |
0.618 |
4,929.0 |
0.500 |
4,923.5 |
0.382 |
4,918.0 |
LOW |
4,900.0 |
0.618 |
4,871.0 |
1.000 |
4,853.0 |
1.618 |
4,824.0 |
2.618 |
4,777.0 |
4.250 |
4,700.3 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,923.5 |
4,959.0 |
PP |
4,919.7 |
4,943.3 |
S1 |
4,915.8 |
4,927.7 |
|