Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
12,120 |
12,250 |
130 |
1.1% |
12,520 |
High |
12,265 |
12,445 |
180 |
1.5% |
12,615 |
Low |
11,870 |
12,205 |
335 |
2.8% |
12,330 |
Close |
12,235 |
12,255 |
20 |
0.2% |
12,490 |
Range |
395 |
240 |
-155 |
-39.2% |
285 |
ATR |
243 |
242 |
0 |
-0.1% |
0 |
Volume |
13,044 |
14,501 |
1,457 |
11.2% |
47,580 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,022 |
12,878 |
12,387 |
|
R3 |
12,782 |
12,638 |
12,321 |
|
R2 |
12,542 |
12,542 |
12,299 |
|
R1 |
12,398 |
12,398 |
12,277 |
12,470 |
PP |
12,302 |
12,302 |
12,302 |
12,338 |
S1 |
12,158 |
12,158 |
12,233 |
12,230 |
S2 |
12,062 |
12,062 |
12,211 |
|
S3 |
11,822 |
11,918 |
12,189 |
|
S4 |
11,582 |
11,678 |
12,123 |
|
|
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% |
290 |
2.4% |
53% |
False |
False |
11,938 |
10 |
12,695 |
11,870 |
825 |
6.7% |
259 |
2.1% |
47% |
False |
False |
12,514 |
20 |
12,695 |
11,840 |
855 |
7.0% |
242 |
2.0% |
49% |
False |
False |
14,263 |
40 |
12,695 |
11,030 |
1,665 |
13.6% |
222 |
1.8% |
74% |
False |
False |
8,794 |
60 |
12,695 |
10,355 |
2,340 |
19.1% |
196 |
1.6% |
81% |
False |
False |
5,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,465 |
2.618 |
13,073 |
1.618 |
12,833 |
1.000 |
12,685 |
0.618 |
12,593 |
HIGH |
12,445 |
0.618 |
12,353 |
0.500 |
12,325 |
0.382 |
12,297 |
LOW |
12,205 |
0.618 |
12,057 |
1.000 |
11,965 |
1.618 |
11,817 |
2.618 |
11,577 |
4.250 |
11,185 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
12,325 |
12,235 |
PP |
12,302 |
12,215 |
S1 |
12,278 |
12,195 |
|