Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,902.0 |
7,821.0 |
-81.0 |
-1.0% |
7,800.5 |
High |
7,942.5 |
7,838.5 |
-104.0 |
-1.3% |
7,967.0 |
Low |
7,817.0 |
7,643.0 |
-174.0 |
-2.2% |
7,643.0 |
Close |
7,841.5 |
7,673.5 |
-168.0 |
-2.1% |
7,673.5 |
Range |
125.5 |
195.5 |
70.0 |
55.8% |
324.0 |
ATR |
111.0 |
117.2 |
6.3 |
5.6% |
0.0 |
Volume |
134,834 |
140,964 |
6,130 |
4.5% |
482,559 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,304.8 |
8,184.7 |
7,781.0 |
|
R3 |
8,109.3 |
7,989.2 |
7,727.3 |
|
R2 |
7,913.8 |
7,913.8 |
7,709.3 |
|
R1 |
7,793.7 |
7,793.7 |
7,691.4 |
7,756.0 |
PP |
7,718.3 |
7,718.3 |
7,718.3 |
7,699.5 |
S1 |
7,598.2 |
7,598.2 |
7,655.6 |
7,560.5 |
S2 |
7,522.8 |
7,522.8 |
7,637.7 |
|
S3 |
7,327.3 |
7,402.7 |
7,619.7 |
|
S4 |
7,131.8 |
7,207.2 |
7,566.0 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,733.2 |
8,527.3 |
7,851.7 |
|
R3 |
8,409.2 |
8,203.3 |
7,762.6 |
|
R2 |
8,085.2 |
8,085.2 |
7,732.9 |
|
R1 |
7,879.3 |
7,879.3 |
7,703.2 |
7,820.3 |
PP |
7,761.2 |
7,761.2 |
7,761.2 |
7,731.6 |
S1 |
7,555.3 |
7,555.3 |
7,643.8 |
7,496.3 |
S2 |
7,437.2 |
7,437.2 |
7,614.1 |
|
S3 |
7,113.2 |
7,231.3 |
7,584.4 |
|
S4 |
6,789.2 |
6,907.3 |
7,495.3 |
|
|
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 |
7,643.0 |
324.0 |
4.2% |
132.7 |
1.7% |
9% |
False |
True |
115,185 |
10 |
8,044.5 |
7,643.0 |
401.5 |
5.2% |
127.6 |
1.7% |
8% |
False |
True |
120,785 |
20 |
8,089.0 |
7,643.0 |
446.0 |
5.8% |
102.8 |
1.3% |
7% |
False |
True |
104,820 |
40 |
8,089.0 |
7,574.0 |
515.0 |
6.7% |
104.5 |
1.4% |
19% |
False |
False |
54,029 |
60 |
8,089.0 |
7,553.0 |
536.0 |
7.0% |
96.0 |
1.3% |
22% |
False |
False |
36,166 |
80 |
8,089.0 |
7,470.5 |
618.5 |
8.1% |
86.5 |
1.1% |
33% |
False |
False |
27,678 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.7% |
84.0 |
1.1% |
63% |
False |
False |
22,243 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.7% |
81.7 |
1.1% |
63% |
False |
False |
18,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,669.4 |
2.618 |
8,350.3 |
1.618 |
8,154.8 |
1.000 |
8,034.0 |
0.618 |
7,959.3 |
HIGH |
7,838.5 |
0.618 |
7,763.8 |
0.500 |
7,740.8 |
0.382 |
7,717.7 |
LOW |
7,643.0 |
0.618 |
7,522.2 |
1.000 |
7,447.5 |
1.618 |
7,326.7 |
2.618 |
7,131.2 |
4.250 |
6,812.1 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,740.8 |
7,805.0 |
PP |
7,718.3 |
7,761.2 |
S1 |
7,695.9 |
7,717.3 |
|