Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
7,819.0 |
7,840.0 |
21.0 |
0.3% |
7,673.5 |
High |
7,897.5 |
7,849.0 |
-48.5 |
-0.6% |
7,897.5 |
Low |
7,796.5 |
7,735.0 |
-61.5 |
-0.8% |
7,618.0 |
Close |
7,889.5 |
7,749.0 |
-140.5 |
-1.8% |
7,749.0 |
Range |
101.0 |
114.0 |
13.0 |
12.9% |
279.5 |
ATR |
118.0 |
120.6 |
2.6 |
2.2% |
0.0 |
Volume |
99,658 |
129,311 |
29,653 |
29.8% |
558,859 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,119.7 |
8,048.3 |
7,811.7 |
|
R3 |
8,005.7 |
7,934.3 |
7,780.4 |
|
R2 |
7,891.7 |
7,891.7 |
7,769.9 |
|
R1 |
7,820.3 |
7,820.3 |
7,759.5 |
7,799.0 |
PP |
7,777.7 |
7,777.7 |
7,777.7 |
7,767.0 |
S1 |
7,706.3 |
7,706.3 |
7,738.6 |
7,685.0 |
S2 |
7,663.7 |
7,663.7 |
7,728.1 |
|
S3 |
7,549.7 |
7,592.3 |
7,717.7 |
|
S4 |
7,435.7 |
7,478.3 |
7,686.3 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,593.3 |
8,450.7 |
7,902.7 |
|
R3 |
8,313.8 |
8,171.2 |
7,825.9 |
|
R2 |
8,034.3 |
8,034.3 |
7,800.2 |
|
R1 |
7,891.7 |
7,891.7 |
7,774.6 |
7,963.0 |
PP |
7,754.8 |
7,754.8 |
7,754.8 |
7,790.5 |
S1 |
7,612.2 |
7,612.2 |
7,723.4 |
7,683.5 |
S2 |
7,475.3 |
7,475.3 |
7,697.8 |
|
S3 |
7,195.8 |
7,332.7 |
7,672.1 |
|
S4 |
6,916.3 |
7,053.2 |
7,595.3 |
|
|
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 |
3.6% |
111.8 |
1.4% |
47% |
False |
False |
111,771 |
10 |
7,967.0 |
7,618.0 |
349.0 |
4.5% |
122.3 |
1.6% |
38% |
False |
False |
113,478 |
20 |
8,089.0 |
7,618.0 |
471.0 |
6.1% |
116.2 |
1.5% |
28% |
False |
False |
115,127 |
40 |
8,089.0 |
7,574.0 |
515.0 |
6.6% |
109.2 |
1.4% |
34% |
False |
False |
67,879 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
99.6 |
1.3% |
37% |
False |
False |
45,465 |
80 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
89.1 |
1.2% |
37% |
False |
False |
34,575 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.6% |
84.3 |
1.1% |
70% |
False |
False |
27,801 |
120 |
8,089.0 |
6,959.0 |
1,130.0 |
14.6% |
83.7 |
1.1% |
70% |
False |
False |
23,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,333.5 |
2.618 |
8,147.5 |
1.618 |
8,033.5 |
1.000 |
7,963.0 |
0.618 |
7,919.5 |
HIGH |
7,849.0 |
0.618 |
7,805.5 |
0.500 |
7,792.0 |
0.382 |
7,778.5 |
LOW |
7,735.0 |
0.618 |
7,664.5 |
1.000 |
7,621.0 |
1.618 |
7,550.5 |
2.618 |
7,436.5 |
4.250 |
7,250.5 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
7,792.0 |
7,779.8 |
PP |
7,777.7 |
7,769.5 |
S1 |
7,763.3 |
7,759.3 |
|