Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
13,620 |
13,585 |
-35 |
-0.3% |
13,225 |
High |
13,635 |
13,610 |
-25 |
-0.2% |
13,635 |
Low |
13,465 |
13,390 |
-75 |
-0.6% |
13,180 |
Close |
13,570 |
13,450 |
-120 |
-0.9% |
13,450 |
Range |
170 |
220 |
50 |
29.4% |
455 |
ATR |
301 |
295 |
-6 |
-1.9% |
0 |
Volume |
19,531 |
16,141 |
-3,390 |
-17.4% |
103,422 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,143 |
14,017 |
13,571 |
|
R3 |
13,923 |
13,797 |
13,511 |
|
R2 |
13,703 |
13,703 |
13,490 |
|
R1 |
13,577 |
13,577 |
13,470 |
13,530 |
PP |
13,483 |
13,483 |
13,483 |
13,460 |
S1 |
13,357 |
13,357 |
13,430 |
13,310 |
S2 |
13,263 |
13,263 |
13,410 |
|
S3 |
13,043 |
13,137 |
13,390 |
|
S4 |
12,823 |
12,917 |
13,329 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,787 |
14,573 |
13,700 |
|
R3 |
14,332 |
14,118 |
13,575 |
|
R2 |
13,877 |
13,877 |
13,534 |
|
R1 |
13,663 |
13,663 |
13,492 |
13,770 |
PP |
13,422 |
13,422 |
13,422 |
13,475 |
S1 |
13,208 |
13,208 |
13,408 |
13,315 |
S2 |
12,967 |
12,967 |
13,367 |
|
S3 |
12,512 |
12,753 |
13,325 |
|
S4 |
12,057 |
12,298 |
13,200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,635 |
13,180 |
455 |
3.4% |
274 |
2.0% |
59% |
False |
False |
20,684 |
10 |
13,635 |
11,870 |
1,765 |
13.1% |
387 |
2.9% |
90% |
False |
False |
20,646 |
20 |
13,635 |
11,870 |
1,765 |
13.1% |
298 |
2.2% |
90% |
False |
False |
16,872 |
40 |
13,635 |
11,085 |
2,550 |
19.0% |
264 |
2.0% |
93% |
False |
False |
12,777 |
60 |
13,635 |
10,450 |
3,185 |
23.7% |
229 |
1.7% |
94% |
False |
False |
8,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,545 |
2.618 |
14,186 |
1.618 |
13,966 |
1.000 |
13,830 |
0.618 |
13,746 |
HIGH |
13,610 |
0.618 |
13,526 |
0.500 |
13,500 |
0.382 |
13,474 |
LOW |
13,390 |
0.618 |
13,254 |
1.000 |
13,170 |
1.618 |
13,034 |
2.618 |
12,814 |
4.250 |
12,455 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
13,500 |
13,455 |
PP |
13,483 |
13,453 |
S1 |
13,467 |
13,452 |
|