Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,085 |
13,225 |
140 |
1.1% |
12,500 |
High |
13,305 |
13,525 |
220 |
1.7% |
13,305 |
Low |
12,830 |
13,180 |
350 |
2.7% |
11,870 |
Close |
13,165 |
13,515 |
350 |
2.7% |
13,165 |
Range |
475 |
345 |
-130 |
-27.4% |
1,435 |
ATR |
306 |
310 |
4 |
1.3% |
0 |
Volume |
31,853 |
20,250 |
-11,603 |
-36.4% |
103,038 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,442 |
14,323 |
13,705 |
|
R3 |
14,097 |
13,978 |
13,610 |
|
R2 |
13,752 |
13,752 |
13,578 |
|
R1 |
13,633 |
13,633 |
13,547 |
13,693 |
PP |
13,407 |
13,407 |
13,407 |
13,436 |
S1 |
13,288 |
13,288 |
13,484 |
13,348 |
S2 |
13,062 |
13,062 |
13,452 |
|
S3 |
12,717 |
12,943 |
13,420 |
|
S4 |
12,372 |
12,598 |
13,325 |
|
|
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 |
13,525 |
11,870 |
1,655 |
12.2% |
482 |
3.6% |
99% |
True |
False |
22,408 |
10 |
13,525 |
11,870 |
1,655 |
12.2% |
366 |
2.7% |
99% |
True |
False |
17,086 |
20 |
13,525 |
11,870 |
1,655 |
12.2% |
286 |
2.1% |
99% |
True |
False |
15,073 |
40 |
13,525 |
11,030 |
2,495 |
18.5% |
252 |
1.9% |
100% |
True |
False |
10,903 |
60 |
13,525 |
10,450 |
3,075 |
22.8% |
218 |
1.6% |
100% |
True |
False |
7,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,991 |
2.618 |
14,428 |
1.618 |
14,083 |
1.000 |
13,870 |
0.618 |
13,738 |
HIGH |
13,525 |
0.618 |
13,393 |
0.500 |
13,353 |
0.382 |
13,312 |
LOW |
13,180 |
0.618 |
12,967 |
1.000 |
12,835 |
1.618 |
12,622 |
2.618 |
12,277 |
4.250 |
11,714 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,461 |
13,289 |
PP |
13,407 |
13,063 |
S1 |
13,353 |
12,838 |
|