Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,821.0 |
7,673.5 |
-147.5 |
-1.9% |
7,800.5 |
High |
7,838.5 |
7,710.0 |
-128.5 |
-1.6% |
7,967.0 |
Low |
7,643.0 |
7,657.0 |
14.0 |
0.2% |
7,643.0 |
Close |
7,673.5 |
7,665.0 |
-8.5 |
-0.1% |
7,673.5 |
Range |
195.5 |
53.0 |
-142.5 |
-72.9% |
324.0 |
ATR |
117.2 |
112.6 |
-4.6 |
-3.9% |
0.0 |
Volume |
140,964 |
88,529 |
-52,435 |
-37.2% |
482,559 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,836.3 |
7,803.7 |
7,694.2 |
|
R3 |
7,783.3 |
7,750.7 |
7,679.6 |
|
R2 |
7,730.3 |
7,730.3 |
7,674.7 |
|
R1 |
7,697.7 |
7,697.7 |
7,669.9 |
7,687.5 |
PP |
7,677.3 |
7,677.3 |
7,677.3 |
7,672.3 |
S1 |
7,644.7 |
7,644.7 |
7,660.1 |
7,634.5 |
S2 |
7,624.3 |
7,624.3 |
7,655.3 |
|
S3 |
7,571.3 |
7,591.7 |
7,650.4 |
|
S4 |
7,518.3 |
7,538.7 |
7,635.9 |
|
|
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% |
129.0 |
1.7% |
7% |
False |
False |
114,217 |
10 |
8,044.5 |
7,643.0 |
401.5 |
5.2% |
121.4 |
1.6% |
5% |
False |
False |
116,545 |
20 |
8,089.0 |
7,643.0 |
446.0 |
5.8% |
103.2 |
1.3% |
5% |
False |
False |
107,633 |
40 |
8,089.0 |
7,574.0 |
515.0 |
6.7% |
103.7 |
1.4% |
18% |
False |
False |
56,184 |
60 |
8,089.0 |
7,553.0 |
536.0 |
7.0% |
95.6 |
1.2% |
21% |
False |
False |
37,639 |
80 |
8,089.0 |
7,470.5 |
618.5 |
8.1% |
86.1 |
1.1% |
31% |
False |
False |
28,761 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.7% |
83.5 |
1.1% |
62% |
False |
False |
23,126 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.7% |
81.3 |
1.1% |
62% |
False |
False |
19,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,935.3 |
2.618 |
7,848.8 |
1.618 |
7,795.8 |
1.000 |
7,763.0 |
0.618 |
7,742.8 |
HIGH |
7,710.0 |
0.618 |
7,689.8 |
0.500 |
7,683.5 |
0.382 |
7,677.2 |
LOW |
7,657.0 |
0.618 |
7,624.2 |
1.000 |
7,604.0 |
1.618 |
7,571.2 |
2.618 |
7,518.2 |
4.250 |
7,431.8 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,683.5 |
7,792.8 |
PP |
7,677.3 |
7,750.2 |
S1 |
7,671.2 |
7,707.6 |
|