Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
12,570 |
12,500 |
-70 |
-0.6% |
12,520 |
High |
12,575 |
12,520 |
-55 |
-0.4% |
12,615 |
Low |
12,355 |
12,085 |
-270 |
-2.2% |
12,330 |
Close |
12,490 |
12,130 |
-360 |
-2.9% |
12,490 |
Range |
220 |
435 |
215 |
97.7% |
285 |
ATR |
215 |
231 |
16 |
7.3% |
0 |
Volume |
9,571 |
11,247 |
1,676 |
17.5% |
47,580 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,550 |
13,275 |
12,369 |
|
R3 |
13,115 |
12,840 |
12,250 |
|
R2 |
12,680 |
12,680 |
12,210 |
|
R1 |
12,405 |
12,405 |
12,170 |
12,325 |
PP |
12,245 |
12,245 |
12,245 |
12,205 |
S1 |
11,970 |
11,970 |
12,090 |
11,890 |
S2 |
11,810 |
11,810 |
12,050 |
|
S3 |
11,375 |
11,535 |
12,011 |
|
S4 |
10,940 |
11,100 |
11,891 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,333 |
13,197 |
12,647 |
|
R3 |
13,048 |
12,912 |
12,569 |
|
R2 |
12,763 |
12,763 |
12,542 |
|
R1 |
12,627 |
12,627 |
12,516 |
12,553 |
PP |
12,478 |
12,478 |
12,478 |
12,441 |
S1 |
12,342 |
12,342 |
12,464 |
12,268 |
S2 |
12,193 |
12,193 |
12,438 |
|
S3 |
11,908 |
12,057 |
12,412 |
|
S4 |
11,623 |
11,772 |
12,333 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,615 |
12,085 |
530 |
4.4% |
249 |
2.1% |
8% |
False |
True |
11,765 |
10 |
12,695 |
12,085 |
610 |
5.0% |
237 |
2.0% |
7% |
False |
True |
13,106 |
20 |
12,695 |
11,645 |
1,050 |
8.7% |
227 |
1.9% |
46% |
False |
False |
15,512 |
40 |
12,695 |
11,030 |
1,665 |
13.7% |
215 |
1.8% |
66% |
False |
False |
8,106 |
60 |
12,695 |
10,355 |
2,340 |
19.3% |
187 |
1.5% |
76% |
False |
False |
5,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,369 |
2.618 |
13,659 |
1.618 |
13,224 |
1.000 |
12,955 |
0.618 |
12,789 |
HIGH |
12,520 |
0.618 |
12,354 |
0.500 |
12,303 |
0.382 |
12,251 |
LOW |
12,085 |
0.618 |
11,816 |
1.000 |
11,650 |
1.618 |
11,381 |
2.618 |
10,946 |
4.250 |
10,236 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
12,303 |
12,340 |
PP |
12,245 |
12,270 |
S1 |
12,188 |
12,200 |
|