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 |
4,894.0 |
4,935.0 |
41.0 |
0.8% |
4,977.0 |
High |
4,917.0 |
4,980.0 |
63.0 |
1.3% |
5,018.0 |
Low |
4,887.0 |
4,930.0 |
43.0 |
0.9% |
4,881.0 |
Close |
4,911.0 |
4,969.0 |
58.0 |
1.2% |
4,895.0 |
Range |
30.0 |
50.0 |
20.0 |
66.7% |
137.0 |
ATR |
54.5 |
55.6 |
1.0 |
1.9% |
0.0 |
Volume |
21,816 |
29,268 |
7,452 |
34.2% |
113,846 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,109.7 |
5,089.3 |
4,996.5 |
|
R3 |
5,059.7 |
5,039.3 |
4,982.8 |
|
R2 |
5,009.7 |
5,009.7 |
4,978.2 |
|
R1 |
4,989.3 |
4,989.3 |
4,973.6 |
4,999.5 |
PP |
4,959.7 |
4,959.7 |
4,959.7 |
4,964.8 |
S1 |
4,939.3 |
4,939.3 |
4,964.4 |
4,949.5 |
S2 |
4,909.7 |
4,909.7 |
4,959.8 |
|
S3 |
4,859.7 |
4,889.3 |
4,955.3 |
|
S4 |
4,809.7 |
4,839.3 |
4,941.5 |
|
|
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% |
53.2 |
1.1% |
64% |
False |
False |
27,903 |
10 |
5,036.0 |
4,881.0 |
155.0 |
3.1% |
48.6 |
1.0% |
57% |
False |
False |
25,962 |
20 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
54.8 |
1.1% |
30% |
False |
False |
32,903 |
40 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
40.6 |
0.8% |
30% |
False |
False |
16,605 |
60 |
5,177.0 |
4,692.0 |
485.0 |
9.8% |
29.5 |
0.6% |
57% |
False |
False |
11,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,192.5 |
2.618 |
5,110.9 |
1.618 |
5,060.9 |
1.000 |
5,030.0 |
0.618 |
5,010.9 |
HIGH |
4,980.0 |
0.618 |
4,960.9 |
0.500 |
4,955.0 |
0.382 |
4,949.1 |
LOW |
4,930.0 |
0.618 |
4,899.1 |
1.000 |
4,880.0 |
1.618 |
4,849.1 |
2.618 |
4,799.1 |
4.250 |
4,717.5 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,964.3 |
4,956.2 |
PP |
4,959.7 |
4,943.3 |
S1 |
4,955.0 |
4,930.5 |
|