Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,530 |
13,410 |
-120 |
-0.9% |
12,500 |
High |
13,530 |
13,605 |
75 |
0.6% |
13,305 |
Low |
13,225 |
13,275 |
50 |
0.4% |
11,870 |
Close |
13,385 |
13,605 |
220 |
1.6% |
13,165 |
Range |
305 |
330 |
25 |
8.2% |
1,435 |
ATR |
310 |
311 |
1 |
0.5% |
0 |
Volume |
22,040 |
25,460 |
3,420 |
15.5% |
103,038 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,485 |
14,375 |
13,787 |
|
R3 |
14,155 |
14,045 |
13,696 |
|
R2 |
13,825 |
13,825 |
13,666 |
|
R1 |
13,715 |
13,715 |
13,635 |
13,770 |
PP |
13,495 |
13,495 |
13,495 |
13,523 |
S1 |
13,385 |
13,385 |
13,575 |
13,440 |
S2 |
13,165 |
13,165 |
13,545 |
|
S3 |
12,835 |
13,055 |
13,514 |
|
S4 |
12,505 |
12,725 |
13,424 |
|
|
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 |
13,605 |
12,150 |
1,455 |
10.7% |
482 |
3.5% |
100% |
True |
False |
26,399 |
10 |
13,605 |
11,870 |
1,735 |
12.8% |
386 |
2.8% |
100% |
True |
False |
19,168 |
20 |
13,605 |
11,870 |
1,735 |
12.8% |
298 |
2.2% |
100% |
True |
False |
16,124 |
40 |
13,605 |
11,085 |
2,520 |
18.5% |
259 |
1.9% |
100% |
True |
False |
12,085 |
60 |
13,605 |
10,450 |
3,155 |
23.2% |
225 |
1.7% |
100% |
True |
False |
8,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,008 |
2.618 |
14,469 |
1.618 |
14,139 |
1.000 |
13,935 |
0.618 |
13,809 |
HIGH |
13,605 |
0.618 |
13,479 |
0.500 |
13,440 |
0.382 |
13,401 |
LOW |
13,275 |
0.618 |
13,071 |
1.000 |
12,945 |
1.618 |
12,741 |
2.618 |
12,411 |
4.250 |
11,873 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,550 |
13,534 |
PP |
13,495 |
13,463 |
S1 |
13,440 |
13,393 |
|