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 |
4,997.0 |
5,018.0 |
21.0 |
0.4% |
4,894.0 |
High |
5,015.0 |
5,025.0 |
10.0 |
0.2% |
5,025.0 |
Low |
4,988.0 |
5,004.0 |
16.0 |
0.3% |
4,887.0 |
Close |
5,011.0 |
5,016.0 |
5.0 |
0.1% |
5,016.0 |
Range |
27.0 |
21.0 |
-6.0 |
-22.2% |
138.0 |
ATR |
53.8 |
51.5 |
-2.3 |
-4.4% |
0.0 |
Volume |
20,728 |
22,321 |
1,593 |
7.7% |
115,161 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,078.0 |
5,068.0 |
5,027.6 |
|
R3 |
5,057.0 |
5,047.0 |
5,021.8 |
|
R2 |
5,036.0 |
5,036.0 |
5,019.9 |
|
R1 |
5,026.0 |
5,026.0 |
5,017.9 |
5,020.5 |
PP |
5,015.0 |
5,015.0 |
5,015.0 |
5,012.3 |
S1 |
5,005.0 |
5,005.0 |
5,014.1 |
4,999.5 |
S2 |
4,994.0 |
4,994.0 |
5,012.2 |
|
S3 |
4,973.0 |
4,984.0 |
5,010.2 |
|
S4 |
4,952.0 |
4,963.0 |
5,004.5 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,390.0 |
5,341.0 |
5,091.9 |
|
R3 |
5,252.0 |
5,203.0 |
5,054.0 |
|
R2 |
5,114.0 |
5,114.0 |
5,041.3 |
|
R1 |
5,065.0 |
5,065.0 |
5,028.7 |
5,089.5 |
PP |
4,976.0 |
4,976.0 |
4,976.0 |
4,988.3 |
S1 |
4,927.0 |
4,927.0 |
5,003.4 |
4,951.5 |
S2 |
4,838.0 |
4,838.0 |
4,990.7 |
|
S3 |
4,700.0 |
4,789.0 |
4,978.1 |
|
S4 |
4,562.0 |
4,651.0 |
4,940.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,025.0 |
4,887.0 |
138.0 |
2.8% |
32.4 |
0.6% |
93% |
True |
False |
23,032 |
10 |
5,025.0 |
4,881.0 |
144.0 |
2.9% |
42.8 |
0.9% |
94% |
True |
False |
25,401 |
20 |
5,139.0 |
4,881.0 |
258.0 |
5.1% |
52.0 |
1.0% |
52% |
False |
False |
35,260 |
40 |
5,177.0 |
4,881.0 |
296.0 |
5.9% |
42.2 |
0.8% |
46% |
False |
False |
18,206 |
60 |
5,177.0 |
4,726.0 |
451.0 |
9.0% |
30.9 |
0.6% |
64% |
False |
False |
12,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,114.3 |
2.618 |
5,080.0 |
1.618 |
5,059.0 |
1.000 |
5,046.0 |
0.618 |
5,038.0 |
HIGH |
5,025.0 |
0.618 |
5,017.0 |
0.500 |
5,014.5 |
0.382 |
5,012.0 |
LOW |
5,004.0 |
0.618 |
4,991.0 |
1.000 |
4,983.0 |
1.618 |
4,970.0 |
2.618 |
4,949.0 |
4.250 |
4,914.8 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
5,015.5 |
5,006.8 |
PP |
5,015.0 |
4,997.7 |
S1 |
5,014.5 |
4,988.5 |
|