Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
12,250 |
12,280 |
30 |
0.2% |
12,520 |
High |
12,445 |
13,105 |
660 |
5.3% |
12,615 |
Low |
12,205 |
12,150 |
-55 |
-0.5% |
12,330 |
Close |
12,255 |
13,085 |
830 |
6.8% |
12,490 |
Range |
240 |
955 |
715 |
297.9% |
285 |
ATR |
242 |
293 |
51 |
21.0% |
0 |
Volume |
14,501 |
32,393 |
17,892 |
123.4% |
47,580 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,645 |
15,320 |
13,610 |
|
R3 |
14,690 |
14,365 |
13,348 |
|
R2 |
13,735 |
13,735 |
13,260 |
|
R1 |
13,410 |
13,410 |
13,173 |
13,573 |
PP |
12,780 |
12,780 |
12,780 |
12,861 |
S1 |
12,455 |
12,455 |
12,998 |
12,618 |
S2 |
11,825 |
11,825 |
12,910 |
|
S3 |
10,870 |
11,500 |
12,823 |
|
S4 |
9,915 |
10,545 |
12,560 |
|
|
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 |
13,105 |
11,870 |
1,235 |
9.4% |
449 |
3.4% |
98% |
True |
False |
16,151 |
10 |
13,105 |
11,870 |
1,235 |
9.4% |
324 |
2.5% |
98% |
True |
False |
14,712 |
20 |
13,105 |
11,870 |
1,235 |
9.4% |
275 |
2.1% |
98% |
True |
False |
14,210 |
40 |
13,105 |
11,030 |
2,075 |
15.9% |
240 |
1.8% |
99% |
True |
False |
9,603 |
60 |
13,105 |
10,355 |
2,750 |
21.0% |
210 |
1.6% |
99% |
True |
False |
6,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,164 |
2.618 |
15,605 |
1.618 |
14,650 |
1.000 |
14,060 |
0.618 |
13,695 |
HIGH |
13,105 |
0.618 |
12,740 |
0.500 |
12,628 |
0.382 |
12,515 |
LOW |
12,150 |
0.618 |
11,560 |
1.000 |
11,195 |
1.618 |
10,605 |
2.618 |
9,650 |
4.250 |
8,091 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
12,933 |
12,886 |
PP |
12,780 |
12,687 |
S1 |
12,628 |
12,488 |
|