Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,673.5 |
7,714.0 |
40.5 |
0.5% |
7,800.5 |
High |
7,710.0 |
7,735.5 |
25.5 |
0.3% |
7,967.0 |
Low |
7,657.0 |
7,618.0 |
-39.0 |
-0.5% |
7,643.0 |
Close |
7,665.0 |
7,633.5 |
-31.5 |
-0.4% |
7,673.5 |
Range |
53.0 |
117.5 |
64.5 |
121.7% |
324.0 |
ATR |
112.6 |
113.0 |
0.3 |
0.3% |
0.0 |
Volume |
88,529 |
116,777 |
28,248 |
31.9% |
482,559 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,014.8 |
7,941.7 |
7,698.1 |
|
R3 |
7,897.3 |
7,824.2 |
7,665.8 |
|
R2 |
7,779.8 |
7,779.8 |
7,655.0 |
|
R1 |
7,706.7 |
7,706.7 |
7,644.3 |
7,684.5 |
PP |
7,662.3 |
7,662.3 |
7,662.3 |
7,651.3 |
S1 |
7,589.2 |
7,589.2 |
7,622.7 |
7,567.0 |
S2 |
7,544.8 |
7,544.8 |
7,612.0 |
|
S3 |
7,427.3 |
7,471.7 |
7,601.2 |
|
S4 |
7,309.8 |
7,354.2 |
7,568.9 |
|
|
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 |
7,618.0 |
349.0 |
4.6% |
118.7 |
1.6% |
4% |
False |
True |
116,025 |
10 |
8,044.5 |
7,618.0 |
426.5 |
5.6% |
124.9 |
1.6% |
4% |
False |
True |
117,678 |
20 |
8,089.0 |
7,618.0 |
471.0 |
6.2% |
104.9 |
1.4% |
3% |
False |
True |
111,328 |
40 |
8,089.0 |
7,574.0 |
515.0 |
6.7% |
105.0 |
1.4% |
12% |
False |
False |
59,099 |
60 |
8,089.0 |
7,553.0 |
536.0 |
7.0% |
96.8 |
1.3% |
15% |
False |
False |
39,584 |
80 |
8,089.0 |
7,470.5 |
618.5 |
8.1% |
86.8 |
1.1% |
26% |
False |
False |
30,212 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.8% |
83.1 |
1.1% |
60% |
False |
False |
24,291 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.8% |
81.8 |
1.1% |
60% |
False |
False |
20,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,234.9 |
2.618 |
8,043.1 |
1.618 |
7,925.6 |
1.000 |
7,853.0 |
0.618 |
7,808.1 |
HIGH |
7,735.5 |
0.618 |
7,690.6 |
0.500 |
7,676.8 |
0.382 |
7,662.9 |
LOW |
7,618.0 |
0.618 |
7,545.4 |
1.000 |
7,500.5 |
1.618 |
7,427.9 |
2.618 |
7,310.4 |
4.250 |
7,118.6 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,676.8 |
7,728.3 |
PP |
7,662.3 |
7,696.7 |
S1 |
7,647.9 |
7,665.1 |
|