Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4,935.0 |
4,986.0 |
51.0 |
1.0% |
4,977.0 |
High |
4,980.0 |
4,986.0 |
6.0 |
0.1% |
5,018.0 |
Low |
4,930.0 |
4,952.0 |
22.0 |
0.4% |
4,881.0 |
Close |
4,969.0 |
4,964.0 |
-5.0 |
-0.1% |
4,895.0 |
Range |
50.0 |
34.0 |
-16.0 |
-32.0% |
137.0 |
ATR |
55.6 |
54.0 |
-1.5 |
-2.8% |
0.0 |
Volume |
29,268 |
21,028 |
-8,240 |
-28.2% |
113,846 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,069.3 |
5,050.7 |
4,982.7 |
|
R3 |
5,035.3 |
5,016.7 |
4,973.4 |
|
R2 |
5,001.3 |
5,001.3 |
4,970.2 |
|
R1 |
4,982.7 |
4,982.7 |
4,967.1 |
4,975.0 |
PP |
4,967.3 |
4,967.3 |
4,967.3 |
4,963.5 |
S1 |
4,948.7 |
4,948.7 |
4,960.9 |
4,941.0 |
S2 |
4,933.3 |
4,933.3 |
4,957.8 |
|
S3 |
4,899.3 |
4,914.7 |
4,954.7 |
|
S4 |
4,865.3 |
4,880.7 |
4,945.3 |
|
|
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 |
4,986.0 |
4,881.0 |
105.0 |
2.1% |
43.2 |
0.9% |
79% |
True |
False |
24,968 |
10 |
5,018.0 |
4,881.0 |
137.0 |
2.8% |
45.8 |
0.9% |
61% |
False |
False |
25,667 |
20 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
54.7 |
1.1% |
28% |
False |
False |
33,851 |
40 |
5,177.0 |
4,881.0 |
296.0 |
6.0% |
41.3 |
0.8% |
28% |
False |
False |
17,131 |
60 |
5,177.0 |
4,694.0 |
483.0 |
9.7% |
30.1 |
0.6% |
56% |
False |
False |
11,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,130.5 |
2.618 |
5,075.0 |
1.618 |
5,041.0 |
1.000 |
5,020.0 |
0.618 |
5,007.0 |
HIGH |
4,986.0 |
0.618 |
4,973.0 |
0.500 |
4,969.0 |
0.382 |
4,965.0 |
LOW |
4,952.0 |
0.618 |
4,931.0 |
1.000 |
4,918.0 |
1.618 |
4,897.0 |
2.618 |
4,863.0 |
4.250 |
4,807.5 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4,969.0 |
4,954.8 |
PP |
4,967.3 |
4,945.7 |
S1 |
4,965.7 |
4,936.5 |
|