Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,225 |
13,530 |
305 |
2.3% |
12,500 |
High |
13,525 |
13,530 |
5 |
0.0% |
13,305 |
Low |
13,180 |
13,225 |
45 |
0.3% |
11,870 |
Close |
13,515 |
13,385 |
-130 |
-1.0% |
13,165 |
Range |
345 |
305 |
-40 |
-11.6% |
1,435 |
ATR |
310 |
310 |
0 |
-0.1% |
0 |
Volume |
20,250 |
22,040 |
1,790 |
8.8% |
103,038 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,295 |
14,145 |
13,553 |
|
R3 |
13,990 |
13,840 |
13,469 |
|
R2 |
13,685 |
13,685 |
13,441 |
|
R1 |
13,535 |
13,535 |
13,413 |
13,458 |
PP |
13,380 |
13,380 |
13,380 |
13,341 |
S1 |
13,230 |
13,230 |
13,357 |
13,153 |
S2 |
13,075 |
13,075 |
13,329 |
|
S3 |
12,770 |
12,925 |
13,301 |
|
S4 |
12,465 |
12,620 |
13,217 |
|
|
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 |
13,530 |
12,150 |
1,380 |
10.3% |
464 |
3.5% |
89% |
True |
False |
24,207 |
10 |
13,530 |
11,870 |
1,660 |
12.4% |
368 |
2.7% |
91% |
True |
False |
17,805 |
20 |
13,530 |
11,870 |
1,660 |
12.4% |
294 |
2.2% |
91% |
True |
False |
15,580 |
40 |
13,530 |
11,085 |
2,445 |
18.3% |
255 |
1.9% |
94% |
True |
False |
11,454 |
60 |
13,530 |
10,450 |
3,080 |
23.0% |
221 |
1.7% |
95% |
True |
False |
7,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,826 |
2.618 |
14,329 |
1.618 |
14,024 |
1.000 |
13,835 |
0.618 |
13,719 |
HIGH |
13,530 |
0.618 |
13,414 |
0.500 |
13,378 |
0.382 |
13,342 |
LOW |
13,225 |
0.618 |
13,037 |
1.000 |
12,920 |
1.618 |
12,732 |
2.618 |
12,427 |
4.250 |
11,929 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,383 |
13,317 |
PP |
13,380 |
13,248 |
S1 |
13,378 |
13,180 |
|