Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,663.0 |
7,819.0 |
156.0 |
2.0% |
7,800.5 |
High |
7,835.5 |
7,897.5 |
62.0 |
0.8% |
7,967.0 |
Low |
7,662.0 |
7,796.5 |
134.5 |
1.8% |
7,643.0 |
Close |
7,822.0 |
7,889.5 |
67.5 |
0.9% |
7,673.5 |
Range |
173.5 |
101.0 |
-72.5 |
-41.8% |
324.0 |
ATR |
119.3 |
118.0 |
-1.3 |
-1.1% |
0.0 |
Volume |
124,584 |
99,658 |
-24,926 |
-20.0% |
482,559 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,164.2 |
8,127.8 |
7,945.1 |
|
R3 |
8,063.2 |
8,026.8 |
7,917.3 |
|
R2 |
7,962.2 |
7,962.2 |
7,908.0 |
|
R1 |
7,925.8 |
7,925.8 |
7,898.8 |
7,944.0 |
PP |
7,861.2 |
7,861.2 |
7,861.2 |
7,870.3 |
S1 |
7,824.8 |
7,824.8 |
7,880.2 |
7,843.0 |
S2 |
7,760.2 |
7,760.2 |
7,871.0 |
|
S3 |
7,659.2 |
7,723.8 |
7,861.7 |
|
S4 |
7,558.2 |
7,622.8 |
7,834.0 |
|
|
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 |
7,897.5 |
7,618.0 |
279.5 |
3.5% |
128.1 |
1.6% |
97% |
True |
False |
114,102 |
10 |
7,967.0 |
7,618.0 |
349.0 |
4.4% |
128.3 |
1.6% |
78% |
False |
False |
114,783 |
20 |
8,089.0 |
7,618.0 |
471.0 |
6.0% |
113.0 |
1.4% |
58% |
False |
False |
114,614 |
40 |
8,089.0 |
7,574.0 |
515.0 |
6.5% |
108.5 |
1.4% |
61% |
False |
False |
64,657 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
98.6 |
1.2% |
63% |
False |
False |
43,313 |
80 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
88.4 |
1.1% |
63% |
False |
False |
32,995 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.3% |
84.4 |
1.1% |
82% |
False |
False |
26,530 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.3% |
82.9 |
1.1% |
82% |
False |
False |
22,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,326.8 |
2.618 |
8,161.9 |
1.618 |
8,060.9 |
1.000 |
7,998.5 |
0.618 |
7,959.9 |
HIGH |
7,897.5 |
0.618 |
7,858.9 |
0.500 |
7,847.0 |
0.382 |
7,835.1 |
LOW |
7,796.5 |
0.618 |
7,734.1 |
1.000 |
7,695.5 |
1.618 |
7,633.1 |
2.618 |
7,532.1 |
4.250 |
7,367.3 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,875.3 |
7,845.6 |
PP |
7,861.2 |
7,801.7 |
S1 |
7,847.0 |
7,757.8 |
|