Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,800.5 |
7,923.0 |
122.5 |
1.6% |
8,014.5 |
High |
7,962.5 |
7,967.0 |
4.5 |
0.1% |
8,044.5 |
Low |
7,793.5 |
7,865.0 |
71.5 |
0.9% |
7,757.5 |
Close |
7,956.5 |
7,894.5 |
-62.0 |
-0.8% |
7,800.5 |
Range |
169.0 |
102.0 |
-67.0 |
-39.6% |
287.0 |
ATR |
110.5 |
109.9 |
-0.6 |
-0.5% |
0.0 |
Volume |
107,740 |
99,021 |
-8,719 |
-8.1% |
488,920 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,214.8 |
8,156.7 |
7,950.6 |
|
R3 |
8,112.8 |
8,054.7 |
7,922.6 |
|
R2 |
8,010.8 |
8,010.8 |
7,913.2 |
|
R1 |
7,952.7 |
7,952.7 |
7,903.9 |
7,930.8 |
PP |
7,908.8 |
7,908.8 |
7,908.8 |
7,897.9 |
S1 |
7,850.7 |
7,850.7 |
7,885.2 |
7,828.8 |
S2 |
7,806.8 |
7,806.8 |
7,875.8 |
|
S3 |
7,704.8 |
7,748.7 |
7,866.5 |
|
S4 |
7,602.8 |
7,646.7 |
7,838.4 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,728.5 |
8,551.5 |
7,958.4 |
|
R3 |
8,441.5 |
8,264.5 |
7,879.4 |
|
R2 |
8,154.5 |
8,154.5 |
7,853.1 |
|
R1 |
7,977.5 |
7,977.5 |
7,826.8 |
7,922.5 |
PP |
7,867.5 |
7,867.5 |
7,867.5 |
7,840.0 |
S1 |
7,690.5 |
7,690.5 |
7,774.2 |
7,635.5 |
S2 |
7,580.5 |
7,580.5 |
7,747.9 |
|
S3 |
7,293.5 |
7,403.5 |
7,721.6 |
|
S4 |
7,006.5 |
7,116.5 |
7,642.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,967.0 |
7,757.5 |
209.5 |
2.7% |
114.5 |
1.5% |
65% |
True |
False |
108,902 |
10 |
8,047.5 |
7,757.5 |
290.0 |
3.7% |
111.1 |
1.4% |
47% |
False |
False |
116,865 |
20 |
8,089.0 |
7,749.0 |
340.0 |
4.3% |
100.4 |
1.3% |
43% |
False |
False |
93,340 |
40 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
101.4 |
1.3% |
64% |
False |
False |
47,182 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
92.4 |
1.2% |
64% |
False |
False |
31,598 |
80 |
8,089.0 |
7,431.0 |
658.0 |
8.3% |
83.7 |
1.1% |
70% |
False |
False |
24,240 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.3% |
83.6 |
1.1% |
83% |
False |
False |
19,491 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.3% |
80.0 |
1.0% |
83% |
False |
False |
16,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,400.5 |
2.618 |
8,234.0 |
1.618 |
8,132.0 |
1.000 |
8,069.0 |
0.618 |
8,030.0 |
HIGH |
7,967.0 |
0.618 |
7,928.0 |
0.500 |
7,916.0 |
0.382 |
7,904.0 |
LOW |
7,865.0 |
0.618 |
7,802.0 |
1.000 |
7,763.0 |
1.618 |
7,700.0 |
2.618 |
7,598.0 |
4.250 |
7,431.5 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,916.0 |
7,888.5 |
PP |
7,908.8 |
7,882.5 |
S1 |
7,901.7 |
7,876.5 |
|