Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
12,500 |
12,120 |
-380 |
-3.0% |
12,520 |
High |
12,520 |
12,265 |
-255 |
-2.0% |
12,615 |
Low |
12,085 |
11,870 |
-215 |
-1.8% |
12,330 |
Close |
12,130 |
12,235 |
105 |
0.9% |
12,490 |
Range |
435 |
395 |
-40 |
-9.2% |
285 |
ATR |
231 |
243 |
12 |
5.1% |
0 |
Volume |
11,247 |
13,044 |
1,797 |
16.0% |
47,580 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,308 |
13,167 |
12,452 |
|
R3 |
12,913 |
12,772 |
12,344 |
|
R2 |
12,518 |
12,518 |
12,308 |
|
R1 |
12,377 |
12,377 |
12,271 |
12,448 |
PP |
12,123 |
12,123 |
12,123 |
12,159 |
S1 |
11,982 |
11,982 |
12,199 |
12,053 |
S2 |
11,728 |
11,728 |
12,163 |
|
S3 |
11,333 |
11,587 |
12,127 |
|
S4 |
10,938 |
11,192 |
12,018 |
|
|
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 |
12,595 |
11,870 |
725 |
5.9% |
271 |
2.2% |
50% |
False |
True |
11,404 |
10 |
12,695 |
11,870 |
825 |
6.7% |
251 |
2.1% |
44% |
False |
True |
12,499 |
20 |
12,695 |
11,710 |
985 |
8.1% |
239 |
1.9% |
53% |
False |
False |
15,072 |
40 |
12,695 |
11,030 |
1,665 |
13.6% |
221 |
1.8% |
72% |
False |
False |
8,432 |
60 |
12,695 |
10,355 |
2,340 |
19.1% |
194 |
1.6% |
80% |
False |
False |
5,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,944 |
2.618 |
13,299 |
1.618 |
12,904 |
1.000 |
12,660 |
0.618 |
12,509 |
HIGH |
12,265 |
0.618 |
12,114 |
0.500 |
12,068 |
0.382 |
12,021 |
LOW |
11,870 |
0.618 |
11,626 |
1.000 |
11,475 |
1.618 |
11,231 |
2.618 |
10,836 |
4.250 |
10,191 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
12,179 |
12,231 |
PP |
12,123 |
12,227 |
S1 |
12,068 |
12,223 |
|