Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,410 |
13,620 |
210 |
1.6% |
12,500 |
High |
13,605 |
13,635 |
30 |
0.2% |
13,305 |
Low |
13,275 |
13,465 |
190 |
1.4% |
11,870 |
Close |
13,605 |
13,570 |
-35 |
-0.3% |
13,165 |
Range |
330 |
170 |
-160 |
-48.5% |
1,435 |
ATR |
311 |
301 |
-10 |
-3.2% |
0 |
Volume |
25,460 |
19,531 |
-5,929 |
-23.3% |
103,038 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,067 |
13,988 |
13,664 |
|
R3 |
13,897 |
13,818 |
13,617 |
|
R2 |
13,727 |
13,727 |
13,601 |
|
R1 |
13,648 |
13,648 |
13,586 |
13,603 |
PP |
13,557 |
13,557 |
13,557 |
13,534 |
S1 |
13,478 |
13,478 |
13,555 |
13,433 |
S2 |
13,387 |
13,387 |
13,539 |
|
S3 |
13,217 |
13,308 |
13,523 |
|
S4 |
13,047 |
13,138 |
13,477 |
|
|
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 |
13,635 |
12,830 |
805 |
5.9% |
325 |
2.4% |
92% |
True |
False |
23,826 |
10 |
13,635 |
11,870 |
1,765 |
13.0% |
387 |
2.9% |
96% |
True |
False |
19,989 |
20 |
13,635 |
11,870 |
1,765 |
13.0% |
298 |
2.2% |
96% |
True |
False |
16,592 |
40 |
13,635 |
11,085 |
2,550 |
18.8% |
260 |
1.9% |
97% |
True |
False |
12,573 |
60 |
13,635 |
10,450 |
3,185 |
23.5% |
228 |
1.7% |
98% |
True |
False |
8,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,358 |
2.618 |
14,080 |
1.618 |
13,910 |
1.000 |
13,805 |
0.618 |
13,740 |
HIGH |
13,635 |
0.618 |
13,570 |
0.500 |
13,550 |
0.382 |
13,530 |
LOW |
13,465 |
0.618 |
13,360 |
1.000 |
13,295 |
1.618 |
13,190 |
2.618 |
13,020 |
4.250 |
12,743 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,563 |
13,523 |
PP |
13,557 |
13,477 |
S1 |
13,550 |
13,430 |
|