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 |
4,932.0 |
4,894.0 |
-38.0 |
-0.8% |
4,977.0 |
High |
4,936.0 |
4,917.0 |
-19.0 |
-0.4% |
5,018.0 |
Low |
4,881.0 |
4,887.0 |
6.0 |
0.1% |
4,881.0 |
Close |
4,895.0 |
4,911.0 |
16.0 |
0.3% |
4,895.0 |
Range |
55.0 |
30.0 |
-25.0 |
-45.5% |
137.0 |
ATR |
56.4 |
54.5 |
-1.9 |
-3.3% |
0.0 |
Volume |
25,959 |
21,816 |
-4,143 |
-16.0% |
113,846 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,995.0 |
4,983.0 |
4,927.5 |
|
R3 |
4,965.0 |
4,953.0 |
4,919.3 |
|
R2 |
4,935.0 |
4,935.0 |
4,916.5 |
|
R1 |
4,923.0 |
4,923.0 |
4,913.8 |
4,929.0 |
PP |
4,905.0 |
4,905.0 |
4,905.0 |
4,908.0 |
S1 |
4,893.0 |
4,893.0 |
4,908.3 |
4,899.0 |
S2 |
4,875.0 |
4,875.0 |
4,905.5 |
|
S3 |
4,845.0 |
4,863.0 |
4,902.8 |
|
S4 |
4,815.0 |
4,833.0 |
4,894.5 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,342.3 |
5,255.7 |
4,970.4 |
|
R3 |
5,205.3 |
5,118.7 |
4,932.7 |
|
R2 |
5,068.3 |
5,068.3 |
4,920.1 |
|
R1 |
4,981.7 |
4,981.7 |
4,907.6 |
4,956.5 |
PP |
4,931.3 |
4,931.3 |
4,931.3 |
4,918.8 |
S1 |
4,844.7 |
4,844.7 |
4,882.4 |
4,819.5 |
S2 |
4,794.3 |
4,794.3 |
4,869.9 |
|
S3 |
4,657.3 |
4,707.7 |
4,857.3 |
|
S4 |
4,520.3 |
4,570.7 |
4,819.7 |
|
|
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 |
4,881.0 |
137.0 |
2.8% |
52.4 |
1.1% |
22% |
False |
False |
27,132 |
10 |
5,036.0 |
4,881.0 |
155.0 |
3.2% |
49.8 |
1.0% |
19% |
False |
False |
25,350 |
20 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
53.7 |
1.1% |
10% |
False |
False |
31,473 |
40 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
39.5 |
0.8% |
10% |
False |
False |
15,874 |
60 |
5,177.0 |
4,683.0 |
494.0 |
10.1% |
28.7 |
0.6% |
46% |
False |
False |
10,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,044.5 |
2.618 |
4,995.5 |
1.618 |
4,965.5 |
1.000 |
4,947.0 |
0.618 |
4,935.5 |
HIGH |
4,917.0 |
0.618 |
4,905.5 |
0.500 |
4,902.0 |
0.382 |
4,898.5 |
LOW |
4,887.0 |
0.618 |
4,868.5 |
1.000 |
4,857.0 |
1.618 |
4,838.5 |
2.618 |
4,808.5 |
4.250 |
4,759.5 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,908.0 |
4,914.0 |
PP |
4,905.0 |
4,913.0 |
S1 |
4,902.0 |
4,912.0 |
|