Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
12,280 |
13,085 |
805 |
6.6% |
12,500 |
High |
13,105 |
13,305 |
200 |
1.5% |
13,305 |
Low |
12,150 |
12,830 |
680 |
5.6% |
11,870 |
Close |
13,085 |
13,165 |
80 |
0.6% |
13,165 |
Range |
955 |
475 |
-480 |
-50.3% |
1,435 |
ATR |
293 |
306 |
13 |
4.4% |
0 |
Volume |
32,393 |
31,853 |
-540 |
-1.7% |
103,038 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,525 |
14,320 |
13,426 |
|
R3 |
14,050 |
13,845 |
13,296 |
|
R2 |
13,575 |
13,575 |
13,252 |
|
R1 |
13,370 |
13,370 |
13,209 |
13,473 |
PP |
13,100 |
13,100 |
13,100 |
13,151 |
S1 |
12,895 |
12,895 |
13,122 |
12,998 |
S2 |
12,625 |
12,625 |
13,078 |
|
S3 |
12,150 |
12,420 |
13,035 |
|
S4 |
11,675 |
11,945 |
12,904 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,085 |
16,560 |
13,954 |
|
R3 |
15,650 |
15,125 |
13,560 |
|
R2 |
14,215 |
14,215 |
13,428 |
|
R1 |
13,690 |
13,690 |
13,297 |
13,953 |
PP |
12,780 |
12,780 |
12,780 |
12,911 |
S1 |
12,255 |
12,255 |
13,034 |
12,518 |
S2 |
11,345 |
11,345 |
12,902 |
|
S3 |
9,910 |
10,820 |
12,771 |
|
S4 |
8,475 |
9,385 |
12,376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,305 |
11,870 |
1,435 |
10.9% |
500 |
3.8% |
90% |
True |
False |
20,607 |
10 |
13,305 |
11,870 |
1,435 |
10.9% |
350 |
2.7% |
90% |
True |
False |
16,271 |
20 |
13,305 |
11,870 |
1,435 |
10.9% |
287 |
2.2% |
90% |
True |
False |
15,010 |
40 |
13,305 |
11,030 |
2,275 |
17.3% |
248 |
1.9% |
94% |
True |
False |
10,399 |
60 |
13,305 |
10,405 |
2,900 |
22.0% |
215 |
1.6% |
95% |
True |
False |
6,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,324 |
2.618 |
14,549 |
1.618 |
14,074 |
1.000 |
13,780 |
0.618 |
13,599 |
HIGH |
13,305 |
0.618 |
13,124 |
0.500 |
13,068 |
0.382 |
13,012 |
LOW |
12,830 |
0.618 |
12,537 |
1.000 |
12,355 |
1.618 |
12,062 |
2.618 |
11,587 |
4.250 |
10,811 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,133 |
13,019 |
PP |
13,100 |
12,873 |
S1 |
13,068 |
12,728 |
|