Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,714.0 |
7,663.0 |
-51.0 |
-0.7% |
7,800.5 |
High |
7,735.5 |
7,835.5 |
100.0 |
1.3% |
7,967.0 |
Low |
7,618.0 |
7,662.0 |
44.0 |
0.6% |
7,643.0 |
Close |
7,633.5 |
7,822.0 |
188.5 |
2.5% |
7,673.5 |
Range |
117.5 |
173.5 |
56.0 |
47.7% |
324.0 |
ATR |
113.0 |
119.3 |
6.4 |
5.6% |
0.0 |
Volume |
116,777 |
124,584 |
7,807 |
6.7% |
482,559 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,293.7 |
8,231.3 |
7,917.4 |
|
R3 |
8,120.2 |
8,057.8 |
7,869.7 |
|
R2 |
7,946.7 |
7,946.7 |
7,853.8 |
|
R1 |
7,884.3 |
7,884.3 |
7,837.9 |
7,915.5 |
PP |
7,773.2 |
7,773.2 |
7,773.2 |
7,788.8 |
S1 |
7,710.8 |
7,710.8 |
7,806.1 |
7,742.0 |
S2 |
7,599.7 |
7,599.7 |
7,790.2 |
|
S3 |
7,426.2 |
7,537.3 |
7,774.3 |
|
S4 |
7,252.7 |
7,363.8 |
7,726.6 |
|
|
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 |
7,942.5 |
7,618.0 |
324.5 |
4.1% |
133.0 |
1.7% |
63% |
False |
False |
121,137 |
10 |
7,967.0 |
7,618.0 |
349.0 |
4.5% |
123.8 |
1.6% |
58% |
False |
False |
115,019 |
20 |
8,089.0 |
7,618.0 |
471.0 |
6.0% |
111.4 |
1.4% |
43% |
False |
False |
114,081 |
40 |
8,089.0 |
7,574.0 |
515.0 |
6.6% |
107.4 |
1.4% |
48% |
False |
False |
62,200 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
98.5 |
1.3% |
50% |
False |
False |
41,654 |
80 |
8,089.0 |
7,539.0 |
550.0 |
7.0% |
88.0 |
1.1% |
51% |
False |
False |
31,765 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.4% |
84.3 |
1.1% |
76% |
False |
False |
25,534 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.4% |
82.8 |
1.1% |
76% |
False |
False |
21,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,572.9 |
2.618 |
8,289.7 |
1.618 |
8,116.2 |
1.000 |
8,009.0 |
0.618 |
7,942.7 |
HIGH |
7,835.5 |
0.618 |
7,769.2 |
0.500 |
7,748.8 |
0.382 |
7,728.3 |
LOW |
7,662.0 |
0.618 |
7,554.8 |
1.000 |
7,488.5 |
1.618 |
7,381.3 |
2.618 |
7,207.8 |
4.250 |
6,924.6 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,797.6 |
7,790.3 |
PP |
7,773.2 |
7,758.5 |
S1 |
7,748.8 |
7,726.8 |
|