Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,923.0 |
7,902.0 |
-21.0 |
-0.3% |
8,014.5 |
High |
7,967.0 |
7,942.5 |
-24.5 |
-0.3% |
8,044.5 |
Low |
7,865.0 |
7,817.0 |
-48.0 |
-0.6% |
7,757.5 |
Close |
7,894.5 |
7,841.5 |
-53.0 |
-0.7% |
7,800.5 |
Range |
102.0 |
125.5 |
23.5 |
23.0% |
287.0 |
ATR |
109.9 |
111.0 |
1.1 |
1.0% |
0.0 |
Volume |
99,021 |
134,834 |
35,813 |
36.2% |
488,920 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,243.5 |
8,168.0 |
7,910.5 |
|
R3 |
8,118.0 |
8,042.5 |
7,876.0 |
|
R2 |
7,992.5 |
7,992.5 |
7,864.5 |
|
R1 |
7,917.0 |
7,917.0 |
7,853.0 |
7,892.0 |
PP |
7,867.0 |
7,867.0 |
7,867.0 |
7,854.5 |
S1 |
7,791.5 |
7,791.5 |
7,830.0 |
7,766.5 |
S2 |
7,741.5 |
7,741.5 |
7,818.5 |
|
S3 |
7,616.0 |
7,666.0 |
7,807.0 |
|
S4 |
7,490.5 |
7,540.5 |
7,772.5 |
|
|
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% |
128.4 |
1.6% |
40% |
False |
False |
115,465 |
10 |
8,047.5 |
7,757.5 |
290.0 |
3.7% |
115.4 |
1.5% |
29% |
False |
False |
117,520 |
20 |
8,089.0 |
7,757.5 |
331.5 |
4.2% |
99.3 |
1.3% |
25% |
False |
False |
98,476 |
40 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
103.4 |
1.3% |
54% |
False |
False |
50,513 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
93.5 |
1.2% |
54% |
False |
False |
33,819 |
80 |
8,089.0 |
7,446.5 |
642.5 |
8.2% |
84.8 |
1.1% |
61% |
False |
False |
25,924 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.4% |
84.1 |
1.1% |
78% |
False |
False |
20,838 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.4% |
80.4 |
1.0% |
78% |
False |
False |
17,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,475.9 |
2.618 |
8,271.1 |
1.618 |
8,145.6 |
1.000 |
8,068.0 |
0.618 |
8,020.1 |
HIGH |
7,942.5 |
0.618 |
7,894.6 |
0.500 |
7,879.8 |
0.382 |
7,864.9 |
LOW |
7,817.0 |
0.618 |
7,739.4 |
1.000 |
7,691.5 |
1.618 |
7,613.9 |
2.618 |
7,488.4 |
4.250 |
7,283.6 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,879.8 |
7,880.3 |
PP |
7,867.0 |
7,867.3 |
S1 |
7,854.3 |
7,854.4 |
|